Summary
Thomas Trenner is a Head of Research and quantitative data scientist with 11 years of experience building pricing, risk and investment models across FX, derivatives and equity strategies using Python and C++. He combines a Cambridge PhD in Mathematics with hands-on trading and research roles at Citi, Nomura and OxFORD Asset Management to deliver Bayesian and ML-driven automation for market making and portfolio construction. At Amfileon he now leads research and implementation of quantitative equity strategies while maintaining crypto on-chain analysis experience from freelance work, reflecting a broad curiosity across traditional and decentralized finance. Known for translating advanced statistical theory into production-ready systems, he brings deep domain expertise in structured products, options pricing and risk management to drive measurable business outcomes.
11 years of coding experience
12 years of employment as a software developer
Doctor of Philosophy (PhD), Mathematics, Doctor of Philosophy (PhD), Mathematics at University of Cambridge
Mathematics, 1.0, Mathematics, 1.0 at Technische Universität Kaiserslautern
German, Italian