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I'm a hedge fund technologist with an interest in automated global macro markets, using machine learning techniques for pricing, risk trading and market-making.
Scroll down to read a little about me!
I'm Andrew. Thanks for visiting!
Why not meet me virtually too - have a chat with my AI that I made.
I'm currently a sysadmin at the world's fifth largest fund by $AUM, with experience in both systematic and discretionary operations.
Some of my interests include systematic trading & pricing, horizontal application scaling and always-on high availability!
Management (Distinction) - University of St. Andrews
My thesis used machine learning techniques to compute optimal, personalised prices for people in supermarkets based on their lifestyles. I collected over two thousand people's personal data through a survey which I fed into my neural networks. You can read my thesis here.
Computer Science (BSc) - Durham University
I graduated in 2017 with a 2:1, specialising in NLP/AI. My dissertation made EssaySlimmer.com - the world's first automatic document slimmer.
My favourite (sub)module was computer vision, where I scored one of the highest marks in the school for a driverless car lane detection RANSAC algorithm. However, I still wouldn't want it driving your Tesla.
A Levels - Ballakermeen High School
I was Deputy Head Boy at a state school and did my A Levels in Maths, Physics, Economics and General Studies (ABAA*).
Click a skill to read more
I take interest in global macro markets and signal sentiment analysis to predict pricing across securities. I have ambitions to get into systematic trading. I love cooking too, and I hope you've seen my home IT lab!
My main sport is golf. I've done rugby, gymnastics & trampoline and .22 LR rifle. I've been digging dirt and diamonds on Minecraft since the alpha release. Movie-wise, anything with a good plot and at least a 7 on IMDB.
Systems Administrator - The D. E. Shaw Group
2019 - present
London-based technologist at one of the world's largest and most successful systematic hedge funds.
IT Engineer - Rokos Capital Management
2018 - 19
First job, working at a major USD global macro hedge fund. I had broad responsibilities in a high pressure environment, from core systems infrastructure support, data centre engineering and morning startup to Bloomberg support and workstation builds for high profile rates, equities and forex traders.
University College has a long tradition of formal dinners; signup is very competitive.
Working for free, I spent 300 hours developing UCFormal, an elaborate web app to handle signups, schedules, ticketing, invoices, billing, messaging and profiles. The software was a large success and handled £7,000 and 1,500 meals in its first term.
I built UCWelfare too - an anonymous messaging platform for students to communicate with the welfare team about any issues they may be facing.
I also made CastleJCR.com, our website
Skills gained: Web app scaling, advanced PHP, database management, UX design, security, stakeholder management
I wrote software to help chemists automate their submissions of complex jobs to the University supercomputer for molecular dynamics simulations.
The motivation was that many chemists likely were unfamiliar with Unix environments and a GUI to handle all SSH would save academic time. The chemistry itself was in relation to clay permeability under different solutions for enhanced oil recovery (EOR), in the petrochemistry industry.
This was done with Swing in Java and used a cool SSH framework. Click here to view software screenshots.
Skills gained: Java swing GUI development, HPC basics, advanced SSH
Over a week, I worked on a small research project at a cloud computing data centre, to recommend technical options for a PaaS product the company was developing.
Alongside the technical work, I factored in cost-benefit analyses and presented ROI considerations to my supervisor, bridging the gap between business and systems, allowing the team to make an executive decision from my work.
Skills gained: Virtualisation, scaling, APIs, data centre, BGP routing, NOC operations
In my 2014 internship, I spent two months at an LSE-registered stockbroker. My responsibilities ranged from validating the KYC information of customers, examining transactional records in securities, maintaining and managing the files of accounts and administering customer records.
Towards the end, I had a brief moment to see the "trading floor", a high-energy room covered in TV screens and Bloomberg terminals, where the heart of the business operated.
The placement was my first formal setting in an office as a 9-to-5 employee, giving me early insight into the professional working world.
Skills gained: Basic KYC/AML, stock brokering, administration
Initially rejected for being too young, a short letter to the Chairman proved successful, opening the doors to an engineering experience that I'd never had before.
Working in the NOC and data centres, my team solved real-life problems in mass telecoms. I ran one maintenance procedure on the 2G Mobile Switching Centres and 3G Media Gateway Controllers (servers routing thousands of live calls/packets), whilst watching engineers solve traffic and routing problems, gaining a concise knowledge of signalling, critical systems control and IP/voice data transport.
Skills gained: IP transport, GSM, UMTS, SS7 signalling, SMS, billing, trunking, data centre, network planning
Under the Junior Achievement programme, my buddy and I opened and ran a registered company (IOM Company Number JAIOM1202) in high school, turning £300 from having just £50 investment.
Black Powder operated in consumer electronics retail, sourcing consumer goods from Asia. Our company marketed desirable products to a captive high school audience of 400 students. The company was a large success and won the Junior Achievement Young Enterprise competition, "acquiring" one competitor in the process.
Skills gained: Startups, branding, business development, entrepreneurship
I also have casual experience running a sole tradership doing IT contracts such as Ethernet wiring jobs in building sites, hotel RFID door lock installations, CCTV, website development and of course babysitting! I am also starting to work as a private Computer Science and Business tutor.
I'm already taken 💖. However please do get in touch below; I'm always looking to grow my professional network. Alternatively, why not add me on LinkedIn?
ABCTaylor.com has been viewed 197 times in the last rolling week.
Preprocessing since age 13
I implemented my first ever PHP app at 13 on now-defunct AndrewTaylor.EU. Great fun when it was discovered by someone in class and it went "viral" amongst 25 students.
Things have scaled a bit since! My biggest PHP success story was building an app for my college at Durham University to manage the hyper competitive signups for £2.50 formal dinners with waiter service. My web app (UCFormal) serves the whole college of about 1,000 students and has 600 monthly active users. In its first term, my software handled over £6,000 in billing, produced 1,428 barcoded event tickets, authenticated 7,000 logins and processed 3,000 direct messages on its messaging system. Managing so much data has been a massive challenge and greatly taught me about security, scalability and stakeholder management with software engineering.
Another success story was UCWelfare - a highly anonymous messaging app I built for the welfare team at my old Durham college. It allows students to seek anonymous advice for a wide variety of issues, such as stress, anxiety, depression, bereavement and heartbreaks.
I did my dissertation with heavy Python, using machine learning frameworks like Sci-kit Learn and did my NLP backend with the NLTK framework. I know Python 2 and 3. I have yet to get on board with Django but would very much like to familiarise myself with this powerful web framework in the future.
I did a two month internship under a British research council (sponsored by BP), and I built a Java GUI with the swing framework to help chemists send their molecular dynamics simulations to the large university supercomputer. I also was taught Java from scratch at Durham, and scored 88% in the end-of-year Java assignment to develop an African board game with an AI engine to play against a human. Our AIs were played against each other for 10% of the marks; mine scored well against other students.
One of my favourite aspects of computing is the management of large quantities of data. From storing information efficiently, securely and reliably, my SQL knowledge is well-versed, as a programming language.
When I build two large apps for Durham University, I had to self-teach myself SQL to an advanced level not taught at Durham, to handle complex financial queries for UCFormal (scroll down to see my work experience). This led me to appreciate the importance of asymptotic time in programming to a level I had never experienced before, where every optimisation counts.
See Core Load Balancing to learn about my skills with managing the physical systems behind SQL.
I've been in five data centres in my life, two of which were for telecoms companies.
The first was the national wireless and wireline phone company for the Isle of Man, where I did a spring week at 16. As part of the placement, I got to see engineers reroute live phone calls across sectors and GSM MSCs to upgrade core network infrastructure. I visited the IP Operations department and saw how private circuits are managed for commmercial customers. I later saw how circuit switched networks are peered and managed across the PSTN and the challenges faced in migrating from legacy to an all-IP core.
My second spring week at Domicilium Networks was with a cloud computing provider. I was placed in the NOC and exposed to how critical infrastructure is managed, again, with a focus on computing rather than telecommunications.
As part of my dissertation, albeit not required in my proposal, I wished to make my web app high-availability. I created a replicated database cluster to handle the processing of uploaded essays and management of user accounts. This allowed excellent latency as I could put the app across two data centres in London and Frankfurt, send users to the closest DC and let the app access an in-DC database for excellent latency. Load balancing was done with a simple but effective round-robin system. Good fun and I learnt a lot in the process.
Time to rm -rf database and filesystem sessions!
A major server crash on the 6th Jan. 2018 resulted in the need to rebuild the core server hosting my client apps from scratch. This gave me motivation to migrate away from messy MySQL-based session-storage (which was a migration from filesystems) and brought me to the elegant domain of key-value NoSQL databases.
I taught myself Redis and have implemented it successfully for my PHP work with good stability so far with far less overhead for dynamic AJAX apps used by my customers.
Experience managing real production apps in the cloud
I run live applications for customers that I built using large virtual host providers. I have experience with Digital Ocean, Linode and Google Cloud. Linode is my preferred cloud partner due to their competitiveness.
I have studied cloud computing in a submodule at Durham and we looked at the paradigm from a business angle rather than the technical side - I developed my technical skills outside studies and en route picked up strong UNIX skills.
I'm specialising in marketing on my Masters degree. My favourite areas are pProduct development, international brand expansion, competitor analysis, pricing, communications, CRM, direct marketing.
My two marketing modules I'm on are Marketing: Principles and Practice and International Marketing
I've learnt a lot in this domain at St. Andrews in my Strategic Management submodule. My top mark from all my coursework was 18/20 through doing a practical presentation as "strategic consultants" to the lecturer and an external expert, posing as reps from a consultancy firm for W.L. Gore (global fluoropolymers manufacturer). My topic was on stakeholder management where successful prioritisation using academic models was undertaken to advise "W. L. Gore" (the lecturer and outsider) on long-term decisions to take for their global operations.
My Masters course in Mamagement has had a great deal of coverage of strategic oversight and leadership in corporate environments. Through practical and theoretical assignments, the University has assessed us and nurtured our skills in the domain well. I would loook forward to applying my learning to a real-world company environment, and be in a position in a team where real change could be elicited to areas such as competitor strategy, stakeholder management, internal analysis, long-term CSR planning and industry planning.
I've been exposed gto BD scearios on my course. I would be comfortable seeing myself in a role with a company looking to explore further revenue streams, new market exploration, internationalisation and strategic planning, through my formal experience on my Management MLitt.
Starting in a church...
I used to be the only volunteer for school Bible readings. I found it a great way to break my stage fright deliberately. The largest audience I have been with was as an audience member on a BBC live debate for the 2015 UK General Election; great fun getting your seconds on air.
In a business scenario, I would be happy delivering sales pitches to corporate customers, running presentations on company business and if the opportunity would arise in the future, delivering talks to audiences such as shareholders and regulators.
This is very much an acquired skill so far on my journey. I have no formal negotiation training but would be keen to, on my own watch or through a company, undertake formal negotiation training to expand on my informal experience to date. I feel happy going for a hard deal, saying "no", trying my luck now & then and pushing boundaries within reasonable limits.
Good morning, you alright?
Hey, yeah I'm alright
- I like to think of myself as someone who cares about that response. Listening is a very underrated soft skill that I see as imperative to a role dealing with people.
Louder than actions
I've been in positions of responsibility since high school and have always sought to pursue active roles in peer situations, right through to the end of my undergraduate degree.
I am taking a less involved approach for my masters now, allowing me to put more time into my studies instead.
From various internships in high tech environments, I'm conscious of the critical challenges of shipping out legacy systems seamlessly to the IP paradigm with minimal interruption. I've seen inside real-world telecom carriers and am aware of the issues they face in upgrading networks with significant users to the state-of-the-art.
Sounds silly but...
I've been into five in my life before the age of 20. I'm really quite proud about this.
From seeing inside a carrier hotel for my country, a mobile phone network, a large offshore cloud computing facility, a high security caged government network and a university supercomputer, I've learnt more than I could ever absorb from books and websites. Talking to on-site engineers and having the opportunity to ask plenty questions about security, power, failover, cooling, fire safety and design gave me great insight into the complex world of datacentre operations.
I've seen a real transport network in person during a spring week placement I had at a carrier, aged 16. Further online reading and another placement at a cloud computing provider gave me greater insight into the management of backbone networks and their criticality in ensuring smooth operations.
Running multiple public-facing servers holding user data for around 700 people, plus client applications, gives serious motivation for me to be rigorous with the data I am trusted to secure for many people.
I face a barrage of threats each second, from mild-level attacks like port scans and port 22 brute forces, to more moderate tricks like aggressive spidering and WordPress attacks.
I have taught myself comprehensive firewalling and am competent on securing a server.
I taught a cybersecurity course in a British high school's computer science classes and received the highest mark in the module amongst my peers. I set up a demo attack site called SIS - Super Insecure Shop - where students where shown how to execute real SQL injection attacks against a target website I made and how to mitigate it. If you want to try an SQL injection attack for yourself against the SIS, have a go at SQL.ABCTaylor.com.
Yes. You are executing a real cyber attack on my personal server in a secure, isolated environment using a locked down MySQL account and database. I happily authorise this activity and strongly encourage it to teach young students and the general public about a very serious computer attack. This project was carefully approved ethically by Durham University and Durham Johnston High School and received good pedagogic appraisal. You can read my report here.
"Disruptor" seems to be word of the month but few things warrant the label as much as the distrbuted ledger, in my books (no pun intended).
Im interested in blockchain from a computer science point of view, w.r.t data security, zero-knowledge proof ledgers and verification methodologies, such as proof-of-work vs. proof-of-stake.
I consider ASICs harmful to the evolution of the blockchain paradigm as this places token supply (in the case of proof-of-work) in the hands of very few suppliers; contrast to GPUs, a global, highly-saturated supply chain exists with much greater competition and scrutiny.
I'm also following the practical application of the paradigm to real-world, tangible situations.
Few things are as scary as riding crypto
Making 30% in a day on Ethereum and then losing half of it the next hour beats anything the adrenalie junkies can offer.
More seriously, this led me to learn how I can reduce my risk with my Ethereum portfolio. From methodologies such as diversification into other alt coins to purchasing a volatile instrument over time to attain an average price, I've learnt a lot. I will build on this some more with an upcoming module this semester, Corporate Finance and Accounting.
Legal Risk in HR Environments
I'm studying two HR modules this semester. I plan to use the opportunity to acquire insight into the modus operandi of personnel departments and see how risk is managed with respect to the law, strategy, and brand image.
I have studied basic corporate finance (very) briefly in IGCSE Business Studies. Now on my Management M. Litt, I will commence formal study in a module called Coroporate Finance and Accounting, which will further hone my skills on the subject.
I have studied basic accountancy (very) briefly in IGCSE Business Studies. Now on my Management M. Litt, I will commence formal study in a module called Coroporate Finance and Accounting, which will further hone my skills on the subject.