Summary
James Nguyen is a portfolio manager and quant trader with 11 years of experience building large-scale predictive models and execution engines across HFT, MFT and positional strategies at firms including Jump Trading, Citadel, Goldman Sachs and BlackRock. He combines end-to-end responsibility—from research and C++/Python implementation to portfolio risk and execution—with a strong focus on ML/AI, hardware-aware optimization, and parallel computing on FPGA/GPU. James has led small engineering teams in startup and corporate settings, turning research into paid products and high-Sharpe trading alphas. Based in London with an MS in Computer Science from Georgia Tech and honors in Mathematics & Economics, he brings both rigorous quantitative training and production-grade software craftsmanship. Notably, he remains bound by a non-compete around his prior alphas, highlighting the proprietary impact of his work.
11 years of coding experience
5 years of employment as a software developer
Master of Science - MS Computer Science, Master of Science - MS Computer Science at Georgia Institute of Technology
Mathematics & Economics (honors), Mathematics & Economics (honors) at Grinnell College
London School of Economics and Political Science