Nicholas Westray’s Email & Phone

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Nicholas Westray

Quantitative Analyst @ Deutsche Bank

Nicholas Westray Contact Details

New York, New York
Quantitative Analyst @ Deutsche Bank
Postdoctoral Student @ Deutsche Bank
Scientific Researcher @ NYU Courant Institute of Mathematical Sciences

Specialty Knowledge: Stochastic Control, Optimization, Mathematical Finance, Algorithmic trading, Optimal Trade Execution, Multivariate Statistics, Market Impact Modelling and TCA, Global Market Microstructure, High touch and systematic trading, Machine Learning, PCA/ICA Academic: Honorary Research Fellow - Imperial College London. Journal Referee for Quantitative Finance, International Journal of Theoretical and Applied Finance, SIAM Journal Financial Mathematics. Programming: MATLAB, Q/KDB+, 

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