Alex Schwendner

Specialties: High frequency trading, market making, algorithms, operations research

Notes3

• Quant employment verification: CONFIRMED. Verified identity (LinkedIn /in/alexschwendner, MIT Math/CS, New York) maps to real quant roles: Portfolio Manager at Tower Research Capital since 2014 (proprietary high-frequency/market-making trading firm) and Vice President at Two Sigma Investments 2010-2013 (systematic quant hedge fund); 2006 Quantitative Analyst Intern at D. E. Shaw (quant hedge fund). All three employers classify as quantitative finance. Employer-operation and role edges come from LinkedIn-profile index data (index-only, not primary-source confirmation); the roles form a coherent multi-year quant trajectory.
• Tower Research Capital - Portfolio Manager, 2014 to present; Tower is a proprietary high-frequency/market-making trading firm, an actual quant-finance employer. Role and dates are index-only (LinkedIn-derived).2014
• Two Sigma Investments - Vice President, 2010-2013, described as developing and managing high-frequency trading strategies in equities and futures; Two Sigma is a systematic/quantitative hedge fund. Index-only claim.2010
• Identity caution: several unrelated 'Alex Schwendner' LinkedIn profiles exist (a landscape business owner in Leeds, Alabama; a Brazil-based profile), and many common-name web hits are namesake noise. Identity here rests on the IOI olympiad record plus the MIT/New York Tower Research profile.
• D. E. Shaw & Co. - Quantitative Analyst Intern, summer 2006, conducting proprietary research on risk modeling for equities; D. E. Shaw is a quantitative hedge fund. An actual internship, not a student program. Index-only claim.2006
• IOI record (primary source, stats.ioinformatics.org): representing the United States of America - Gold 2005 (8th place), Gold 2003 (6th place), Silver 2004 (36th place), Silver 2002 (51st place). Four straight IOI appearances.2005
• MIT education: Bachelor's in Mathematics and Computer Science 2005-2009, and Master's in Computer Science 2008-2010 (overlapping, consistent with a 5th-year master's). Index-only claim.2009
• Index-derived profile (LinkedIn backbone) lists specialties 'High frequency trading, market making, algorithms, operations research' - consistent with an HFT/market-making quant career. Index-only.
• USACO historical records (primary source) independently list Alex Schwendner's IOI placements (8th place Gold 2005, and a Silver 2002), corroborating the IOI identity across a second source family.2005
• McKinsey & Company - Summer Business Analyst, 2009, strategy for a pharmaceutical client; consulting role, not quant finance. Index-only claim.2009
• Google - Software Engineering Intern, 2008, developing algorithms for optimizing AdSense campaigns; a software role, not a quant-finance role. Index-only claim.2008
• MIT teaching assistant 2008-2010 for 6.006 Introduction to Algorithms (Fall 2009, Spring 2010) and 6.005 Principles of Software Development (Spring 2009). Index-only claim.2008