Michael Feldmann Email & Phone Number

I am a computational mathematician/scientist that has had the pleasure to work in government, academia, financial services, and now find myself solving interesting research and development problems at a quantitative hedge fund with a focus on trading strategies in options. These include all aspects of price model construction, parameterized/non-parameterized vol surface modeling/calibration/prediction, classic greek modeling up to generalized large jump scenario analysis, risk management, alpha research on big data, signal generation to optimal order management, etc. I love computation as a tool to augment our ability to solve interesting problems and we find many such problems in finance.When I am not tackling interesting work problems I find myself coaching youth sports, helping our global mission partners, doing private fun computational projects (that tend to lean on my interest in machine learning), and serve on my local city council as an elected official.

Listed skills include Algorithms, Electronic Trading, Monte Carlo Simulation, Equity Derivatives, and 20 others.