Summary
Thomas Delaney is a Senior Quantitative Analyst based in Aarhus with nine years of experience building automated trading and research systems across energy, FX and ETF markets. He combines a PhD in Computational Neuroscience and academic experience modelling perception with hands-on kdb+ development and production data engineering, giving him a rare ability to turn probabilistic models and machine learning research into robust, low-latency trading infrastructure. At Danske Commodities he develops fully automated pipelines and simulation frameworks, having previously owned end-to-end data and simulation stacks for a proprietary trading firm. His background working directly with C-suite stakeholders on P&L reporting and large-scale kdb+ installations at tier-one financial firms underpins a pragmatic focus on reproducible results and business impact. An appetite for cross-domain problem solving means he often applies neuroscience-inspired probabilistic reasoning to financial modelling challenges.
9 years of coding experience
8 years of employment as a software developer
Master’s Degree, Informatics, Distinction, Master’s Degree, Informatics, Distinction at The University of Edinburgh
Bachelor of Arts (B.A.), Mathematics with Theoretical Physics, 1:1, Bachelor of Arts (B.A.), Mathematics with Theoretical Physics, 1:1 at Trinity College, Dublin
Doctor of Philosophy - PhD, Computer Science, Doctor of Philosophy - PhD, Computer Science at University of Bristol
gaeilge, English, French