Jonathan Felch, Quantitative portfolio manager at E.H. Smith Jacobs

Jonathan Felch has worked as a programmer, a project manager, an enterprise architect, a high-tech venture capitalist, a desk quant for quantitative trading strategies, a developer of algorithmic trading strategies, and a quantitative trader (and also a political operative and lobbyist a long, long time ago). But mostly he loves programming computers and pushing his technical skills into new areas.

Most recently he has been working on projects that bring together three themes: DSL in finance, distributed caching, small-code base polyglot software ecosystems. Specifically he has lead teams utilizing functional programming languages, meta-programming techniques and DSL for quantitative financial analysis. They have built distributed caching and shared memory solutions for the management of large amounts of data, including the short term storage of calculated and partially calculated time series analytics. He mostly works in C++, C#, Java, Scala, and Groovy.

Currently is a quantitative portfolio manager at E.H. Smith Jacobs and manager of their algorithmic trading and market data infrastructures. Previously he has held positions at Credit Suisse, Lehman Brothers, Paloma Partners, and a Goldman Sachs / Boston Consulting Group / General Atlantic Partners joint venture dedicated to incubating and carving out high tech assets in Global 2000 corporations.