Summary
Per Griffiths is a quantitative developer with 13 years of experience building systematic Delta One trading systems and automated market making engines, most recently running ETF and UST-focused strategies for JPMorgan across Asia and London hours. Now self-employed in Hong Kong, he blends hands-on Python development, Excel/VBA automation and scalable risk analytics to deliver production trading infrastructure and auto-hedging tools. His background spans front-line trading (short-end EUR curve) and quantitative development roles, plus academic training in theoretical computer science and game development that informs robust, analytically driven software design. Comfortable across low-latency trading contexts and research-led projects, he brings a rare mix of trading instincts and software engineering discipline to systematic trading problems.
13 years of coding experience
7 years of employment as a software developer
MSc Theoretical Computer Science, MSc Theoretical Computer Science at The University of Edinburgh
Bachelor of Arts (B.A.), Bachelor of Arts (B.A.) at University of Oxford
Master of Science - MS Computer Games, Master of Science - MS Computer Games at Goldsmiths, University of London
French, Spanish, Italian