A mathematician making practical contributions in the area of data science and machine learning for investment risk management and trading. 15 years of experience turning new mathematical ideas into research insight and building tools for trading, investing, risk management and financial regulation. Five years of experience teaching quants and data scientists and supporting initiatives that bring clarity to the financial system.
- Built large-scale data acquisition and risk management tools for clients in the investment management industry
- Academic research on deep learning and probabilistic programming for algorithmic and high frequency trading
- Google Summer of Code Mentor for the R Statistical Computing Project, 2017.
- Chair of the IEEE/ACM Workshop on High Performance Computational Finance (2010-2015).
- Founder of Quiota LLC - a financial technology consulting and software company (2011-present)
- Co-Founder of the Thalesians