After graduating from college, I began working in high frequency trading. Initially my role was pure quant however I rapidly found software engineering and quant work go hand in hand. As a result I have developed a good deal of software engineering skill. Currently I am working as a software engineer in the inventory control team at Amazon. I have extensive experience with multi-threaded programming, data mining, and machine learning. Additionally I have a high level ability at object oriented design. Programming Proficiency Primary languages: C#, C++ Wrote production quality code both on top of existing source code and from scratch. Secondary Languages: Python, R, Matlab, SQL, KDB, Java

Software Development Engineer @ From October 2015 to Present (2 months) Quantitative Developer @ From October 2013 to October 2015 (2 years 1 month) Greater Chicago AreaQuant Developer @ - Developed algorithm to more quickly anticipate a futures ticks allowing options to be traded more efficiently. Saw significant improvement performance of aggressive tools. - Coded tool to broadcast algorithm results to trading application. Saw project through from design, coding and deployment, and user support. - Built out data mining platform with machine learning logic to allow our trading logic algorithm to self optimize. - Coded application to monitor option trades and calculate what the aggregate market exposure to delta at the time. Added logic to basis hedging tools based on market exposure. From September 2012 to October 2013 (1 year 2 months) Greater Chicago AreaQuant Developer @ - Lead Developer for energy desk responsible for managing and trouble-shooting source code and coding new features. - Refactered code to reduce latency. Results have currently reduced prossessing time by over 200 microseconds. - Replaced old threading architecture with a parrellel pattern model that greatly reduced locking contention. - Created new platform to model trading strategies on large sets of tick data. Made modeling platform 8 times faster. - Designed stochastic trading model to price outright energy furtures. Coded application to automate the trading strategy on top of the existing source code. From October 2011 to September 2012 (1 year) Quantitative Analyst @ • Designed and implemented stat arb strategy, using logic to scalp one leg or to put on the second leg if unable to get out of position. Strategy profitable and robust enough to use across multiple products. • Coded application to perform quantitative analyses on live market data and send trade signals to order managing application. • Back-tested various trading strategies using extremely large sets of tick data. Included effect of margin on model. • Coded tool to simulate and optimize trading strategies, using both live market data and tick data. From October 2010 to October 2011 (1 year 1 month) Greater Chicago AreaIntern @ • Evaluated equities based on quantitative metrics in order to find undervalued stocks within a given sector, also wrote code for other workers to use the tool. • Analysis of covered call model to create excess return when rebalancing portfolios. • Fundamental analysis to create an investment thesis and build positions in 3 new companies. From October 2009 to October 2010 (1 year 1 month) Intern @ First internship I did at a small Lacrosse apparel company. I developed a block pricing model to increase on-site locations sales and analyzed the effectiveness of various advertising strategies on online sales. From March 2009 to October 2009 (8 months) Intern @ Summer internship at wealth management firm. While there I helped track leads and referrals to increase sales and prepared client portfolios before client meetings. I also undertook a 3 month project of digitizing the client tax returns. From June 2009 to September 2009 (4 months)

Master's Degree, Computer Science @ University of Chicago From 2012 to 2014 Bachelor of Arts (B.A.), Math and economics @ Northwestern University From 2006 to 2010 Mark Anderson is skilled in: Python, Quantitative Analytics, Options, Trading, C++, Equities, C#, SQL, Multithreading, High Performance Computing, Investments, Asset Management, Portfolio Management, Hedging, Electronic Trading