Simon Depiets is a software engineer with eight years of specialized experience building pricing, risk and trading systems for equity derivatives using C#, C++ and Java across major banks and hedge funds. His background blends front-office development and quantitative research roles at institutions like Qube Research, Three Stones Capital, Natixis and Société Générale, giving him a practical grasp of both production engineering and quantitative model implementation. He has repeatedly delivered low-latency, finance-focused solutions in .NET and native C++ environments and is comfortable translating quant ideas into robust, deployable code. Based in Hong Kong, he pairs a masters in computer science with finance and datamining studies, enabling interdisciplinary problem solving across markets and data analysis. Less obvious: his career path shows early hands-on system and project architecture experience, suggesting strong ownership from prototyping to production.
8 years of coding experience
7 years of employment as a software developer
Senior, Finance, Datamining, Simulation, Korean, Senior, Finance, Datamining, Simulation, Korean at Konkuk University
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