Robbie Sewell is an International Quant Lead in Capital Markets with eight years’ experience building, deploying and operationalising data-driven models for ETFs, liquidity and risk analytics. A Cambridge-trained engineer, he combines hands-on Python research and machine learning with client-facing execution work—translating pre- and post-trade signals into actionable guidance for PMs and market makers. At Invesco he progressed from technology and data-science roles to lead quant responsibilities, expanding toolkit capabilities across primary and secondary markets. Prior experience includes launching a forensic analytics platform for corporate intelligence, where he applied OSINT and large unstructured-data methods to uncover financial fraud. An ultra-marathoner outside work, he brings the same stamina and systems thinking to long-running model refinement and production delivery.
8 years of coding experience
1 year of employment as a software developer
Master of Engineering - MEng, Engineering, Master of Engineering - MEng, Engineering at University of Cambridge
Secondary School and Sixth Form, A Levels & iGCSEs, Secondary School and Sixth Form, A Levels & iGCSEs at The Perse School, Cambridge
Models descent of amateur rockets with 2 parachute stages. Uses live wind data
Contributions:24 commits, 2 PRs, 18 pushes in 3 months
rocketsamateurwinddescentstages
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