Dirk Eddelbuettel

Clinical Professor at Debian

River Forest, Illinois, United States
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Summary

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Dirk Eddelbuettel is a Clinical Professor and seasoned quantitative software engineer with 48 years of experience bridging academic research, high-frequency trading, and open-source engineering. He combines deep expertise in financial econometrics and industrial engineering with hands-on development in C++ and R, contributing significant bindings and examples for QuantLib and maintenance of core scientific packages in Debian. Dirk has held senior quant roles at leading trading firms and banks, and served as a Principal Software Engineer at TileDB, bringing production-grade storage and performance thinking to financial computing. An active R Foundation board member and long-time Debian maintainer, he is equally comfortable teaching statistics as he is debugging build systems and SWIG wrappers. His open-source contributions include robustness and portability fixes to widely used projects like Spotify's Annoy and QuantLib-SWIG, reflecting a practical focus on interoperability across languages. Based in River Forest, Illinois, he blends rigorous PhD-level econometrics with pragmatic software craftsmanship that quietly underpins much of the quantitative tooling many analysts rely on.
code48 years of coding experience
job23 years of employment as a software developer
bookPh.D. Financial Econometrics, Ph.D. Financial Econometrics at EHESS - Ecole des Hautes Etudes en Sciences Sociales
bookM.Sc. Industrial Engineering (Comp.Sci./OR), M.Sc. Industrial Engineering (Comp.Sci./OR) at Karlsruhe Institute of Technology (KIT)
languagesGerman, English, French
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Github Skills (178)

datetime10
number-formatting10
typed-array10
multidimensional-arrays10
windows10
cmake10
gcc10
ubuntu10
knitr10
regression10
big-o10
global-variables10
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storage-engine10
matrix10

Programming languages (30)

CRezMakefileM4GoHTMLJupyter NotebookFortran

Github contributions (5)

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tomdionysus/foaas

Aug 2013 - Aug 2016

FOAAS (Fuck Off As A Service) provides a modern, RESTful, scalable solution to the common problem of telling people to fuck off.
Role in this project:
userBack-end Developer
Contributions:6 commits, 2 PRs, 14 comments in 3 years 1 month
Contributions summary:Dirk primarily contributed to the backend of the FOAAS (Fuck Off As A Service) project. Their contributions included adding new endpoints for various "fuck off" messages, modifying existing routes, and correcting minor errors. The user appears to focus on expanding the available functionality of the API by integrating new sarcastic responses and correcting existing code.
scalablejsrestfuljavascriptnetsuite
lballabio/QuantLib-SWIG

Jun 2013 - Dec 2013

QuantLib wrappers to other languages
Role in this project:
userBack-end Developer
Contributions:17 commits, 1 comment, 2 issues in 6 months
Contributions summary:Dirk contributed to the development of QuantLib bindings for various languages, primarily R. Their work involved creating and expanding examples demonstrating the usage of QuantLib functionalities such as bonds, options, and yield curve bootstrapping within the R environment. They updated existing examples to match the functionality of corresponding Python examples, and also made minor adjustments to adapt to newer versions of QuantLib. The changes indicate a focus on financial modeling and quantitative analysis with the R language.
pythonquantliblanguagesquantitative-financewrappers
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Dirk Eddelbuettel - Clinical Professor at Debian