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Dr. Dukes

Co-Founder and CTO @ HiperFabric Limited

Entrepreneur

London, Greater London, United Kingdom

Ranked #973 out of 19,460 for Co-Founder and CTO in United States

Section title

Dr. Dukes's Email Addresses & Phone Numbers

Dr. Dukes's Work Experience

HiperFabric Limited

Co-Founder and CTO

September 2015 to Present

London, United Kingdom

Barclays Wealth and Investment Management

Software Architect - High-Performance Computing

July 2014 to September 2015

London, United Kingdom

FinTech Startup

Software Architect

August 2013 to July 2014

London, United Kingdom

Dr. Dukes's Education

University of Leeds

PhD Artificial Intelligence

2009 to 2013

Imperial College London

Master in Science Mathematics

1997 to 2001

Dr. Dukes's Professional Skills Radar Chart

Based on our findings, Dr. Dukes is ...

Goal-oriented
Troubleshooter
Self-critical

What's on Dr. Dukes's mind?

Based on our findings, Dr. Dukes is ...

58% Left Brained
42% Right Brained

Dr. Dukes's Estimated Salary Range

About Dr. Dukes's Current Company

HiperFabric Limited

HiperFabric is a unique distributed data analytics platform written in high-performance Scala. End users can combine data sources using standard query and calculation languages such as SQL, R and Python. The platform provides a fast distributed cache, an API to plug in data sources and an innovative in-memory grid computing framework for parallelization and distribution. Unique to...

Frequently Asked Questions about Dr. Dukes

What company does Dr. Dukes work for?

Dr. Dukes works for HiperFabric Limited


What is Dr. Dukes's role at HiperFabric Limited?

Dr. Dukes is Co-Founder and CTO


What is Dr. Dukes's personal email address?

Dr. Dukes's personal email address is dr****[email protected]


What is Dr. Dukes's business email address?

Dr. Dukes's business email address is k*****@kaisdukes.com


What is Dr. Dukes's Phone Number?

Dr. Dukes's phone +44 ** **** *668


What industry does Dr. Dukes work in?

Dr. Dukes works in the Financial Services industry.


About Dr. Dukes

📖 Summary

I am a technology entrepreneur with a PhD in Artificial Intelligence. I also hold a Mathematics masters from Imperial College, focusing on mathematical physics. I am motivated by working on extremely challenging software development problems that require innovative algorithmic solutions. My interests include High-Performance Distributed Computing and Machine Learning.Co-Founder and CTO @ HiperFabric is a unique distributed data analytics platform written in high-performance Scala. End users can combine data sources using standard query and calculation languages such as SQL, R and Python. The platform provides a fast distributed cache, an API to plug in data sources and an innovative in-memory grid computing framework for parallelization and distribution. Unique to the Data Analytics space, HiperFabric intelligently adapts user queries to the dynamics of the underlying data, supporting live stream-based operations to join, aggregate, filter and pivot using standard SQL queries, backed by a powerful low-latency transactional cache and distributed data store. HiperFabric Limited is a London based and UK registered company. From September 2015 to Present (4 months) London, United KingdomSoftware Architect - High-Performance Computing @ Strategic key project within Barclays Asset Management. Architect / team lead position as a high-performance computing specialist. Designed, implemented and delivered a complex greenfield project to build out an ultra-high performance real-time Monte Carlo simulation using grid computing in Scala. Supervised the build out of complex financial forecasting models written jointly with the Quant team. Entire Monte Carlo simulation running in milliseconds due to aggressive low-level optimization and intelligent self-adaptable data processing. Connected to a live public-facing web application used by Barclays high-profile clients to service modelling requests in real-time. From July 2014 to September 2015 (1 year 3 months) London, United KingdomSoftware Architect @ Software Architect for data virtualisation and big data platforms for Tier 1 financial institutions. From August 2013 to July 2014 (1 year) London, United KingdomSenior Software Developer @ Fixed term contract for a high-profile, greenfield front-office pricing platform. Worked under heavy pressure and tight deadlines to successfully deliver a new component of a Collateral Adjusted Valuation (CAV) platform, as part of Credit Suisse's global regulatory risk requirements for credit trading. From April 2013 to August 2013 (5 months) London, United KingdomSoftware Architect @ Senior front-office technology role in Barclays Asset Management (several $bn of assets under management). Architect and dev lead for a focused team of technology experts. Worked closely with the Front-Office trading business to successfully deliver two high-profile front-to-back greenfield projects using latest .NET technologies (C#/WPF front end, WCF/Rabbit-AMQP Messaging, SQL Server / C++ data storage): Portfolio Management - Worked closely with Portfolio Managers and Trading team to deliver a new portfolio management system for asset allocations and fund performance analytics, to support multiple global funds. Involved modelling complex business data, and development of powerful algorithms to allow portfolio managers to efficiently and easily update shared strategy weights across multiple funds, by using custom graph data structures. Also developed innovative visualization software for a consolidated view of funds and strategies, together with statistical performance calculations to analyze fund returns against benchmarks. HyperCube - Winner of the Banking Technology Awards 2012. Architecture for Barclays Asset Management in-house high-performance, virtual, big data and analytics platform. Senior lead role for design and development of the first version, including implementing an SQL language parser, complex algorithms for construction of query execution plans, distributed messaging, service connectivity and distributed caching. The software enabled users to access real-time and calculated data via configurable reports, or directly from distributed plug-ins, using SQL-like syntax. Rich client GUI application in WPF. From April 2011 to April 2013 (2 years 1 month) London, United KingdomFront Office Technology (Commodities Trading) @ Position involved team-leading, software architecture of strategic trading platform, and liaising with senior members of the commodities trading business. Delivered new critical functionality to Merrill Lynch’s European commodities trading desk for trade notification to electricity grids across the European power network. From October 2010 to April 2011 (7 months) Front Office Senior Developer @ Greenfield project at RBS: A new high-profile strategic front-office Risk and PnL trading platform for structured products (IR options, hybrids and exotics). Part of a highly motivated team following full agile principles, including unit testing, continuous build and integration, daily stand-ups, scrum, storyboarding and an iterative development process. Worked closely with analysts and traders to lead the design and development of a new critical front office-trading application, using .NET 3.5, C# and WPF technology. Leveraged agile methodology expertise from on-site ThoughtWorks consultants. From April 2010 to September 2010 (6 months) Front Office Senior Developer @ ML's strategic front-office application for IR derivatives (swaps, caps, floors and options). Agile development team. Optimized and enhanced the application's memory and runtime performance using NUnit, Red-gate and SciTech memory profilers. C# GUI application, with Java and C++ servers for market data, pricing and trade booking. Worked to identify and rewrite parts of the application which were performance bottlenecks around pricing, trade booking, and use of Syncfusion grid and UI components. A challenging role that combined business knowledge of financial products with development experience. From November 2009 to April 2010 (6 months) Senior Developer - High-Performance Computing @ Part of a team of 3 .NET experts who were recruited to enhance the LSE's real-time Equity and Derivatives trading platform (TCP/IP). Achievements include sophisticated use of .NET and SQL stored procedures to push the platform's performance towards under a millisecond per trade, through optimizing algorithmic financial code. High-performance, multi-threaded server development, including the LSE's core Trade and Order Matching Engine (several million orders per day). Gained inside knowledge of the .NET framework and garbage collector by working with members of the Microsoft team who wrote the .NET 3.5 platform, who frequently visited the LSE on-site at their London headquarters. A very challenging and critical role, given the importance of the LSE's trading platform worldwide. From January 2009 to November 2009 (11 months) Lead Developer - Equity Derivatives (Capital Markets) @ Worked on the booking and workflow streams of Barcap's strategic greenfield Equity derivatives pricing and booking platform. Recruited into a lead role since inception of the project. One of the few technologists at Barcap to score 100% on a challenging Java technical test. Lead other experienced developers to build a multi-threaded Java server, using Spring, iBatis, JAXB, and Eclipse. Client side in .NET, to correctly design and implement trade entry and booking screens, as well as a blotter showing live trades (front-to-back development). Worked closely with Equity Derivatives traders. Lead the high-level design and architecture of the system, as well as leading development both on server (Java) and client (C#/.NET) covering trade life-cycle. Using a service-oriented design, worked on messaging architecture, trade booking services and instrument static creation services for vanilla options and swaps, variance swaps, baskets, equity linked notes and warrants. Real-time messaging using Talarian SmartSockets. Database work in Java using Oracle, with Infragistics/C# client side. From February 2008 to January 2009 (1 year) Lead Developer @ Statistics software, and algorithmic mathematical Java and .NET components (NUnit, C#) From July 2007 to January 2008 (7 months) Front Office Equities + Credit @ Equity/credit hedge fund ($9bn). Front office development (Winforms, ASP.NET). Enhanced trade portfolio GUI and risk application, and Bloomberg equity and bond data price feeds (.NET / C++). Worked closely with front office traders to design new features. From December 2006 to June 2007 (7 months) Front Office Equities @ One of the world's top Equity hedge funds. Front office straight-through processing, trade booking, and market data feed handlers for live credit curves. Worked closely with traders. From May 2006 to November 2006 (7 months) VP, Head of Engineering @ Architectured, designed, and lead the team that developed QuoteVision: the (at the time) financial markets' standard for real-time credit data and live credit default swap prices. I was the lead technologist and development manager, driving the design and development of a Credit Derivatives platform and managing a team of 7 developers. From March 2005 to April 2006 (1 year 2 months) Team Lead / Software Developer @ Technology start-up based in Cambridge. Java and .NET financial reporting. Lead development role, managing 2 other developers. From December 2003 to March 2005 (1 year 4 months) Fixed Income Quantitative Developer @ Development of Quant trade pricing library using C++ for exotics, swaps, swaptions, inflation-linked bonds, ratchets, quantos. From April 2002 to October 2003 (1 year 7 months) Quantitative Developer @ C++ quantitative developer (actuarial software). From July 2001 to April 2002 (10 months) PhD, Artificial Intelligence @ University of Leeds From 2009 to 2013 Master in Science, Mathematics @ Imperial College London From 1997 to 2001 Dr. Dukes is skilled in: WPF, .NET, C#, Microsoft SQL Server, Agile Methodologies, Front Office, Trading Systems, Algorithms, High Performance Computing, Team Leadership, Software Architectural Design, Electronic Trading, Financial Markets, Equities, Options


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In a nutshell

Dr. Dukes's Personality Type

Introversion (I), Sensing (S), Thinking (T), Judging (J)

Average Tenure

0 year(s), 10 month(s)

Dr. Dukes's Willingness to Change Jobs

Unlikely

Likely

Open to opportunity?

There's 75% chance that Dr. Dukes is seeking for new opportunities

Dr. Dukes's Social Media Links

www.kaisdu... kaisdukes....

Dr. Dukes's Achievements

PhD Thesis Research Excellence Award

Issued by University of Leeds · January 2014

Winner of the Banking Technology Awards

Issued by Informa · September 2012

Postgraduate Researcher of the Year

Issued by University of Leeds · November 2011

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