Summary
Alex Atanasov is a quantitative researcher who fuses theoretical physics, machine learning, and financial markets to build scalable, data-driven decision systems. He is currently applying advanced ML and statistical methods to equities arbitrage at The D. E. Shaw Group in New York, bringing high-dimensional ML insights from academia to production risk and return modeling. He earned a PhD in Theoretical Physics from Harvard, with research spanning deep neural networks, kernel methods, transformers, and data-driven methods for learning performance in high dimensions, published in top ML venues. His background also includes hands-on roles at Jane Street, Google, Perimeter Institute, Yale, and MITRE, reflecting a broad track record across academia, tech, and finance with a focus on machine learning in sequential data and time series. He has worked on Kalman filters, state-space models, and generative inference for noisy time series, and his GitHub bio emphasizes a fascination with scaling and universality, signaling a deep interest in robust, generalizable methods. Based in New York, he combines rigorous theory with practical engineering to turn complex datasets into reliable, auditable strategies.
10 years of coding experience
6 years of employment as a software developer
PhD, Theoretical Physics, 4.0, PhD, Theoretical Physics, 4.0 at Harvard University
Mathematics (MS, BS), Physics (BS), 4.0 Mathematics, 3.97 Physics, 3.92 Overall, Mathematics (MS, BS), Physics (BS), 4.0 Mathematics, 3.97 Physics, 3.92 Overall at Yale University
High School Diploma, Concentration in Optics and Modern Physics, High School Diploma, Concentration in Optics and Modern Physics at Thomas Jefferson High School for Science and Technology
English, Bulgarian, Latin, Macedonian