Passionate Java, Scala, C#, F#, Mathematica, perl programmer
Deep mathematical and programming background in financial derivatives pricing and risk management as well as optimization / operations research.
Have been programming financial derivatives and combinatorial optimization codes since the early 90s. Have worked for major German and UK banks, and then moved to the US in 1998. Have worked for several investment banks and hedge funds, as well as Wolfram Research, the makers of Mathematica. I am now in Chicago, and I have switched almost completely from Java to Scala. For various reasons I explain in my Java -> Scala transition class, I see this as the future, and I think in the next 5 years Scala will replace Java in the professional space.
I am also a very enthusiastic pilot, I have a commercial pilot license with instrument rating. I am also the CTO of the Volunteer PIlots Association (VPA), www.volunteerpilots.org, and the CTO of the Air Care Alliance (ACA), www.aircareall.org.
For more info on our consulting solutions, visit www.lauschkeconsulting.net