David Fitzgerald

Quant Developer | KDB+ Specialist

Professional Summary

Experienced Quant Developer with over 7 years of expertise in building and optimizing q/kdb+ architectures. Specialized in developing execution platforms for systematic trading, with a focus on enhancing system integration, automating processes, and implementing efficient development practices.

Technical Skills

Professional Experience

Squarepoint Capital (2023 - Present)

Quant Developer, Multi-Asset Class Execution Platform

Part of a team of Quant Developers, Quantitative Researchers, and Junior Quants covering multiple asset classes:

  • Leading development for the volatility execution sub-platform, covering FX, index, and futures options
  • Designed and implemented the "order intention" project, improving traceability from order submission to market execution across asset classes
  • Led the migration of trader UI logic from Excel to a shared backend, enhancing maintainability and alignment across asset classes
  • Introduced GitLab CI/CD pipelines, improving deployment processes
  • Collaborated on integrating volatility services with other asset class modules

KX (2016 - 2023)

q/kdb+ Consultant

PIMCO (2019 - 2023) - Global Market Data Team

Contributed to KXR, PIMCO's cross-asset market data store for historical and intra-day data:

  • Redesigned the Refinitiv data loading process for both historical and real-time data, improving scalability
  • Developed a command-line tool to handle chunking downloads and implement a file watcher system for automatic processing
  • Implemented intraday recovery for real-time bar computation
  • Developed availability and quality monitoring tools for systematic trading needs
  • Worked on data management for futures, FX, and fixed income derivatives
  • Contributed to efforts to upgrade KX Refinery from version 4.2 to 5.3
Morgan Stanley (2017 - 2019) - Compliance Technology

Worked on regulatory compliance and reporting systems:

  • Maintained data platform for SEC compliance calculations and FINRA reporting
  • Developed backend for user-defined custom report and financial statement infrastructure
  • Implemented automated archival interface to streamline bulk file uploads
  • Established prod-parallel environment (read-only version of production) to improve pre-production testing and deployment