Hartmut Durchschlag is a Quantitative Researcher at Cargill. He is currently doing market microstructure research and strategies for algorithmic trading/execution. Prior to his current role he worked for three years as a Principal Data Scientist in Cargill’s Data Science Group. He led the systematic trading efforts within Cargill and worked on various commodity trading strategies. In collaboration with the University of Minnesota’s Institute for Mathematics and its Applications (IMA), where Cargill is a Participating Organization, Hartmut oversees 5 IMA Postdocs with whom he solves challenging and complex agricultural trading problems. Prior to taking on a data science role at Cargill Hartmut spent three years as Commodity Quantitative Analyst/Trader in Cargill’s former power trading division. There he built a systematic trading platform and traded FTRs. Before joining Cargill Hartmut spent 13 years at Allianz Investment Management (AIM) in various quantitative analysis roles. He built his expertise in option pricing, stochastic volatility models and machine learning in finance during his tenure at AIM.