Mikael Öhman is a Principal Quantitative Researcher with 11 years of experience building data-driven systematic strategies and risk models for asset management and clearinghouses. Based in Västerås, Sweden, he has led data teams and product ownership at Lynx Asset Management, overseeing large-scale data ingestion, vendor onboarding, and expansion of the tradable universe across multi-asset classes. His background blends hands-on quantitative development for CCP risk systems with research and implementation of cross-asset systematic strategies, reflecting deep expertise in statistics, probability and data engineering. Mikael’s academic grounding in computer science and early work in algorithmic trading and cloud research give him a rare mix of rigorous technical foundations and practical production delivery. Philosophically inclined toward entrepreneurship, freedom and equality of opportunity, he brings a principled, multidisciplinary perspective to quantitative problems.
11 years of coding experience
10 years of employment as a software developer
Natural Sciences, Natural Sciences at Dragonskolan
Master's degree Computer Science, Master's degree Computer Science at Umeå University
Contributions:1 release, 2 PRs, 46 pushes in 5 years 2 months
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