RESEARCHED WITH AUTUMN
Luke Pebody
Software Engineer skilled in Derivatives and Quantitative Finance
UCLES (Cambridge University Press & Assessment) ·
London, England, United Kingdom · engineer
UK International Mathematical Olympiad Team 1991-1993PhD In Combinatorics Under Bela Bollobas (Memphis, 2002)Quant-finance Career Across D. E. Shaw, HBK, Barclays Capital, Rokos, Balyasny And Jane Street
Luke Thomas Pebody (born 1977), British mathematician. Educated at Rugby School and the University of Cambridge (admitted aged 14, matriculated at 16). PhD in combinatorics, University of Memphis, 2002, supervised by Bela Bollobas; dissertation 'Combinatorial Reconstruction and Polynomial Invariants'. Junior Research Fellow at Trinity College, Cambridge (from 2001) and researcher at the Institute for Advanced Study, Princeton. Later a quantitative analyst/engineer at D. E. Shaw, HBK, Barclays Capital, Rokos Capital Management, Balyasny Asset Management and Jane Street.
DerivativesQuantitative FinanceTrading SystemsEquity DerivativesEquitiesFixed IncomeHedge FundsCombinatoricsPuzzlesCompetitive programmingBoard gamesTheatre
- Quant employment verification: CONFIRMED. The LinkedIn profile (index-derived, not independently self-verified) lists a continuous quant-finance career: D. E. Shaw & Co. Quantitative Analyst 2006-2007; HBK Quantitative Analyst 2007-2008; Barclays Capital AVP 2008-2022; Rokos Capital Management / Rokos Family Office Quant Analyst 2015-2022; Balyasny Asset Management Senior Engineer, Macro Quant Research 2022-2024; Jane Street Software Engineer 2024-2026. Employer classification: D. E. Shaw, HBK, Rokos Capital Management and Balyasny verifiably operate in quantitative/systematic finance (hedge funds / multi-strategy asset managers) and Barclays Capital is a bank; Jane Street is a quantitative proprietary trading firm. All are actual roles, not student programs. Caveat: role dates and titles rest on the enrichment index and company_search classification; no independent primary-source confirmation of his specific roles was found.Sep 17, 2026
- Luke Thomas Pebody is a mathematician (born 1977) from the UK; he competed for the United Kingdom at the IMO in 1991 (Honourable Mention), 1992 and 1993, and later finished 8th at Google Code Jam 2015 under the handle 'bozzball'.Jul 1, 1993
- Current LinkedIn headline lists a 'Temp' role at UCLES (Cambridge University Press & Assessment) and no listed quant employer; the most recent quant role shown is Software Engineer at Jane Street ending 2026-02. Do not read this as continuing employment at Jane Street - it is a past role in the current index.Sep 17, 2026
- Educated at Rugby School; admitted to the University of Cambridge to read mathematics at age 14 and went up at 16, reported as one of the youngest undergraduates of modern times.Jan 1, 2005
- PhD at the University of Memphis (2002), dissertation 'Combinatorial Reconstruction and Polynomial Invariants' (MSC 05-Combinatorics), advised by graph theorist Bela Bollobas.Jan 1, 2002
- Company-search classification confirms Rokos Capital Management (rokoscapital.com) is a London Financial Services firm (~427 employees) and Balyasny is a multi-strategy asset manager - i.e. his named employers genuinely operate in quantitative finance rather than merely sounding quantitative.Sep 17, 2026
- His university education (Trinity College Cambridge; PhD Memphis under Bollobas) and his quant employers are separate phases: the PhD/Trinity/IAS research period precedes the 2006-onward finance career, so the finance roles are post-PhD professional employment rather than student credits.Jan 1, 2002
- Offered and accepted a Junior Research Fellowship at Trinity College, Cambridge in 2001, before a year of research at the Institute for Advanced Study in Princeton, New Jersey.Jan 1, 2001
- Press coverage places the Balyasny->Jane Street move at firm level: Jane Street and Point72 hired senior engineers away from hedge fund Balyasny in 2024, consistent with the Balyasny (2022-2024) then Jane Street (2024-2026) sequence in his profile, though the articles do not name him individually.May 1, 2024
- Worked as a Theater Director at the Drayton Arms Theatre, London (2022), directing the play 'Love Child' - a non-finance creative credit alongside his quant career.Jun 1, 2022
- Authored a 2016 result on sharp bounds for tri-colored sum-free sets, discussed by mathematician Jordan Ellenberg and by Gil Kalai's blog - evidence of continued active research output well after his PhD.Aug 30, 2016
- Competitive-programming career as 'bozzball': Google Code Jam ranks 74th (2008, $500), 22nd (2010), 22nd (2011) and 8th (2015, $100); listed on the Competitive Programming Hall of Fame with $800 total prize money.Aug 14, 2015
Experience
Temp at UCLES
London, England, United Kingdom
Software Engineer at Jane Street
London Area, United Kingdom
Senior Engineer, Macro Quant Research at Balyasny Asset Management L.P.
Greater London, England, United Kingdom
Theater Director at Drayton Arms Theatre
London, England, United Kingdom
Quant Analyst at Rokos Family Office
London, England, United Kingdom
Quant Analyst at Rokos Capital Management
London, England, United Kingdom
Assistant Vice President at Barclays Capital
London, England, United Kingdom
Quantitative Analyst at HBK
London, England, United Kingdom
Education
University of Memphis
PhD, Combinatorics
Trinity College, University of Cambridge
Junior Research Fellow
Rugby School
Institute for Advanced Study, Princeton
Research (1 year)
Projects
AchievementsRepresented the United Kingdom at the International Mathematical Olympiad in 1991 (Honourable Mention), 1992 and 1993 · PhD in Combinatorics, University of Memphis (2002), dissertation 'Combinatorial Reconstruction and Polynomial Invariants' · Solved the combinatorial necklace problem (published 'Reconstructing odd necklaces', 2007) · 8th place, Google Code Jam 2015 (as 'bozzball')
Articles
AwardsIMO 1991 Honourable Mention (United Kingdom) · Google Code Jam 2015 - 8th place ($100) · Google Code Jam 2008 - 74th place ($500)
Profiles
Competition record
United Kingdom · IMO