Portfolio Optimisation Tools
Tools for multi-objective portfolio construction.
- Approach
- Multi-objective optimisation algorithms, packaged as tools for portfolio construction.
- Python
Quantitative Engineer · Ardea Investment Management · Sydney
Sumarto
From Batam to Sydney: 10+ years of turning hard problems into reliable software, now in quantitative finance.
Quantitative Engineer with 10+ years' software engineering experience across quantitative finance, trading systems, transport and manufacturing. I build portfolio optimisation tools and trading system integrations at Ardea Investment Management, and hold a Master of Professional Engineering (Software) from the University of Sydney.
Open to quantitative and software engineering roles in Sydney and New Zealand. Seeking roles with New Zealand accredited employers (AEWV sponsorship).
Quantitative Engineer
Ardea Investment Management, Sydney · Dec 2024 – present
Building portfolio optimisation tools and keeping real-time trading systems reliable.
SimCorp ↔ Heron Integration
Leading integration of SimCorp's API into Heron, the firm's legacy trading platform.
- Approach
- FastAPI services bridging both systems, with rigorous validation and error handling to keep data consistent.
- Python
- FastAPI
Real-time Trading Applications
Maintaining mission-critical real-time trading applications, focused on reliability and performance.
Crossing to Sydney
The University of Sydney · Jul 2023 – Aug 2025
Master of Professional Engineering (Software). Two internships that led me into quantitative engineering.
Insurance Portfolio Optimisation & Master's Thesis
Multi-objective optimisation study of an insurance portfolio tool, extended into my master's thesis.
- Approach
- Studied multiple parameters, implemented the hypervolume metric to assess multi-objective solutions, built testing frameworks, and helped integrate results into production.
- Thesis
- Scalable and Efficient Optimisation of Insurance Portfolios
- Python
Indoor Positioning
Android app and Django backend for WiFi-based indoor positioning.
- Problem
- GPS doesn't work indoors.
- Approach
- Implemented indoor positioning algorithms in an Android app, with a Django backend for position prediction, data collection and analysis.
- Android
- Python
- Django
The Ferry Years
Batamfast Ferry, Batam (day) · Batam State Polytechnic (night) · Mar 2017 – Jul 2023
Senior Engineer by day. Lecturer by night. Six years of both.
Ferry Booking App
Led a cross-platform Flutter booking app used by thousands of ferry passengers a day.
- Approach
- Flutter app for Android and iOS on a high-availability ASP.NET booking backend built for transaction integrity.
- Flutter
- Dart
- ASP.NET
- .NET Core
Biometric Attendance System
Employee attendance on .NET Core with biometric authentication and real-time sync.
- .NET Core
Technical Leadership
Mentored junior developers and led architecture across concurrent projects.
Teaching & Project-Based Learning
Taught Software Engineering, Database Systems and Data Structures; managed industry-partnered student projects.
- Detail
- Developed course materials and lab exercises, supervised capstone projects, and managed scope, timelines and industry partners for student engineering projects every semester.
Machines Talking
Halcom Integrated Solution, Batam · Jun 2014 – Jul 2016
Engineer building real-time machine monitoring for a manufacturing facility.
Digital Machine Monitoring System
ASP.NET web system and companion mobile app for real-time machine monitoring.
- Approach
- Real-time monitoring, plus a database designed for historical performance data.
- ASP.NET
- SQL Server
Foundations
Batam State Polytechnic · PT. Global Teknologi Media Baru, Batam · Jul 2009 – Aug 2014
Diploma in Informatics Engineering, then a B.App.Sc in Multimedia & Networking Engineering, studied part-time while working as a mobile developer.
GPS Tour-Guide App
Native Android and iOS tour-guide app with GPS integration.
- Java
- C
- Android
- iOS
Cloud-Based Virtual Computer Lab
A virtual computer lab on oVirt in a centralised network.
- oVirt
About
Quantitative Engineer with a Master of Professional Engineering (Software) from the University of Sydney and 10+ years' software engineering experience spanning quantitative finance, trading systems, and full-stack development.
At Ardea Investment Management I design portfolio optimisation tools for multi-objective portfolio construction, maintain mission-critical real-time trading applications, and lead the integration of SimCorp's API into Heron, the firm's legacy trading platform, using Python (FastAPI).
Before that, my master's internships in insurance portfolio optimisation and indoor positioning led me into quantitative engineering. For six years at Batamfast Ferry I led a Flutter booking app used by thousands of travellers daily, while teaching Software Engineering, Databases and Data Structures in the evenings. Earlier, I built machine-monitoring systems for manufacturing, and started as a mobile developer while completing a B.App.Sc in Multimedia & Networking Engineering.
Education
- 2023–2025 Master of Professional Engineering (Software), The University of Sydney
- 2012–2014 B.App.Sc, Multimedia & Networking Engineering, Batam State Polytechnic
- 2009–2012 Diploma, Informatics Engineering, Batam State Polytechnic
Skills
- Languages
- Python, C#, Java, Dart, SQL, JavaScript, C
- Frameworks
- FastAPI, ASP.NET, .NET Core, Flutter, Django
- Databases
- Microsoft SQL Server, PostgreSQL, MySQL, SQLite
- Cloud & DevOps
- Azure, AWS, Docker, Git, CI/CD
- Practices
- Agile/Scrum, TDD, Design patterns
- Specialisations
- Multi-objective and portfolio optimisation, Quantitative analysis, Financial systems integration, Backend and full-stack development