Kevin Thomas Webster, PhD

With a deep passion for data analysis and a profound appreciation for the power of quantitative methods to uncover insights in finance, I am devoted to unlocking the potential of mathematical tools to solve real-world problems.

I am an award-winning quant with ten years of experience building large-scale, systematic, and model-driven frameworks for trading. I have deployed algorithms for top-tier financial institutions such as D.E. Shaw, Citadel, Deutsche Bank, and BNP Paribas. My projects include:

• Alpha research at all frequencies.

• Price impact modeling for sizable portfolios.

• Market-making.

• Portfolio construction.

I collaborate with the industry's brightest traders, technologists, and portfolio managers, thriving in medium-sized quantitative teams emphasizing learning, live trading, and tool-building. From an implementation perspective, I take a comprehensive, strategic, and action-focused approach to every product I build. From a modeling perspective, I tilt toward high-dimensional statistics, emphasizing tools for team members to understand and communicate the insights gained from models. From a leadership perspective, I focus on the crucial question "What is my team's edge?" and streamline, communicate, and refine that edge to maximize the team's value.