Our leadership combines deep expertise in quantitative research, software engineering, and financial technology, shaped by experience across global banks, hedge funds, and institutional markets.
Colan Walsh is a 20-year veteran of financial markets, with extensive experience in derivatives arbitrage, market making, quantitative analysis, and quantitative development across Deutsche Bank, Nomura, NatWest, and Credit Suisse.
His financial markets experience spans FX, interest rates, credit, commodities, equities, and crypto. His product experience ranges from cash equities to bespoke exotic cross-asset derivatives.
Alan Russell is a principal quant engineer with more than 20 years of front-office technology experience across fixed income, credit, equities, and FX.
He has held senior quantitative development roles both in buy-side and sell-side institutions. These include Brevan Howard, T. Rowe Price, UBS, Nomura and Credit Suisse. Focusing on robust internal systems, front-office tooling, and technical infrastructure for market-facing businesses.
His executive education includes the Oxford Executive Leadership Programme and the Oxford Leading Strategic Projects Programme at the University of Oxford / Said Business School. He is currently enrolled in the Emerging CTO Programme at Imperial College Business School.
We hire curious, rigorous thinkers who are equally comfortable with analytical tooling, technical implementation, and disciplined problem-solving. Our flat structure means ideas are judged on merit, not seniority.
We offer competitive compensation, meaningful opportunities for long-term participation, and a genuine commitment to intellectual growth.
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