Terry Lynch

Terry Lynch is a skilled quant developer with significant experience in financial technology and mathematical modeling. Since June 2014, Terry has been contributing to Schonfeld, developing advanced trading strategies and a robust low-latency framework using MATLAB and C#. Previously, Terry worked at Bluefin Trading, focusing on volatility modeling, and at Morgan Stanley as a KDB consultant, where responsibilities included real-time PnL monitoring and report generation. Earlier roles include KDB+ development at First Derivatives and a KDB Engineer position at the Singapore Stock Exchange. Terry holds a Ph.D. in Stochastic Analysis with Applications to Finance and a BSc in Financial and Actuarial Mathematics from Dublin City University.