John is the Head of Macro Strategy Products & Analytics at Bank of New York Mellon, the group responsible for developing trading analytics and models of financial market dynamics for BNYM Markets businesses and their clients by applying the tools of data science to vast amounts of proprietary, market and macroeconomic data sets.
Before joining BNYM, John headed teams of data scientists at State Street, guiding R&D in a number of areas including behavioral finance, alternative data, multi-asset risk management, sustainable investing, private equity, and quantitative...
Alex Papanicolaou completed his Ph.D. from the Institute for Computational and Mathematical Engineering at Stanford University in 2013 and obtained a B.Sc. in Applied Mathematics and B.A. in Economics from UCLA in 2007. At Stanford, Alex developed statistical testing methods for volatility models under Kay Giesecke, Professor in Management Science and Engineering. From 2013 to 2016, Alex was a Senior Data Scientist at Integral Development Corporation working on applied statistical and machine learning problems for electronic trading in OTC FX. At CDAR...