Quant Engineer
Adam is a Financial Engineer at RocketFin, working with the firm's New York team on quantitative technology delivery for institutional clients. He brings nearly two decades of experience building pricing, risk and analytics platforms across global investment banks and systematic trading firms.
Before joining RocketFin, Adam spent more than a decade at Credit Suisse, most recently as Senior Quantitative Developer leading graph-based back-testing for the investment bank's portfolio and heading the Quant Technology Enablement group. Earlier roles include building smart-contract derivatives at Digital Asset and running high-frequency trading research at Lydian Stone Capital Management. Across his career he has been recognised for co-authoring pioneering work on Adjoint Algorithmic Differentiation for valuation adjustments.
Adam's stack spans Python, C#, C++, F# and cloud infrastructure, and he is known for a structured, stakeholder-led approach to complex quantitative delivery. He is based in New York.