Florian Klöck is a quantitative researcher at Optiver, specializing in low latency market making and trading systems across US and European markets. From 2015 to 2021, Florian focused on data-driven approaches utilizing tick market data and programming languages such as Python and C++. Florian previously earned a PhD in Mathematics at Universität Mannheim, where they also served as a teaching assistant and research assistant. Prior to that, Florian gained experience in portfolio management at Bayerngas and interned at Siemens, developing stochastic models. Florian holds a Diplom in Mathematics from Technische Universität München.
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