Quant Developer | Derivatives Pricing | HFT Systems | Statistical Arbitrage
Software engineer transitioning into quantitative finance, with experience in trading systems, order matching engines, market-data workflows, distributed financial services, and performance-sensitive backend systems. Currently focused on derivatives pricing, stochastic processes, numerical methods, market microstructure, and systematic trading.
amirphl4@gmail.com · LinkedIn: amir-pirhosseinloo · GitHub: amirphl
Quant Developer · Quant Research Engineer · Derivatives Pricing Engineer · HFT / Low-Latency Trading Engineer · Statistical Arbitrage Developer
Languages: C++, Go, Python; learning Rust Trading: Order books, matching engines, backtesting, market data, arbitrage, risk controls Quantitative: Probability, stochastic calculus, numerical methods, PDEs, option pricing, market microstructure Systems: Algorithms, concurrency, profiling, low-latency design, distributed systems Infrastructure: PostgreSQL, Kafka, Redis, Docker, Kubernetes, Linux, WebSocket, gRPC
Structured study focused on derivatives pricing and quantitative trading:
- Probability, martingales, Brownian motion, and stochastic calculus
- Risk-neutral pricing and Black–Scholes
- Numerical linear algebra and numerical pricing methods
- PDE-based derivative pricing
- Market microstructure and order-book dynamics
- Statistical arbitrage research
Core references include Williams, Shreve, Hull, Trefethen & Bau, Evans, Durrett, and Wilmott.
- Software Engineer — Decimetr — May 2024 – Apr 2025
- Software Engineer (Contractor) — Nexu — Dec 2023 – Apr 2024
- Founder — Mozcoin — Feb 2022 – Feb 2023
- Software Engineer — Gharar, Hezardastan Group — Apr 2020 – Jan 2022
- Software Engineer — Cafebazaar, Hezardastan Group — Sep 2019 – Mar 2020
- Data Engineer Intern — Sahab — Jul 2017 – Sep 2017
- M.Sc. Software Engineering — Shahid Beheshti University · 2022–2025
- B.Sc. Software Engineering — Amirkabir University of Technology · 2016–2020



