I'm a data scientist and quantitative researcher specializing in electronic FX markets. My work focuses on FX market microstructure and execution. I develop data science software tools using extensive signal processing, machine learning, and time series approaches to solve a wide range of problems in currency markets. Previously I received my PhD in computational mathematics from Stanford University. My thesis work developed statistical tests for dynamic stochastic processes used in financial mathematics and my coursework focused on statistics, machine learning, linear algebra, and optimization.

Senior Data Scientist @ Developed software for data processing, market backtesting, python data science tools Formulated and directed our summer intern research project on measuring information content of order flow to characterize sophistication of traders Created innovative analyses using statistical learning, signal processing, pattern recognition, and time series methods for applications in: - Pricing latency in the exchange - Anomaly detection for extracting and characterizing market making behavior - risk management policies for clients From October 2013 to Present (2 years 3 months) Instructor @ Co-developed and taught a new introductory application-based short course on scientific computing in Matlab From January 2013 to June 2013 (6 months) Course Assistant @ - Assisted with undergraduate, masters, and Ph.D. level courses ranging from 30 to 100+students - Presented lectures, workshops, and homework tutorials in courses on diverse topics including computational engineering with scientific computing, statistics, and financial mathematics From January 2008 to December 2012 (5 years) Research Intern @ - Provided research and analysis to case managers for use in expert testimony - Developed a workforce simulation model for analyzing EEOC age discrimination lawsuits - Analyzed options grant data for evidence of fraudulent backdating in a high profile federal case From June 2009 to August 2009 (3 months)

Ph.D, Computational and Mathematical Engineering @ Stanford University From 2007 to 2013 Bachelor of Science (BS), Applied Mathematics @ UCLA From 2002 to 2007 Bachelor of Arts (BA), Economics @ UCLA From 2002 to 2007 Alex Papanicolaou is skilled in: Statistics, Matlab, C++, R, Mathematical Modeling, Python, Machine Learning, Algorithms, Numerical Analysis, Monte Carlo Simulation, LaTeX, Statistical Modeling, Applied Mathematics, Econometrics, Data Analysis