- Active athlete Current interest is boxing having trained for several years and participated in exhibition matches Other active hobbies include golf, snowboarding, weight-training, yoga
- Frequent traveler and voracious reader with interests in science fiction, world history, economics, investing and cooking
Brian Conor Murphy
Chicago,IL
Summary
A software engineer with a passion for technology, financial markets and continuous learning. Over a decade of experience in the systematic trading space developing algorithmic strategies primarily in futures markets along with some experience in crypto and on-chain, decentralized finance. My work has spanned infrastructure build out; developing execution logic; market microstructure and up to the signal research phase. An effective communicator that can make deeply technical subjects approachable to the uninitiated but also tie everything back to the business logic - emphasizing a cogent vision for growth while maintaining adaptability
Overview
13
13
years of professional experience
Work History
Head of Quantitative Engineering
Striker Labs
01.2024 - 05.2025
- Worked within a small team of engineers, researchers and traders to build an on-chain trading platform suited to the needs of large financial institutions along with specific needs for our initial client: a similar institution looking to build its presence in the Decentralized Finance (DeFi) space
- Designed and implemented high-level frameworks (primarily in Python) within nascent trading platform (built upon Rust-based data feeds and order-management system) to enable development, research and deployment of yield-bearing strategies to be served alongside the trading platform product
- Owned end-to-end risk for subset of those strategies focused on providing liquidity on UniswapV3 marketplace across many chains
- Wrote strategy logic's heuristics and frameworks to enable experimentation with many permutations of strategy signals and execution models
- Researched, back-tested and identified profitable realizations of aforementioned permutations
- Built a framework that would reconcile back testing results against live-trading results within reason
- Built re-balancing engine that solved for sequence of operations to enable strategies to get strategy into its target contract balances
- Built majority of back-testing framework for all strategies' signal research and oversaw engineering of relevant, input blockchain data across phases of persistence, ingest and availability (e.g. data health metrics)
Quantitative Developer
Tower Research Capital LLC
04.2023 - 12.2023
- Built core risk, execution and visualization tools for upstart team deploying relative value strategies in fixed income and energy products across CME, ICE and EUREX
- Lead research projects around short-term execution in fixed income markets and extracting edge via market microstructure and order flow
Smart Contract and Backend Engineer
Steel Perlot
03.2022 - 01.2023
- Lead backend engineering for vertical focused on building a human capital marketplace using a combination of Solidity and Go
- Lead research and development projects within special projects group to provide infrastructure to other verticals and develop products
- Spearheaded effort to build and run validator nodes on both Ethereum and within Cosmos networks
- Built backend for Cosmos-based inter-chain decentralized finance (DeFi) product using Go
- Built Python-based API for internal trading team to enable position entry and management across certain smart-contract-based DeFi protocols
Algorithmic Trader - US Treasuries
Trans Market Group LLC
08.2019 - 07.2021
- Designed and implemented systematic, relative-value strategy and execution logic for off-the-run treasury markets on nascent electronic exchanges
- Leading post-trade analysis and signal research to improve our short-term execution in treasury futures and cash markets.
Algorithmic Trader - Precious & Industrious Metals
Trans Market Group LLC
01.2019 - 08.2019
- Lead restoration of algorithmic trading presence on a desk with latency-sensitive, inter-continental arbs
- Built suite of automated performance analysis tools to assess trading software execution and networking infrastructure
- Conducted signal research to find novel means of improving performance and producing strategies to better-handle large market events.
Algorithmic Trader - Natural Gas Swaps Desk
Trans Market Group LLC
11.2015 - 01.2019
- Transitioned to a nascent desk where most strategies were manually executed by a single trader. Formalized strategies to develop algorithmic execution tools to capture market opportunities. Scaled algorithmic presence yielded significant P&L improvements (doubled profitability in 2016 and in 2017) along with increased market share. Considered one of firm's top-performing desks in 2018
- As we improved performance the desk increased headcount and I oversaw a small team tasked with research of short-term execution signals and microstructure inefficiencies. Additionally, oversaw development of strategy software.
- Worked with a team of algorithmic traders from different commodity desks to develop a generic execution system that could service relative value and market making strategies for all commodity desks. Developed this in parallel with a short-term signals module for quoting and hedging inputs.
- Utilized this execution system to develop desk's first signal-based, algorithmic market making strategy. Worked with head trader to discern market dynamics and order flow characteristics. End product greatly increased volume to enable access to a more favorable tier of trading costs.
Trade Logic Developer - US Treasuries
Trans Market Group LLC
04.2013 - 11.2015
- Built algorithmic risk and execution framework for desk strategies across varying degrees of discretionary overlay
- Managed quoting, hedging and data feed (i.e. arbitrating microwave and fiber feed) complexities between geographically disparate venues for Treasury cash (BrokerTech and eSpeed) and Treasury futures (CME) contracts
- Researched and applied new hedging signals via Bayesian classification techniques
Winter Intern for Systematic Equities Trading Group
Tudor Investment Corporation
10.2012 - 01.2013
- Developed Java-based, mid-office applications which provided daily P&L attribution and BARRA risk factor exposures for group's ETF portfolio
Education
Master of Science - Computer Science
University of Chicago
Chicago, IL01.2023
Master of Science - Financial Engineering
University of California, Berkeley - Haas School of Business
Berkeley, CA03.2013
Bachelor of Science - Systems Science & Engineering
Washington University in St. Louis
St Louis, MO05.2010
Skills
- Proficient in C11 to C20 for developing algorithmic trading strategies
- Algorithmic trading, market microstructure and financial markets
- Signal research, time-series analysis and machine learning
- Proficient in Python for multitude of use cases
- Proficient Python's computing packages: Pandas, Cython, SciKit Learn
- Decentralized application (Dapp) design using Web3js and Go along with Solidity for Smart Contract development
Additional Education & Certifications
DappCamp.xyz January 2022 to February 2022
- An immersive boot camp for onboarding to the Ethereum blockchain ecosystem and, more specifically, writing Smart Contracts in Solidity and broader, Dapp development
- Culminated with an independent final project for which I built a Dapp that evaluates the quality of underlying media storage for non-fungible tokens (NFTs)
Interests
Timeline
Head of Quantitative Engineering
Striker Labs
01.2024 - 05.2025
Quantitative Developer
Tower Research Capital LLC
04.2023 - 12.2023
Smart Contract and Backend Engineer
Steel Perlot
03.2022 - 01.2023
Algorithmic Trader - US Treasuries
Trans Market Group LLC
08.2019 - 07.2021
Algorithmic Trader - Precious & Industrious Metals
Trans Market Group LLC
01.2019 - 08.2019
Algorithmic Trader - Natural Gas Swaps Desk
Trans Market Group LLC
11.2015 - 01.2019
Trade Logic Developer - US Treasuries
Trans Market Group LLC
04.2013 - 11.2015
Winter Intern for Systematic Equities Trading Group
Tudor Investment Corporation
10.2012 - 01.2013
Master of Science - Computer Science
University of Chicago
Master of Science - Financial Engineering
University of California, Berkeley - Haas School of Business
Bachelor of Science - Systems Science & Engineering
Washington University in St. Louis
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