Master of Financial Mathematics - Class of 2010

Hartmut Durchschlag is a Quant at DRW, a global trading firm specializing in market-making and risk management across various asset classes through advanced algorithms and proprietary technology. Previously, he was a Quantitative Researcher at Cargill, focusing on market microstructure research and developing algorithmic trading and execution strategies. Prior to that, Hartmut spent three years as a Principal Data Scientist in Cargill’s Data Science Group, where he led systematic trading efforts and worked on commodity trading strategies. In collaboration with the University of Minnesota’s Institute for Mathematics and its Applications (IMA), where Cargill is a Participating Organization, he supervised five IMA Postdocs, tackling complex agricultural trading problems. Before his data science role, he spent three years as a Commodity Quantitative Analyst/Trader in Cargill’s former power trading division, building a systematic trading platform and trading Financial Transmission Rights (FTRs). Earlier in his career, Hartmut spent 13 years at Allianz Investment Management (AIM) in various quantitative analysis roles, where he developed expertise in option pricing, stochastic volatility models, and machine learning in finance.