Expertise in algorithmic trading, machine learning, and statistical modelling. Published author in statistics with experience developing and managing complex quantitative strategies across a variety of asset classes.
Experience
Clear Street Markets LLC – New York, NY
Quantitative Trader | Dec 2023 – Present
Senior Quantitative Researcher | Oct 2019 – Dec 2023
Quantitative Researcher | Jan 2018 – Oct 2019
Quantitative Analyst | May 2016 – Aug 2016
Fiera Quantum LP – Toronto, ON
Trading Associate | Dec 2014 – Apr 2015
Sales and Trading Associate | Aug 2013 – May 2014
Consulting
Correlation One Inc. – New York, NY
Consultant | Feb 2017 – Jan 2020
Research
Lysy, M., Zhu, F., Yates, B., & Labuda, A. (2021). Robust and Efficient Parametric Spectral Density Estimation for High-Throughput Data. Technometrics, 1-22.
Yates, B. (2018). Bayesian Sample Size Determination for Single-Particle Tracking of Pathogens in Biological Fluids. Master’s Thesis.
Education
Columbia Business School
MBA – Finance – 8.70 / 10.00 GPA
University of Waterloo
MMath – Statistics – 3.98 / 4.00 GPA
University of Waterloo
BASc – Nanoengineering & Mathematics – 3.90 / 4.00 GPA