🇨🇦 Simon Thornington
About 🇨🇦 Simon Thornington
Simon Thornington is a Vice President at Two Sigma, specializing in market microstructure and monetization within quantitative trading. He has extensive experience in algorithmic trading systems and has held senior roles at notable firms including Bloomberg, FINCAD, and MANA Partners LLC.
Work at Two Sigma
Simon Thornington has been serving as Vice President at Two Sigma since 2018. In this role, he specializes in market microstructure and monetization within quantitative trading. His responsibilities include overseeing trading strategies and enhancing the performance of trading systems. Thornington's expertise contributes to the firm's focus on data-driven investment strategies and technological innovation in the financial markets.
Previous Experience in Quantitative Trading
Before joining Two Sigma, Simon Thornington held several significant positions in the quantitative trading sector. He worked at MANA Partners LLC as Head of Equity HFT from 2016 to 2018, where he developed low-latency internalization tactics for wholesale market making. Prior to that, he was a Senior Quantitative Developer at FINCAD from 2014 to 2016, where he rewrote the core threading model for an algorithmic trading system. His career began at Bloomberg as a Senior Software Developer from 2010 to 2014.
Education and Expertise
Simon Thornington holds a Master of Business Administration (MBA) in Finance from HEC Montréal, which he completed in 2010. He also earned a Bachelor’s degree in Computer Science from McGill University, graduating in 1998. His academic background supports his expertise in quantitative trading, particularly in market microstructure and performance optimization. He has a strong proficiency in Rust, focusing on performance and type safety in trading systems.
Technical Contributions to Trading Systems
Throughout his career, Simon Thornington has made notable technical contributions to trading systems. At MANA Partners LLC, he designed and implemented a lock-free, garbage-free work scheduler for a hedge fund's trading system. His work at FINCAD included enhancing performance through a new fast-path work queue/sequencer architecture for algorithmic trading. These contributions reflect his commitment to improving efficiency and performance in quantitative trading environments.
Early Career Development
Simon Thornington began his career as a Lead Developer at Intuit (Hutchison Avenue Software Corp.) from 1996 to 2001. This role laid the foundation for his technical skills and experience in software development. His transition into quantitative finance began with his later positions at Bloomberg and FINCAD, where he applied his software development expertise to financial applications.