Welcome!
It’s great to meet you, and thanks for swinging by. I’m Evan.
- quantitative researcher at the Abu Dhabi Investment Authority (ADIA), previously in tech
- lifelong classical & jazz pianist, and amateur producer: Spotify
- originally from the San Francisco Bay Area, but lived in various places
Here you can find my informal explorations into quantitative sciences, music, and more. Enjoy!
Warm regards,
Evan
My current position
Risk.net - Adia wealth fund is building supergroup of quant investing
I work as a quantitative researcher at ADIA: this spans the full range from research prototypes to final production pipelines for quantitative investments.
- Data science: sourcing datasets (financial and alternative), evaluating potential investment alpha
- Signal development: statistical analyses on data, developing useful features and signals
- Portfolio optimization: constructing and optimizing investment portfolios
- Seminars: developing, analyzing and presenting strategies to the wider group for feedback
- Production: building and monitoring production data pipelines, monitoring anomalies and investigating outages
Domain. I focus on industrial economics, transportation, and complex networks. I have also contributed to other systematic/semi-systematic work involving a variety of useful alternative data.
Teaching. Since my role is within a scientific investing team, I have also run a number of industry-academic projects via ADIA Lab, the scientific institution of ADIA. These have primarily been in the form of MSc-level capstone projects, and some examples include:
- UCL/Oxford (MSc MCF): Nowcasting global trade with time series signatures & shipping data (2024)
- University of Toronto (MFRM): Nowcasting inflation with the Baltic indices (2023)
- Khalifa University (MSc Data Science): Studies in supply chains, institutional ownership and geographic revenue (2022)
You can see the full list here: Teaching
Before quantitative finance
Previously in the technology sector, I worked as a data scientist and research scientist at Snap Inc. (2017-2020), primarily on causal inference and econometric analysis to drive product and engineering strategy. Before that I worked briefly at Uber (2016-2017) on optimal driver-rider matching algorithms and engineering.
I studied the MSc EME program at the London School of Economics, and before that an undergrad in economics, statistics & machine learning at Princeton.
Other
I am a lifelong classically trained musician (classical and jazz pianist) and so you may also find quant-music explorations here.
Disclaimer: The views expressed on this personal website are mine and do not necessarily reflect the official policy or position of any institutions I am affiliated with or have been affiliated with.