Summary
Marcel Stampfer is a seasoned quantitative developer and financial engineer based in London with over a decade of hands-on experience building low-latency, high-throughput trading and risk systems for leading banks and hedge funds. He combines a deep academic background in physics and quantitative finance with practical expertise in C++, Python, multithreading, and proprietary platforms to deliver production-grade models and infrastructure for FICC and derivatives trading. As founder and CEO of an AI-focused FinTech, he translated alternative data and machine learning into deployable trading signals, and today contributes quantitative engineering skills at Millennium. His career spans strategic roles at Goldman Sachs, Macquarie and major consultancy work modernising clearing and margin systems, evidencing both trader-facing and systems-architecture impact. An early contributor to machine learning coursework implementations on GitHub, he blends research-level thinking (PhD-level training) with pragmatic software craftsmanship. Colleagues rely on him to bridge complex quantitative research and robust, low-latency production code.
13 years of coding experience
27 years of employment as a software developer
Bachelor of Science (B.Sc.) Physics, Bachelor of Science (B.Sc.) Physics at University of California, Berkeley
Diplom Physiker (M.Sc.) Physics and Mathematics, Diplom Physiker (M.Sc.) Physics and Mathematics at Heidelberg University
Doctor of Philosophy (Ph.D.) Physics, Doctor of Philosophy (Ph.D.) Physics at ETH Zürich
Master of Science (M.Sc.) Quantitative Finance, Master of Science (M.Sc.) Quantitative Finance at Bayes Business School
Russian, French, German, English