Gordon Konheiser
Senior Quantitative Developer & Algorithmic Trader Built and Operated Algos for Energy Futures @Vattenfall
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WORK HISTORY
Senior Quantitative Developer & Algorithmic Trader Built and Operated Algos for Energy Futures @Vattenfall
Hamburg, DE
Designed and implemented a low-latency C# trading platform covering market data ingestion, signal evaluation, execution logic, FIX routing, monitoring, and automated risk controls for oil, gas, power, and carbon futures. Deployed and managed systematic strategies across energy contracts, operating them live under defined capital and exposure limits.Structured a modular framework separating research (R), signal generation, execution, and risk layers to enable controlled rollout of new energy strategies. Implemented hard risk controls including exposure caps, drawdown thresholds, kill-switch logic, and real-time system health checks. Monitored execution quality (latency, fill ratios, slippage) and refined order handling logic under stressed market conditions (volatility spikes, liquidity gaps, exchange disruptions).Took direct responsibility for platform stability and trading continuity during extreme energy market regimes.
EDUCATION
Hammersmith and West London
HND, Business & Finance
Deutsche Börse AG
DTB/Eurex Trader Exam
CFA Institute
CFA Level 1 exam passed, Finance
Microsoft
Microsoft: DEV204x Programming with C#, Computer Science - Programming
Securities and Futures Authority
Registered Persons Exam
Massachusetts Institute of Technology
15.071x: The Analytics Edge, Data Analytics & modelling using R
Harvard University
PH525.1x Statistics and R for the Life Sciences, Statistics, Programming R
SKILLS
ABOUT GORDON KONHEISER
Senior quantitative developer and algorithmic trader with 15+ years building and operating low-latency C# trading systems across energy and interest rate futures.Designs full-stack execution platforms end-to-end — market data ingestion, signal engines, execution logic, FIX connectivity, monitoring, and hard risk controls.Researches and validates systematic strategies in R, then deploys them into production with live monitoring and automated drawdown protection.Operates strategies under defined risk limits, with direct responsibility for execution quality, stability, and capital preservation.Seeking senior quant trading or quant development roles with full ownership — from model design to live execution and risk control.
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