Kurt Ehlert
Raleigh, North Carolina, United States
Summary
👤
Senior🎓
Top SchoolKurt Ehlert is a quantitative researcher with 11 years of experience applying stochastic processes, optimization, and statistical methods to trading and research problems. He currently develops quantitative models for a cryptocurrency proprietary trading firm after building market-facing strategies at Virtu Financial. His PhD work focused on Monte Carlo methods for continuous-time Markov chains, where he created a notably faster estimator for probability densities, and he has strong C++ systems experience from building simulation and messaging infrastructure. Comfortable bridging theory and production, he has applied nonparametric estimation, sensitivity analysis, multi-level and quasi-Monte Carlo techniques to real-world problems. Based in Raleigh, NC, he pairs rigorous academic training with hands-on implementation of high-performance simulation code and data pipelines. Beyond finance, his background spans genetics and neuroscience, reflecting an interdisciplinary approach to modeling complex systems.
12 years of coding experience
8 years of employment as a software developer
Doctor of Philosophy (Ph.D.), Mathematics, Doctor of Philosophy (Ph.D.), Mathematics at University of Wisconsin-MadisonBachelor's Degree, Applied Mathematics, Bachelor's Degree, Applied Mathematics at Illinois Institute of Technology
English
Github Skills (53)
caching10
realtime9
redis9
nosql9
json9
message-queue9
time-series9
database9
diagnostics9
logging9
rust8
data-structure8
distributed-systems8
message-broker8
key-value-store8
Programming languages (6)
Github contributions (5)
kehlert/ellp
May 2021 - Dec 2022
Linear programming library (written in Rust) that provides primal and dual simplex solvers.
Contributions:3 releases, 66 commits, 18 PRs in 1 year 7 months
linear-programmingrust
kehlert/algo_trading
Feb 2019 - Jun 2019
Contributions:17 commits, 30 pushes, 1 branch in 3 months
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