Timon Knigge

Quantitative Researcher

United Kingdom
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Summary

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Senior
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Top School
Timon Knigge is a quantitative researcher with 12 years of experience blending rigorous mathematics and production software engineering, currently driving research at Jane Street after transitioning from a software engineering role there. Trained at ETH Zürich (MSc Applied Mathematics) with dual bachelor’s degrees in Mathematics and Computer Science from Utrecht, he brings deep theoretical grounding to practical trading and systems problems. His background includes software roles at Google and research experience at Microsoft, reflecting strength across large-scale engineering and research environments. Known for broad intellectual curiosity, he combines teaching experience with hands-on development, making him adept at turning complex mathematical ideas into reliable, maintainable code.
code11 years of coding experience
job5 years of employment as a software developer
bookBachelor's degree Mathematics, Bachelor's degree Mathematics at Utrecht University
bookMaster's degree Applied Mathematics, Master's degree Applied Mathematics at ETH Zürich
languagesDutch, English, German
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Stackoverflow

Stats
304reputation
15kreached
1answer
11questions
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Github Skills (60)

convex10
data-structure9
translation9
dataframe9
python9
convex-optimization9
numerical-optimization9
modeling9
polars9
optimization9
levenberg-marquardt9
data-structures9
structure-from-motion9
threaded8
rust8

Programming languages (4)

C++RustPHPPython

Github contributions (5)

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Contributions:20 commits in 3 months
Contributions:168 commits, 53 pushes, 8 branches in 2 years 7 months
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Timon Knigge - Quantitative Researcher