Richard Hickling

Senior financial technology engineer, quantitative specialist and project manager with over 20 years of experience working with front office, quants and senior management to deliver complex trading, risk and regulatory systems. Expert in C++ and Python, with deep experience across derivatives pricing and risk, exchange trading platforms and algorithmic trading infrastructure. Co-founder of ProfitView, a London fintech focused on making algorithmic traders more effective by separating the noise of implementation from the expression of alpha in code.

Experienced in partnerships, product direction, sales, public speaking and education, as well as hands-on technical work and team leadership. Open to full or part-time (2–3 days per week), fractional or contract roles in fintech, trading technology, risk, or adjacent domains where a mix of technical depth, product thinking and stakeholder management is required.

Co-founder – ProfitView Ltd, London 2019 – Present Co-founded and built ProfitView, a London fintech providing an in-browser environment for algorithmic trading. The platform helps traders express trading ideas in code while handling exchange connectivity, execution workflows and risk controls.

Key responsibilities and achievements

• Co-founded and helped build an algorithmic trading platform covering strategy execution, bots, signals, exchange connectivity and risk controls.

• Proposed and drove major product directions from early prototypes through to live production use.

• Managed commercial partnerships with trading venues, data providers and fintech counterparties.

• Secured major company sales, including trading technology integrations, educational deployments and technical consultancy work.

• Delivered educational sales to universities in Hong Kong, where the platform has been used to teach algorithmic trading.

• Assessed and documented third-party trading technology systems for commercial due diligence.

• Designed and delivered educational events, webinars and meetups for algorithmic traders, quant developers and fintech practitioners.

• Created technical and educational content, including blog posts, talks and code examples demonstrating practical algorithmic trading implementations.

• Led small distributed technical and marketing teams, managing priorities, roadmap and coordination across the UK, Europe and Asia.

• Set up and managed company systems including accounting, document management and tax.

Risk Analytics Contractor – Bank of America, London Jan 2019 – Dec 2019 • Worked as a quantitative analyst in a risk analytics group on a regulatory full-revaluation VaR project.

• Specialised in FX, identifying material books, instrument types and risk factors.

• Developed Python code to price instruments under shocked FX and interest-rate scenarios and integrate results into risk calculations.

• Automated production of technical methodology documentation.

• Worked with multiple technical teams to obtain, manipulate and integrate data into risk infrastructure.

• Contributed to project organisation and coordination between quants, developers and IT teams.

Fixed Income Pricing Contractor – BNP Paribas, London Jan 2018 – Nov 2018 • Designed and developed distributed pricing and risk code running on a compute grid. • Used modern C++ and Python for repos, FX and hybrid exotics. • Built messaging-based workflows for intraday risk and pricing results. • Integrated equity exotic booking functionality into fixed-income systems. • Delivered unit-risk calculation tools, especially for FX products, reducing repeated expensive quantitative calculations.

Exchange Technology Contractor – Euronext, Paris Feb 2016 – Sep 2017 • Project and technical lead for the core trading engine of a new pan-European equities exchange platform.

• Designed and developed ultra-low-latency exchange technology using an asynchronous Actor-Event model with cache-efficiency considerations.

• Built order entry systems, matching engine consumers, recovery workflows and monitoring tools.

• Implemented Python test infrastructure.

• Designed server-side pre-trade risk management functionality, including kill switches, order size limits, order blocks and exposure controls.

• Designed and implemented a FIX interface, then handed over further business logic implementation to an external development team.

Quantitative Analytics Contractor – Barclays, London Oct 2014 – Feb 2016 • Worked on cross-asset quantitative analytics for FX, rates, equities and derivatives.

• Developed C++ quant library functionality for PnL attribution and risk reporting.

• Implemented analytics for delta, vega, curve risk, SABR-modelled instruments and higher-order metrics.

• Designed a more general metric output format, replacing ad hoc XML with a relational table-style structure.

• Developed market move calculator implementations and extended existing analytics components.

• Used C#, Python and PowerShell for testing and data manipulation.

Equity Derivatives Technology Contractor – MorganStanley, Hong Kong Jul 2012 – Aug 2014 • Owned derivatives front-to-back technology in Asia, including trade capture, post-trade processing and lifecycle workflows.

• Re-engineered flow exotics systems for private banking, covering RFQ, sales quotation, trading, risk, document generation and back-office integration.

• Coordinated technical interaction with quants, risk, operations, regulatory, treasury and production teams.

• Designed risk and disclosure architecture prototypes, including database and risk-scope integration.

• Worked with Scala, Java, Python, C#, KDB/Q and C++.

Head of OTC Equity Derivatives Projects – Macquarie Bank, Hong Kong Sep 2010 – Nov 2011 • Project managed and architected a multi-tier equity structured product trade capture system. • Took over and turned around an OTC derivatives technology team, rebuilding stakeholder relationships and introducing Scrum delivery. • Managed implementation of a generic pricing framework, coordinating lifecycle, documentation and phased delivery.

Head of Equity Derivatives Risk BAU – Barclays, Hong Kong Sep 2008 – Sep 2010 • Led a global team of 11 senior risk developers across Hong Kong, London, Prague and New York. • Senior member of a specialist equity derivatives C++ development team. • Responsible for automated testing and production deployment of exotics pricing and risk systems. • Developed C++ and Python tools for risk engines, data analysis, grid expansion and post-merger system integration.

University of Western Australia, BSc, Mathematics and Philosphy