Rollo Montgomery Konig
Senior Quantitative Developer @B2C2
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WORK HISTORY
Senior Quantitative Developer @B2C2
Derivatives trading tech lead. Launched the first regulated OTC crypto options product on the market- Designed our derivatives pricing framework and risk management system- Designed and built best in class volatility surface marking tools- Built the middle office OTC options trading pipeline- Designed and built B2C2’s derivatives position keeping system (uses a trade graph and an in memory DB written in Rust)- Managed reference data and improved technical reliability- Works with traders to build analytical tools to help identify opportunities and automate tasks- KDB backtesting- Options market making framework.
EDUCATION
Trinity College Dublin
Computer Science
ABOUT ROLLO MONTGOMERY KONIG
Quantitative Developer working in the options space. Uses Rust, Python, KDB, SQL, TypeScript and smatterings of Java day to day.
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