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Janick Moss

Curriculum vitae

Mathematics & Statistics at Oxford, working towards quantitative research and trading.

Education

BA Mathematics & Statistics

2025 – 2028

University of Oxford

  • Reuben Scholarship holder at Worcester College.
  • 91% on the Mathematics Admissions Test — 98th percentile.
  • Collections prizes from Worcester College for firsts in the Michaelmas and Hilary term exams.

A-Levels and GCSE

2021 – 2025

King's Priory School

  • A*A*A* in Further Mathematics, Mathematics and Physics.
  • Nine grade 9s and two grade 8s at GCSE; ranked 1st of approximately 150.
  • Gold medal in the British Physics Olympiad Experimental Project.

Experience

Quantitative Trading Intern

Jun – Sep 2027

Optiver

  • Incoming 2027 summer intern, ten weeks in Amsterdam.

QRT Academy — winner

Oct 2025 – Jun 2026

Qube Research & Technologies

  • Independently built beta-neutral EMEA and AMER equity strategies, reaching a 5-year backtest Sharpe of 2.3 and 2.6 over three months of live paper trading through QRT.
  • Automated the full pipeline in Python: live-data signal generation, risk calculation, position sizing and timed submission.
  • Presented findings to a panel of QRT's Heads of Research in London at their Insight Day, alongside the other winning entries.

CapitOx Quant Academy

Jan – Jun 2026

CapitOx and the Oxford-Man Institute

  • Selected for a quantitative research training programme led by Dr Kevin Schneider at the Oxford-Man Institute.
  • Independently developed a market-neutral mean-reversion signal with a pre-cost Sharpe of 1.93 (2019–2023).
  • One of 12 from 30 selected for an advanced track in Trinity, and to join the CapitOx quantitative team.

Mathematics tutor

Jan 2025 – present

Freelance

  • 20+ students taught to date, preparing for Oxbridge admissions or mathematical olympiads.
  • Built Mathelo, a rated catalogue of every BMO question from 1993 to 2026, to choose problems by difficulty.

Competitions and projects

Co-President, Oxford Market Making Society

Feb 2026 – present
  • Won a live trading simulation hosted by Optiver — 1st of approximately 60 society members.
  • Elected co-president for 2026–27, sharing responsibility for sponsor relationships (Optiver, Jane Street, Jump, DRW, SIG and others) and for running trading games, market-making simulations and sponsored events.

Market Making Challenge

Aug 2026

Akuna Capital

  • Built an autonomous market maker for binary options over a week-long competition.
  • Priced contracts as a posterior-weighted average of analytic fair values across parameter hypotheses, updated on live outcomes.
  • Managed inventory risk and skewed quotes on detected adverse selection under persistent one-sided flow.

Tick-level backtesting engine

Aug – Sep 2026
  • Built a vectorised backtesting engine from scratch on LSEG tick data, with point-in-time index constituents from Compustat.
  • Created identifier mappings to link across vendors, in preparation for high-frequency approaches to upcoming competitions.

BPhO Experimental Olympiad — gold medal

Feb 2024
  • Produced and analysed a dataset describing the motion of a vertically falling slinky, comparing polynomial and spline interpolation to model noisy data without overfitting, justified in a report.

Skills

  • Python (NumPy, SciPy, pandas)
  • SQL
  • TypeScript
  • Portfolio construction
  • Market making
  • Probability
  • Statistical modelling
  • Optimisation
  • Linear algebra

Outside that

  • Part-time climbing instructor for two years, and competing at regional and university level.
  • Student admissions ambassador for Oxford Admissions and the Mathematical Institute.
  • Progressive metal drummer — eleven years, Grade 8 with distinction.