Thomas Schmelzer
Software Engineer at Stanford & ex-(Team Q ADIA)
Abu Dhabi, Abu Dhabi Emirate, United Arab Emirates
Summary
👤
Senior🎓
Top SchoolThomas Schmelzer is a software engineer and quantitative portfolio manager with 13 years of experience and a D.Phil in Numerical Analysis from Oxford as a Rhodes Scholar. He builds end-to-end trading strategies—researching priors, implementing models, and maintaining systems—with some strategies live since 2008. A former visiting scholar at Stanford (2023) and long-time angel investor, he combines rigorous mathematical training with real-world product outcomes, including a notable exit in 2020. Based in Abu Dhabi, he brings applied expertise across mathematics, coding, and quantitative finance, and often lectures graduate students on elegant mathematical ideas. Off-duty he is an avid long-distance cyclist who has completed multi-day Alpine epics, reflecting the endurance and discipline he applies to research and engineering.
13 years of coding experience
Mathematics, Mathematics at Eidgenössische Technische Hochschule ZürichDiplom (equiv. to MSc), Applied Mathematics, Diplom (equiv. to MSc), Applied Mathematics at Technische Universität KaiserslauternBSc, Physics, BSc, Physics at Universität SiegenD.Phil, Mathematics, Numerical Analysis, D.Phil, Mathematics, Numerical Analysis at University of Oxford, Balliol College (Rhodes Scholar)
French, German, English
Stackoverflow
2,925reputation
1.3mreached
19answers
53questions
pandas
top-5%
dataframe
top-5%
python
top-5%
Github Skills (200)
dataflow10
rise10
trading-bot10
apache-arrow10
covariance10
plotly-express10
numerical-optimization10
financial-markets10
highcharts10
arctic10
data-science10
finance10
allocation10
book-theme10
regl10
Programming languages (17)
Github contributions (5)
cvxgrp/markowitz-reference
Sep 2023 - Mar 2025
This repository contains a reference implementation of the Markowitz portfolio optimization problem discussed in the paper Markowitz Portfolio Construction at Seventy.
Contributions:1 release, 8 reviews, 209 PRs in 1 year 6 months
cvxgrp/cvxcla
Jul 2023 - Apr 2025
critical line algorithm for efficient frontier
Contributions:6 releases, 2 reviews, 199 PRs in 1 year 8 months
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