Hi, I'm Mat. After 10+ years of tech leadership that meant shipping complex production algorithms — ad quality at Facebook and, most recently, spy satellites — I went back to maths grad school at Baruch in NYC to get more hands-on and re-tool myself.
I graduate in December 2026 and am looking for an interesting full-time quant role · a role that could benefit from my maths skills and tech leadership background. As you'll see below, I'm a bit of a technical Swiss Army knife and would thrive in a growing team, a growing product or a new pod.
I don't expect you to spend your afternoon digging through my GitHub. Here are the architecture diagrams and write-ups behind my recent technical work, plus a few things a resume has no room for.
Baruch MFE, CUNY
GPA 3.8+ · EXP. DEC 2026
LSE
MSc Applied Maths, with merit · 2013
Erasmus University Rotterdam
Computer science minor · exchange
Yandex School of Data Analysis
Masters programme · visiting student
Built the desk's margin-optimisation pipeline end to end: exchange and broker positions in, equivalent-exposure lower-collateral trades out, ranked live on a trader dashboard.
CME and ICE APIs, SPAN and IRM margin methodologies replicated in-house; Python cron engine on headless Linux, Node/JS front end for the desk.
Predicting 24-hour forward residual returns across ~875 US equities, 2010—2014, on 15-minute intraday snapshots and daily OHLCV.
Fairly standard clean pipeline: ~32 candidate features — intraday microstructure, aggregated intraday, daily price-volume, cross-sectional — narrowed to 18 by rank-IC screening, collinearity pruning and risk-exposure checks. Two-stage normalisation: per-stock 20-day rolling z-score, then per-date winsorisation and cross-sectional z-scoring. MDA feature importance was quite informative too.
RF alone performed a bit better OOS, but final submitted model for methodological purity was an ensemble of Ridge, RF and XGBoost; cross-validated weight search converged on simple equal thirds.
The only better result in the comparison group on the same data used 100's features which I didn't pursue to retain some parsimony.
Improved transformer calibration and robustness to overconfidence via label smoothing and temperature scaling for an earnings-call classifier — a SetFit / FinBERT / HistGBM ensemble, tuned under F1 and substantive-recall constraints.
The label set is the foundation: ~2,500 sentences from 131 transcripts judged independently by three model families (Sonnet, Qwen, Gemma), reconciled by majority vote with Fleiss' κ and an outlier-judge diagnostic; 2—1 disagreements hand-audited in full, unanimous calls sampled for blind spots.
Then a classifier zoo — rules, LogReg and HistGBM heads on cached embeddings plus ~25 hand-crafted features, FastText, SetFit, FinBERT, and two ensembles — with thresholds swept per model under a substantive-recall floor, macro-F1 as tiebreaker, and one single-shot held-out evaluation. The winner is retrained on train+val and served in a Streamlit GUI that highlights boilerplate inline.
generals.io is a two-player, real-time strategy game where you can't see most of the board. The competition version lets you build castles and gives you 150 ms per move on one CPU core. I started from a published self-play recipe and changed what the network sees, where its games start, how it was pushed to try castles, and how progress was measured.
Below: the training loop, then the improvements. Each letter is an improvement made at that step.
Granted, there is a lot of calorie-tracking apps. There are quite few that scientifically marry your recorded calorie deficit with the actual weight dynamics — this one does, updating the base burn rate assumption through Kalman filtering.
It also lets you use AI for input more tightly: share an LLM's reply, drop a screenshot of one, query Claude directly, or just type the meal in.
And just like with your real body, a deficit or surplus doesn't magically disappear overnight — it carries, and you get a specific estimate of how much you need to work out to get back on track.
I move around a lot, and two years of grad school made Airbnb and Booking prices feel like far too much for short- to mid-term stays.
Thankfully most big cities have community-sourced bulletins for mid-term rentals — WhatsApp chats, Telegram channels, Instagram accounts, standalone listings boards. You have to find the ones for your city yourself; two good New York examples are Listings Project and Linked Livin.
This app parses all of those source types, lets me search and filter the results, and bulk-sends messages from templates — names and dates filled in automatically and checked against the listing.
Over a year of using it I reckon I saved several thousand dollars, and got well-lived-in apartments from people simply covering their rent while away. There are none of Airbnb's protections here — though I've had fewer prickly experiences this way than on the big platforms, which I also use plenty.
I started looking at prediction-market trading on reports of heavy consumer flow and, relative to listed markets, thinner coverage by systematic players. I began by reading most of what has been written on the subject: roughly 60 academic papers, a dozen practitioner posts and a few textbooks and lecture courses on betting markets, distilled into one Polymarket knowledge-base whitepaper.
It catalogues 32 strategies in five families — information edge, microstructure, wallet copying, resolution mechanics, protocol attacks — each scored on capital, infrastructure, crowding and other dimensions. Title page, contents and the matrix are below; the full document is available on request.
I'm now building a systematic strategy on the behavioural biases. A simplified version of the pipeline architecture for the longshot bias is below: provenance-tagged on-chain data, a gate on fill and adverse-selection assumptions before capital is committed, and a cost model covering taker fee, queue position, slippage and locked capital.
Trader-training course on options pricing and risk, completed with the closing examination.
Details are confidential, but if you're curious about what to do, when a multimillion dollar satellite loses GPS in orbit - talk to me. Imaging depends on knowing quite exactly where the spacecraft is.
I led the recovery: entropy-based autofocus, external orbital data and curtailed view angles — restoring commercial-grade capacity on a >$20M asset that was facing write-off.
A contract role, taken deliberately as a bridge: it ran up to enrolling full-time in the Baruch graduate maths programme.
Took a real-time HD VR platform 0-to-customers against an Nvidia product with a thousand times the funding, leading 20 engineers.
Watch on YouTube ↗
Owned the internal data-tooling platform for a 2,000-person engineering org at a >$5B EV company. The work was integration and measurement: scoping the integrations across a dispersed industrial IT landscape — Siemens Teamcenter (PLM) and NX (CAD) on the engineering side, Odoo (ERP) on the business side — defining the KPIs vehicle-development data was held to, and running the data-quality programme that took the data-quality index up 10x with org-wide adoption.
Severa teams under me: the tooling engineers an ex-consultant process-improvement group.
Correlation and regression models over high-dimensional telematics — speed, RPM, pedal use, auxiliary equipment.
Most of the work was handling heterogeneous, partially missing signals and defining segmentation rules across vehicle classes so the score stayed interpretable.
Reframed a quality-versus-revenue enforcement decision under do-not-touch account constraints as constrained optimisation, backtested the policy on historical data, and shipped proof-of-concept code for production.
Core member of the advanced-analytics practice. Hands-on operations and analytics engagements where I led the client analyst teams and built the models myself, plus the quantitative side of several due diligences. Project examples: