Muhammad Ali

Quantitative Researcher and Developer with expertise in high-frequency trading (HFT), market-making strategies, and latency-sensitive systems. Strong background in quantitative finance, algorithmic trading, and predictive modeling. Experienced in building and optimizing low-latency systems, statistical arbitrage models, and risk management frameworks.

Strong programming skills in C++, Python, and MATLAB, with experience in designing real-time trading strategies, market data processing pipelines, and back testing frameworks. Proficient in probabilistic modeling, stochastic processes, and time-series forecasting.

Developed quantitative trading strategies leveraging statistical arbitrage and machine learning, achieving consistent alpha generation.

Designed and optimized low-latency market data processing pipelines for real-time trading applications.

Conducted market impact analysis and slippage optimization for algorithmic execution strategies.

OCTOBER 2016 – FEBURARY 2018

MSC. NUCLEAR POWER ENGINEERING, POLITECKNIKA WARSZAWA, POLAND

SEPTEMBER 2017 – FEBURARY, 2018 (ERASMUS EXCHANGE)

MSC. NUCLEAR POWER ENGINEERING, IMT ATLANTIQUE – NANTES, FRANCE

SEPTEMBER 2011 – AUGUST 2015

BS. AEROSPACE ENGINEERING, INSTITUTE OF SPACE TECHNOLOGY, ISLAMABAD, PAKISTAN