Summary
Jack Cummins is an FX data and analytics analyst and kdb+/q developer with nine years' experience applying high-performance time-series databases and data engineering to capital markets. Currently at Brown Brothers Harriman after senior consulting roles at Kx/First Derivative, he builds and operates tick systems, data capture pipelines and warehousing solutions for FX and FX options, combining kdb+/q with Python, SQL and shell tooling. He has led service delivery and matrix teams, bridging client relationships and technical direction to turn quant requirements into production-ready data platforms. A physics and astrophysics graduate from Trinity College Dublin, he brings a research-oriented, data-focused mindset to squeezing performance from high-volume market data. An interesting detail: his background spans both hands-on low-latency infrastructure and client-facing leadership, giving him rare fluency across engineering, operations and stakeholder management.
9 years of coding experience
4 years of employment as a software developer
Bachelor's degree, Physics & Astrophysics, Bachelor's degree, Physics & Astrophysics at Trinity College Dublin
German, English, Irish, Spanish