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Jason Strimpel

Head of Commercial Data Science, Analytics and Engineering at Rio Tinto

Jason Strimpel is a seasoned professional with over 20 years of experience in trading, quantitative risk management, and technology.12 He currently works at Amazon Web Services (AWS) as the Head of Startup Data Strategy, a position he has held since September 2022.1 Prior to this, he served as the Head of Engineering, Data Science, and Analytics at Rio Tinto from June 2019 to August 2021.1

Strimpel's career journey has been diverse and non-linear. He began trading stocks and coding at the age of 18, which sparked his passion for combining technology and finance.12 His educational background includes a Bachelor of Business from Western Illinois University and a Master of Science in Finance from Illinois Institute of Technology.1

Throughout his career, Strimpel has held various significant positions, including:

  • Senior Data & Analytics Consultant at AWS
  • Chief Product Officer at Loominus AI
  • Venture Partner at tryb
  • Chief Information Officer, APAC at COFCO International
  • Global Head of Derivatives Market Risk Development at BP

In addition to his corporate roles, Strimpel is an educator and entrepreneur. He founded PyQuant News, where he teaches Python for quantitative finance and algorithmic trading.12 He has also co-founded several companies, including SpotKing LLC and Crosstown Capital Management.1

Strimpel is known for his expertise in data science, analytics, and engineering, particularly in the context of financial technology and quantitative trading.23 He is active in the community as a mentor and investor, participating in programs like Lambda School and Asia Fintech Angels.3

Highlights

Aug 2 · linkedin

Save your $90,000 and skip the quant finance degree.

Dive into 17 code repos that will teach you more than all your professors at school.

All without costing you $90,000:

OpenBB Terminal

Terminal for investment research for everyone.

https://lnkd.in/gSH6-YQd

PyQL

QuantLib's Python port.

https://lnkd.in/ggwzznMV

vollib

vollib is a Python library for calculating option prices, implied volatility, and greeks.

https://lnkd.in/gri2wgDk

QuantPy

A framework for quantitative finance In python.

https://lnkd.in/gjJQVQ7s

Finance-Python

Python tools for Finance.

https://lnkd.in/gvN55mwe

ffn

A financial function library for Python.

https://lnkd.in/gUwRsDEj

pynance

Lightweight Python library for assembling and analysing financial data.

https://lnkd.in/gs_EBCBJ

pysabr

SABR model Python implementation.

https://lnkd.in/g6jr-sNB

FinancePy

A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.

https://lnkd.in/gdYhjQGS

gs-quant

Python toolkit for quantitative finance.

https://lnkd.in/gbxZnSsP

willowtree

Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.

https://lnkd.in/g3-8qqVj

financial-engineering

Applications of Monte Carlo methods to financial engineering projects, in Python.

https://lnkd.in/gyEJF8if

optlib

A library for financial options pricing written in Python.

https://lnkd.in/gP9k5QTA

tf-quant-finance

High-performance TensorFlow library for quantitative finance.

https://lnkd.in/gPkeHjyS

Q-Fin

A Python library for mathematical finance.

https://lnkd.in/gDA_m6RW

Quantsbin

Tools for pricing and plotting of vanilla option prices, greeks, and various other analysis around them.

https://lnkd.in/gbgRijxW

finoptions

Complete Python implementation of R package fOptions with partial implementation of fExoticOptions for pricing various options.

https://lnkd.in/gHK4yyTw

For more on options:

Get the 46-Page Guide to Pricing Options and Implied Volatility.

Here's why:

• Compute Black-Scholes, the greeks, and implied volatility • Includes a Jupyter Notebook with the code • How to use Python to analyze the results

https://lnkd.in/gTTYAwc6

Boom!

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Jason Strimpel
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Location

Singapore