Jesse Farnham, Ph.D.

Professional overview

I am a software engineer working in the finance industry. I am currently a lead quantitative developer on the commodities team at Citadel in Greenwich, CT. I work primarily in Python and have experience with Scala. My primary engineering interests are systems and API design; my current business focus is the modeling and pricing of exotic structured commodity derivatives. Previously, I worked on market analytics for natural gas in North America.

I began my software engineering career as a quantitative developer at AQR Capital. Previously, I interned at Google, where I prototyped a biological data standardization pipeline.

Before becoming a software engineer, I studied computational biology. I completed my Ph.D. in computer science, working in Mona Singh's lab at Princeton University. My dissertation work investigated protein organization and function acquisition with gene expression and protein physical interaction data. I double-majored in computer science and molecular biology at Wesleyan University; my senior thesis there was advised by Eric Aaron and investigated performance enhancements for tumor simulations.

Technology Interests

I am always interested in improving my knowledge of the technology world. Most recently I have been learning about low-level software engineering by attempting to implement Tetris in Apple 6502 assembly language and by studying the source code of the UNIX operating system.

Other Interests

My main non-work interests involve aviation and being outdoors. I own and fly a 1946 Cessna 140, "The Firefly;" click "Flight Status" above to see where I have flown recently. I also enjoy flying R/C gliders, birding, hiking, backpacking, mountainbiking, scuba diving, winter sports, and trying unsuccessfully to beat my wife in board games and Rummy.