Kevin Ramlal is a Sterling Rates Trader with nine years of cross-asset trading and quantitative experience, currently at Citadel Securities after roles spanning systematic trading leadership in Euro rates and equity derivatives in New York and Paris. A UC Berkeley MFE and University of Toronto high-distinction statistics and astrophysics graduate, he blends rigorous quantitative modeling with hands-on market making and market microstructure expertise. He has rotated between systematic strategy development and front-line trading, giving him a rare combination of execution intuition and algorithmic design. Based in London, he brings a global perspective from trading desks in North America and Europe and a track record of translating research into live trading P&L. An analyst at heart, he pairs academic depth with practical engineering fluency to iterate on low-latency, market-sensitive systems.
9 years of coding experience
2 years of employment as a software developer
Masters Financial Engineering, Masters Financial Engineering at University of California, Berkeley, Haas School of Business
HBSc Statistics Astrophysics (High Distinction), HBSc Statistics Astrophysics (High Distinction) at University of Toronto
B. Ed - Concurrent Teacher Education (CTEP), B. Ed - Concurrent Teacher Education (CTEP) at Ontario Institute for Studies in Education of the University of Toronto
📚 Analyzing the effects of setting "National Best Bid"on books of various exchanges.
Contributions:22 PRs, 24 pushes, 1 branch in 7 months
analyzingbidnationalsettingexchanges
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