Markus Mottl, MSc
Email: markus.mottl@gmail.com
Homepage: http://www.ocaml.info

Work Experience
07/2010–03/2011 Vice-president in the Morgan Stanley Strats & Modeling(MSSM) division. Implemented and deployed a profitableliquidity-seeking strategy for trading large quantities of futures and ETFs. Researched market imbalance strategies.
10/2004–07/2010 Quantitative software developer at Jane Street Capital, LLC.
Worked on regression and model evaluation algorithms, typesafe human-readable as well as eﬃcient binary protocols for
low-latency trading applications, long-term data storage, andconfiguration management. Fault-tolerant distributed computation, high throughput / low latency trading systems,
order management and position tracking systems, stochastic
volatility models and Monte Carlo estimation.
04/2004–09/2004 Consultant for Jane Street Capital, LLC: developed a faulttolerant, distributed filesystem for a Linux cluster.
12/2000–4/2003

Research assistant at the Austrian Research Institute for Artificial Intelligence (OFAI), machine learning group. Project:
A Modular Approach to Data Mining.

10/1997–10/1998 System administrator at the Institute for Information Business, WU Wien (70 machines; 1000 users; Digital Unix, HPUnix, Linux, Windows).
Summer 1997

CS-tutor at the Institute for Information Business, WU Wien.

10/1992–4/1993

Military service (mandatory), Austrian Armed Forces.

Education
10/2000–03/2004 PhD-program in Computer Science at the Vienna Universityof Technology, Austria. All but thesis.
Thesis topic: Decision Tree Learning with Structured Data.
Advisor: Gerhard Widmer
Specialized in artificial intelligence and formal methods.
10/1999–9/2000

MSc in Artificial Intelligence, University of Edinburgh, UK.
Thesis: Automating Functional Program Transformation.
Advisor: Alan Smaill
Graduated with distinction.
110/1993–9/1999

Economics student at the Vienna University of Economics
and Business Administration (WU Wien), Austria. Specialized in statistics, operations research and econometrics.

1984–1992

Federal Science Higher Secondary School in Steyr, Austria.
Graduated cum laude.

Publications• Markus Mottl. Using Algebraic Datatypes as Uniform Representation for
Structured Data. Technical Report TR2003-07, Austrian Research Institute for Artificial Intelligence, March 2003.
• Markus Mottl. Modeling Large Datasets Using Algebraic Datatypes: A
Case Study of the CONFMAN Database. Technical Report TR2002-27,
Austrian Research Institute for Artificial Intelligence, May 2002.

Technical Skills
Programming

Operating Systems

OCaml, SML, Haskell, LambdaProlog, Prolog,Lisp, C/C++, SQL, Perl, shell scripts, HTML.
Compiler construction tools.
Linux, Mac OS X, Windows,misc. commercial Unix-systems.

Work Samples (Open Source Projects)
Various open source libraries, applications, and tools popular among bothacademic and commercial users for machine learning, scientific computing, typedriven code and protocol generation, database connectivity, string processing,etc. Available from homepage.

Soft Skills and Interests
Good Judgment

Languages
Hobbies

Super-forecaster for political and economic events for
the Good Judgment Project in the IARPA forecasting
tournament (Season 1&2 Brier scores: 0.21 and 0.189).
German (mother tongue), English (fluent),
French (conversational), Czech (basic).
Open source development, piano.

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