Sam Haines

Designed, backtested and deployed systematic equity and options strategies using Python and QuantConnect, incorporating portfolio construction, derivatives analysis and automated risk controls. Current live strategy has generated approximately 30% over its first two months of deployment, applying systematic signal generation and portfolio-management rules. Historical testing produced a 3.15 Sharpe ratio and 3.75 Sortino ratio across 2,794 orders, with a 92.5% probabilistic Sharpe ratio.

Quantitative Developer - Self-employed - Johannesburg, South Africa

(2024-11)

• Designed, backtested and deployed systematic equity and options strategies using Python and QuantConnect, incorporating portfolio construction, derivatives analysis and automated risk controls.
• Current live strategy has generated approximately 30% over its first two months of deployment, applying systematic signal generation and portfolio-management rules.
• Historical testing produced a 3.15 Sharpe ratio and 3.75 Sortino ratio across 2,794 orders, with a 92.5% probabilistic Sharpe ratio.
• Built automated workflows covering market analysis, security and options selection, position sizing, execution, risk monitoring and portfolio management.

Intern - Momentum Securities

(2025-08 - 2025-08)

• Gained exposure to securities, derivatives, and portfolio-related concepts in a professional financial environment.
• Strengthened practical understanding of investment products, market activity, and industry workflows.
• Built familiarity with finance operations, professional standards, and market-facing investment practice.

Master of Science - Data Science - University of Colorado Boulder (2028)

Training Programme - Investment Management - Allan Gray (2025)

Higher Certificate - Wealth Management - Moonstone Business School of Excellence (2026)