Nicholas Westray
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Executive Summary
Nicholas Westray is a Quant Researcher with 14.6 years of experience in quantitative finance, MATLAB, statistics, and quantitative analytics. He specializes in Equities, Futures, and FX, with a focus on both buy and sell sides. Nicholas has a thorough knowledge of centralized risk, systematic trading, IOIs, algorithmic execution, market microstructure, and A/B testing. He has expertise in mathematical finance, probability, Bayesian statistics, stochastic control, and linear/non-linear regression. Nicholas has worked at AllianceBernstein, NYU Courant Institute of Mathematical Sciences, Citadel, and GE.
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AllianceBernstein
systematic trading and machine learning&head of execution research
systematic trading and machine learning
head of execution research
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