Simon Ellersgaard Nielsen

Versatile quantitative researcher with a background in mathematical finance, theoretical physics, and analytic philosophy (PhD MSc MASt MPhysPhil). Educated at the universities of Oxford, Cambridge, Imperial College, and Copenhagen, with a proven track record of academic excellence. Buy and sell side experience from Brevan Howard, Tudor Capital, and J.P. Morgan. Profound interest in the full spectrum of financial engineering; from the model driven pricing of exotics, to the data-driven extraction of alpha-capturing signals. Professional interests gravitate towards the exploration and integration of classical time series econometrics and modern-day machine learning to facilitate optimal quantamental trading (signal research / portfolio construction). Strong proponent of the scientific process.

important disclaimer

Everything displayed on this website, including the blog, is my own private work produced outside of company time. No IP will ever be disseminated here. Obviously nothing on this site constitutes trading advice. I do not accept any liability for trading losses you may incur.