Jacob Amos

Vice President at PDT Partners

New York, New York, United States
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Summary

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Senior
🎓
Top School
Jacob Amos is a quantitative software leader with 12 years of experience building research-driven trading products and production implementations for systematic strategies. Currently a Vice President at PDT Partners, he blends hands-on C++ and Python engineering with rigorous statistical research to turn novel financial ideas—especially in fixed income and volatility—into scalable client-facing products. His background spans commodity trading, founding a financial analytics web service, and acting as interim CTO to launch a performance prediction product, evidencing both market intuition and operational ownership. An active open-source contributor to quantitative R&D packages, he pairs an MS in Computational Finance & Risk Management with a BA in Economics and Mathematics to bridge research, engineering, and product at the intersection of markets and data.
code12 years of coding experience
job13 years of employment as a software developer
bookMaster’s Degree Computational Finance & Risk Management, Master’s Degree Computational Finance & Risk Management at University of Washington
bookDiploma, Diploma at Stillwater Area High School
bookBachelor of Arts (BA) Economics Mathematics, Bachelor of Arts (BA) Economics Mathematics at Concordia College
languagesChinese, French, English
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Github Skills (36)

trading10
trendline10
quantitative-trading10
finance10
time-series10
econometrics10
io10
backtesting10
economics10
blotter10
backtest10
quantitative-finance10
data-structures10
data-visualization10
technical-indicators10

Programming languages (4)

JuliaJavaScriptGoPython

Github contributions (5)

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JTAmos/Stochatto.jl

Mar 2018 - Feb 2020

Algorithmic music composition in Julia
Contributions:65 commits, 1 PR, 34 pushes in 1 year 11 months
juliamusicalgorithmic-compositionjulia-languagejulialang
JTAmos/Indicators.jl

Mar 2016 - Dec 2022

Financial market technical analysis & indicators in Julia
Contributions:11 releases, 2 reviews, 227 commits in 6 years 9 months
juliajulia-languagescientific-computingfinancetime-series
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