Tim Bradshaw is a seasoned quantitative equities trader and manager with over two decades of experience designing, researching and trading mid-frequency market-neutral strategies across European markets. He has led EMEA quantitative trading businesses, generated consistent P&L (USD 45m over 10 years with no negative years) and overseen the transition from prop trading to hedge fund operations including prime broker on‑boarding and regulatory hosting. More recently he applied deep learning (Keras/TensorFlow) to for-profit liquidity provision as a Senior Quantitative Trader at Bank of America and continued hands-on model development at Qubos Systematic before moving to JPMorganChase. Tim combines rigorous academic credentials (LSE, Imperial, CFA) with practical trading execution, risk management and operational program delivery, making him effective both as a portfolio manager and as an implementer of quantitative infrastructure. An understated strength is his track record of bridging quant research, electronic execution and regulatory/operational design to scale systematic equity strategies in diverse institutional settings.
13 years of coding experience
8 years of employment as a software developer
CFA Charterholder, CFA Charterholder at CFA Institute
MSc Finance, MSc Finance at Imperial Business School
Contributions:32 commits, 41 pushes in 1 year 3 months
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Tim Bradshaw - CRB Equities Trader at JPMorganChase