Nicholas Westray Email and Phone Number
Nicholas Westray work email
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Nicholas Westray personal email
I'm a Quant Researcher focussing on Equities, Futures and FX with over 10 years experience on both buy and sell sides. I specialize in Execution research as well as applying ML to the investment process (alpha generation, portfolio construction, impact modelling & optimal order routing) . I have a thorough knowledge of centralized risk, systematic trading, IOIs, algorithmic execution (TCA, market impact modelling) as well as market microstructure and A/B testing. My background is in mathematical finance, probability, (Bayesian) statistics, stochastic control and linear/non-linear regression. More recently I have been focussing on neural networks, bayesian learning, contextual bandits as well as problems in NLP.In 2023 together with Kevin Webster I was awarded buy-side quant of the year by Risk magazine for our work on causal regularization and its applications in TCA.
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Research LeadCubist Systematic Strategies Apr 2024 - PresentNew York, New York, UsCentral Team - High Frequency Execution
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Researcher - Financial Machine LearningNyu Courant Institute Of Mathematical Sciences Sep 2019 - PresentNew York, New York, UsResearcher at NYU Courant working on projects in financial machine learning focussed on- Optimal execution- Market microstructure- Deep learning - Causal Inference -
Systematic Trading And Machine LearningAlliancebernstein Feb 2023 - Apr 2024Nashville, Tn, UsI head Execution research across Futures, Equities and FX in addition to leading an effort applying ML in the investment process (alpha generation, portfolio construction) for the Hedge Fund & Multi-Asset Solutions Group -
Head Of Execution ResearchAlliancebernstein Mar 2021 - Feb 2023Nashville, Tn, UsAlpha, Portfolio Optimization and Execution across Equities, Futures and FX in the Multi-Asset Solutions (MAS) Group
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Senior Quantitative Researcher - Execution StrategiesCitadel Llc Aug 2015 - Aug 2019Miami, Florida, UsResponsibilities - IOIs/Execution Strategies/Systematic Trading/Central Risk Book -
Quantitative Researcher - Systematic TradingDeutsche Bank Jun 2013 - Aug 2015Frankfurt Am Main, Hessen, DeResponsibilities Include - All aspects of centralized risk, optimal portfolio construction and execution of the book, generation of IOIs. S7, 55 and 63. -
Quantitative AnalystDeutsche Bank Jan 2011 - Jun 2013Frankfurt Am Main, Hessen, DeQuantitative Analyst - Product Development. Responsibilities included Market Impact modelling globally, TCA, Market Microstructure Research.
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Postdoctoral StudentDeutsche Bank Mar 2009 - Jan 2011Frankfurt Am Main, Hessen, DeSenior Research Assistant - Market Impact Modelling, Utility Maximization. Joint work with HU Berlin
Nicholas Westray Skills
Nicholas Westray Education Details
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Imperial College LondonMathematics
Frequently Asked Questions about Nicholas Westray
What company does Nicholas Westray work for?
Nicholas Westray works for Cubist Systematic Strategies
What is Nicholas Westray's role at the current company?
Nicholas Westray's current role is Systematic Trading and Machine Learning.
What is Nicholas Westray's email address?
Nicholas Westray's email address is ni****@****ein.com
What schools did Nicholas Westray attend?
Nicholas Westray attended Imperial College London.
What skills is Nicholas Westray known for?
Nicholas Westray has skills like Quantitative Finance, Matlab, Statistics, Quantitative Analytics, C++, Equities, Trading, Quantitative Investing, Derivatives, Financial Markets, Algorithms, Machine Learning.
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