Hi, I'm Mat. After 10+ years at BCG and in technical product leadership — including Facebook and, most recently, spy satellites — I went back to maths grad school at Baruch, CUNY, in New York 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.
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. Email me if you want to chat.
Baruch College, CUNY
MATHS DEPT MS · 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.
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. Specifics are under NDA.
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: 10x data quality and org-wide adoption.
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.
Modelled how cell-level network quality drove subscriber churn using geolocated data, and mapped the highest-churn cells into a maintenance priority list.