Summary
Abdollah Rida is a quantitative risk professional with eight years of experience building and deploying risk frameworks for large institutional portfolios, currently serving as a Quantitative Risk Analyst at Millennium in New York. He has led front-office research that enabled deployment of over $500M in forward flows and managed risk for multi-asset strategies at CPP Investments across a $650B fund, blending hands-on modeling with portfolio-level hedging and factor design. His background spans applied mathematics and fintech (École Polytechnique, UC Berkeley MEng) and includes research on interpretable credit scoring, neural PDE solvers, and jump-diffusion market-impact models, reflecting a rare mix of academic rigor and production experience. Skilled in Python, SQL and advanced ML, he has implemented challenger models and model-risk review processes at major banks and asset managers. Colleagues rely on him to translate complex statistical insights into actionable investment decisions and to build explainable models that survive both regulatory scrutiny and trading-room pressures.
8 years of coding experience
5 years of employment as a software developer
Master of Engineering - MEng, Industrial Engineering and Operations Research (Fintech), Master of Engineering - MEng, Industrial Engineering and Operations Research (Fintech) at University of California, Berkeley
Master of Science - MS, Applied Mathematics, Master of Science - MS, Applied Mathematics at École Polytechnique
Mathematics, Physics, Mechanical Engineering, Mathematics, Physics, Mechanical Engineering at Lycée Pierre De Fermat
English, Arabic, Spanish, French