Richard Hill

Risk manager and developer working in London

Tech skills

Languages: java, python, perl, VBA, FORTRAN, LaTex plus front-end web: HTML, CSS, jQuery, Vue.js and vanilla javascript.
Databases: MySQL, key-value stores, MongoDB.
Development: Git, SVN, Eclipse, Emacs, Vim, Sublime.
Good knowledge of core language APIs and data structures: dictionaries, lists, queues etc.
Good understanding of OO design, basic patterns and coding best-practices.
Decent experience in Linux, bash and *nix admin. Run my own VPS (linode) which hosts my webapps and associated servers: httpd, Tomcat, MySQL, Subversion.
Stackoverflow profile here.

Developed a platfom in python and LaTeX to generate printable photo albums in Blurb-compliant .pdf format. Write-up here.
Built a static image gallery in python for displaying albums on the web. Front-end is a single page application built on the reactive Vue.js templating framework. Details and download here.

A personal project to allow me to follow finance news posted on Twitter at work. Responsive design that displays nicely on mobile:

Developed a multi-threaded Twitter bot in java for fetching tweets and linked pages.
Built a very fast, lightweight proprietary java templating library that supports nestable components.
Developed propriery algorithm for identifying article text in a page based on location, word count, link density and simple heuristics.
Backend: MySQL, Tomcat, Httpd on Ubuntu. Front-end: jQuery. Full tech stack here.

A bespoke website and admin backend for a specialist paralegal recruitment firm. Built on Tapestry5 and MySQL.

A bespoke website for a leading publisher of Mountaineering books. Built on Tapestry5 and MySQL. Company since sold.

Co-founded a small start-up specialising in crawling and mining structured data from UK company websites:

Developed a crawler and algorithms to programmatically extract addresses, emails, phone numbers, staff details, keywords, "about" info and product data including prices, images and descriptions from over 1 million UK company websites.
Java platform that used a neural network (Encog), Bayesian classifiers and a proprietory tree-clustering algorithm to identify and group data.
Raised seed investment from a large UK corporate and worked closely with their senior management on developing the product.

Market risk oversight of the European Rates Business which includes bonds, swaps, structured products and funding.
Built a .csv utils library in VBA for reading, writing and querying .csv files in Excel. The query function wraps the ADO/JET database engine enabling MS SQL queries to be run against any .csv file.
Built various bond utilities in VBA including a pricer.

EUR and GBP swaptions and bond options trader. Balance sheet ~€1bn.
Developed an automated "short gamma" trading strategy in 2y and 10y German bond futures options. Generated €100k/week.

Thesis title: A measurement of R_b at LEP2 using the ALEPH Detector.
Statistical analysis of accelerator data in FORTRAN77 and Perl5.
Techniques included Monte Carlo estimates, Kalman filters and K-means clustering of event data.

Awarded 1st class