Summary
Florin Bora is a Portfolio Manager and seasoned quant with 10+ years blending low-latency software engineering, quantitative research, and trading across firms from Bloomberg to Barclays and Cubist. He began as a C++ developer building microsecond NYSE feeds, moved into quant roles solving asset allocation and market-risk at scale, and now designs machine-learning-driven index rebalancing and execution strategies. His toolbox spans game theory, ensemble neural committees, quirky loss functions and randomized training to handle autocorrelated market data—practical experimentation he emphasizes before production. Notably comfortable with KDB, parallel Python workflows and production trading constraints, he has delivered solutions for liquidity events, large-scale liquidations and ETF hedging. Based in New York with a Ph.D. in Physics, Florin mixes rigorous academic thinking with hands-on orchestration of complex, real-money systems and enjoys discussing the latest ML and AI ideas over coffee.
10 years of coding experience
19 years of employment as a software developer
Exchange Student Physics, Exchange Student Physics at University of Groningen
Ph.D. Physics, Ph.D. Physics at University of Illinois Urbana-Champaign
Bachelor of Science - BS Physics; Physics, Bachelor of Science - BS Physics; Physics at University of Bucharest
Colegiul National Ferdinand I