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I work on stochastic processes, optimization, and statistics.
Cryptocurrency Proprietary Trading Firm
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Quantitative ResearcherCryptocurrency Proprietary Trading Firm Aug 2021 - Present
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Quantitative StrategistVirtu Financial Oct 2019 - Aug 2021New York, New York, Us -
Graduate Research AssistantUniversity Of Wisconsin-Madison Sep 2015 - Sep 2019Madison, Wi, UsResearched a variety of Monte Carlo methods for continuous-time Markov chains and Poisson processes. The main topics included nonparametric density estimation, sensitivity analysis, multi-level Monte Carlo, and quasi-Monte Carlo. In particular, developed a new and much faster method for estimating the probability density of a continuous-time Markov chain. The minor in computer science was obtained by taking multiple courses on machine learning and optimization. -
Fixed Income InternState Of Wisconsin Investment Board May 2017 - Sep 2017Madison, Wisconsin, Us -
Research AssistantUniversity Of Wisconsin-Madison Jan 2011 - Jun 2015Madison, Wi, UsDeveloped stochastic modeling software as part of a software engineering team. Implemented stochastic simulation algorithms (C++), time series data storage (Redis), client-server messaging (ZeroMQ), and a language interpreter (ANTLR). Mostly involved C++14 programming. Also learned a lot about developing software as part of a team and how to write robust code.
Kurt Ehlert Skills
Kurt Ehlert Education Details
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University Of Wisconsin-MadisonMathematics -
University Of Wisconsin-MadisonGenetics -
University Of Wisconsin-MadisonMathematics And Neuroscience (Double Major) -
Illinois Institute Of TechnologyApplied Mathematics
Frequently Asked Questions about Kurt Ehlert
What company does Kurt Ehlert work for?
Kurt Ehlert works for Cryptocurrency Proprietary Trading Firm
What is Kurt Ehlert's role at the current company?
Kurt Ehlert's current role is Quantitative researcher at Cryptocurrency Proprietary Trading Firm.
What is Kurt Ehlert's email address?
Kurt Ehlert's email address is ke****@****rtu.com
What is Kurt Ehlert's direct phone number?
Kurt Ehlert's direct phone number is +192085*****
What schools did Kurt Ehlert attend?
Kurt Ehlert attended University Of Wisconsin-Madison, University Of Wisconsin-Madison, University Of Wisconsin-Madison, Illinois Institute Of Technology.
What skills is Kurt Ehlert known for?
Kurt Ehlert has skills like Mathematics, Mathematical Modeling, Stochastic Processes, Monte Carlo Simulation, Optimization, Numerical Simulation, Genetics, Computer Science, Programming, Java, C++, Python.
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