Dr Thomas Schmelzer Dipl. Math. techn., BSc
Career history
The title of my thesis is 'The fast evaluation of matrix functions for exponential integrators'. I was a Rhodes Scholar at Balliol College. My supervisor was Lloyd Nick Trefethen FRS.
I enjoyed my time in Switzerland. I wrote a master thesis with Martin Gutknecht on iterative Krylov methods.
I studied mathematics and physics at Kaiserslautern. In August 2004 I became a 'Diplom Technomathematiker'. Kaiserslautern enabled me to study two years abroad and I spent 6 months at the University of Oxford and 18 months at ETH Zurich.
Interests
Reseach description
I am a senior researcher at Winton Capital Management -- a quantitative hedge fund. I develop trading strategies for futures markets and I am responsible for a portfolio. My approach to trading is based on the most modern methods to estimate risk. I program within Visual C++/Python/Matlab.


