Summary
Ian Gregory is a technology and trading leader with over two decades of cross-asset trading and quantitative engineering experience, now serving as CIO & CTO of a multi-asset GIPS-compliant hedge fund in London. He blends hands-on algorithmic trading (CeFi, DeFi, TradeFi) across fixed income, electricity, carbon and equity derivatives with production-grade software: multi-threaded .NET/C#, C++, Python, large-scale databases and cloud infrastructure. Ian has built high-throughput trading systems and data warehouses (100+GB/day order book capture, 50k quotes/day) and deployed MEV bots and sophisticated risk/pricing libraries, delivering Sharpe>2.2 in prior proprietary operations. His academic pedigree (PhD in Applied Financial Mathematics, MSc Quant Finance, BSc Physics) underpins work in advanced financial math and machine learning, including deep RL, computer vision and NLP. Uncommonly, he combines desk-level market-making experience with platform engineering and DB administration, enabling rapid research-to-production cycles. Based in London, he holds a Level 1 JSDA dealer’s license from Tokyo, reflecting significant global market experience.
10 years of coding experience
10 years of employment as a software developer
The University of Sydney
BSc Physcis, BSc Physcis at Curtin University of Technology
MQuanFin Masters of Quantitative Finance, MQuanFin Masters of Quantitative Finance at Curtin University
Japanese