Founder/Quantitative Research, Lemnica
Jeff has spent the last two decades working in quantitative finance. Beginning a career as an option market maker on the floor of the CBOE, he went on to build quantitative software for trading. Releasing a series of packages for the R programming language in the mid 2000s, this software became the foundation of many future tools and efforts adopted across the industry. After giving a talk at an early quant conference in Switzerland he decided that a conference in the United States was required. He co-founded R/Finance in Chicago in 2009 and with its success, an amazing community around better software thrived. During this time, Jeff was actively consulting technology driven hedge funds and proprietary trading firms. He was also laying the groundwork for multiple startups around data and time series management. His work in the field is referenced in more than 100 books, journals and courses around the world. In 2013 he joined Citadel’s then new Quantitative Strategies desk – where he was responsible for many of the early research tools around data processing, alpha validation, risk management and high performance computing. He left Citadel in 2019, after watching the desk grow from its first trade to become one of the most successful quant teams in the world. Reemerging from a garden leave in Summer of 2020, he is once again back to building the tools he hopes will power the next twenty years of quantitative trading.