Matt Whitmore Email & Phone Number

Matt works in the intersection of business, technology, and mathematical theory. As a quant and a leader he has helped build and grow derivatives and securities trading businesses and occasionally finds himself at the center of large strategic projects to build technological solutions to meet the demands of market and regulatory change. His team develops pricing models, risk reports, and processes for capturing and structuring market data for interest rate derivatives, equity derivatives, FX, and commodities. He is currently helping build out foundational technology and modeling capabilities for systematic market making.Previously, Matt worked as an interest rate derivatives quant. He built models to price swaps, swaptions, and caps, proprietary algorithms for curve generation and the infrastructure for managing volatility surfaces for OTC interest rate options. He also worked with traders to build custom risk reports to measure rate and vol risk and spreadsheet/system integrations to manage calibration to liquid structures.Matt is currently working toward a masters in computer science at Georgia Tech to pursue some long standing interests and catch up on the latest machine learning developments. Highlights include building an memory optimizing compiler, building a multi-Paxos based distributed key value store, and using low rank adaption to fine tune a large language model to address the natural language to SQL problem.

Listed skills include Derivatives, Fixed Income, Market Risk, Portfolio Management, and 14 others.