Marco Mayer

Software & Data Engineer

Career Summary

Software & Data Engineer with over 18 years of experience in both, enterprise companies and startups with a demonstrated history of working in the financial services industry. At present, I'm focused on backend development and data engineering/analysis using python.

I love solving complex problems, optimizing and automating processes, beautiful code and working in an open-source Unix-like environment. One of my major strengths is my wide-ranging IT knowledge which allows me to understand customer requirements within their specific context and to come up with tailor-made solutions. In my spare time, I like to learn new technologies and am presently diving deeper into machine learning.

Work Experience

CTO & Lead Developer

AlgoWerk
2017 - Present

Co-Founder, CTO and Lead Developer at AlgoWerk. We created Techniquant.com, a website providing automated daily technical analysis reports and quantitative trading statistics for thousands of assets ranging from stocks to crypto-currencies.

Achievements:

Planning and setup of a highly efficient low-cost solution to host Techniquant.com using a varnish/nginx/gunicorn/redis/postgreSQL software stack running on FreeBSD.

Design and implementation of the python/django based backend engine using a scalable celery cluster processing solution that:

  • scrapes, validates and cleans millions of asset trading records every day
  • applies pattern recognition to find quantifiable trading patterns
  • calculates backtested statistics for each of the patterns based on 10+ years of historical data
  • creates a quantitative technical analysis report for each asset including statistics and a customized chart

Technologies used:

  • Python
  • Django
  • Pandas
  • Numpy
  • Matplotlib
  • PostgreSQL
  • Redis
  • Celery
  • Varnish
  • Nginx

Algorithmic Quantitative Trader

Self-Employed
2015 - 2017

After having traded in the futures and spot forex markets discretionary and to some degree systematically for over 10 years, I decided to go deeper and become a full-time algorithmic quantitative trader.

To achieve this I built my own quantitative analysis and trading platform as I wanted to go way beyond what's possible with the tools available for retail traders.

Achievements

Design and implementation of quantitative analysis and trading execution platform using python/pandas/numpy/scikit-learn/scipy/jupyter. This included efficient backtesting and optimization solutions using vectorization, NoSQL data storages based on HDF5/Apache Arrow and parallel computation by setting up a jupyter cluster.

Using this platform I basically lived in ipython-notebook for a year developing a portfolio of adaptive trading systems that follow diversified approaches in the markets. I then added an automated order management solution to trade these systems live at LMAX Exchange using a Java-based API and a frontend based on Flask for monitoring.

Technologies used:

  • Python
  • Pandas
  • Numpy
  • Scikit-Learn
  • Jupyter
  • Matplotlib/Seaborn
  • HTML/CSS/JavaScript
  • Flask
  • HD5/Apache Arrow
  • Java

Technology Consultant & Developer

Hewlett-Packard
2009 - 2015

As a Technology Consultant and Developer at HP Enterprise Services, my focus was on providing financial technology solutions for a German bank. This included being responsible for the applications and infrastructure running many of the bank's critical business operations such as the trade order management and money transfer systems and processes.

I was involved in many diverse large-scale projects and worked in different roles, for example:

  • Responsible for the backend IT infrastructure of the bank including servers, databases, security, networking, and disaster recovery.
  • Responsible for the operations and lead developer of the primary data transfer system which accounted for most of the bank's business-critical data transfers.
  • Lead consultant for the site's key customer in infrastructure, database architecture, and trade order management systems.
  • On-site specialist and educator for training and consultation regarding Perl, Unix, Scripting and data transfers.
  • Planning, management, and education of the data warehouse IT support team.

Technologies used:

  • Oracle (DBA, SQL, PL/SQL, Apex)
  • Bash/KSH/CSH
  • Perl
  • MySQL
  • C, C++
  • HP-UX
  • PHP
  • Java
  • XML/SOAP
  • LDAP

IT-Specialist in System Integration & Data Warehousing

MLP Bank
2001 - 2009

Having worked at the Bank department of MLP, a German corporation providing financial services, as an IT-Specialist in System Integration & Data Warehousing for over eight years I had many different roles, including:

  • Responsible for architecture, setup, and management of the infrastructure for the bank's major order management system.
  • Lead developer, responsible for the software architecture, implementation and ongoing development of the bank's data transfer system.
  • Lead developer, responsible for the software and infrastructure architecture, implementation and ongoing development of the bank's in-house data warehouse web portal.
  • IT-Escalation manager at MLP Bank, also responsible for disaster recovery of the bank's mission-critical IT systems.
  • In-house specialist and educator for Oracle PL/SQL, Perl, and Unix.

Technologies used:

  • Oracle (SQL, PL/SQL)
  • Bash/KSH/CSH
  • Perl
  • MySQL
  • C
  • Sinix
  • HP-UX
  • Apache
  • HTML/CSS/JavaScript

Skills & Tools

Current Stack:

  • Python
  • Django
  • Python Data Science Stack (Pandas, Numpy...)
  • SQL/NoSQL
  • Flask
  • Matplotlib/Seaborn
  • Jupyter
  • HTML
  • CSS
  • XML
  • JavaScript
  • Bash
  • Git

  • Unix (BSD, Linux, OS X)
  • Redis
  • PostgreSQL (SQL, DBA)
  • Nginx
  • Varnish
  • Celery

Experienced in:

  • C, C++
  • Java
  • Perl
  • PHP
  • Oracle (SQL, DBA, PL/SQL, Apex)
  • SOAP
  • Unix (HP-UX, Sinix)
  • KSH/CSH
  • MySQL
  • HDF
  • Apache
  • Docker
  • SVN

Language

  • German (Native)
  • English (Professional)

Education

  • Management Assistant in IT-Systems
    IHK, June 2000

Interests

  • Hiking
  • Photography
  • Travel