Ruud Koot is a Senior Quantitative Developer with 23 years of experience blending functional programming and quantitative finance to deliver production-grade tooling. Based in Stony Stratford, he currently builds FX volatility surface and forward curve marking systems for front-office trading at Standard Chartered, having previously implemented liquidity risk forecasting models for treasury. His academic background includes a cum laude BSc and an MSc in Computer Science from Universiteit Utrecht and a PhD candidacy focused on advanced polyvariance research, reflecting a deep theoretical foundation. A Haskell programmer by inclination, he brings a researcher's rigor to pragmatic engineering problems, favoring correctness and composability in financial code. Colleagues rely on him for turning complex quantitative models into auditable, maintainable systems that run under trading time constraints. He combines academic curiosity with long-term production experience, making him adept at bridging research and real-world trading needs.
23 years of coding experience
4 years of employment as a software developer
Bachelor of Science (BSc), Computer Science, Cum Laude, Bachelor of Science (BSc), Computer Science, Cum Laude at Universiteit Utrecht
Contributions:16 commits, 1 branch in 6 years 10 months
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