Summary
Alec Kulakowski is a Quant Researcher with 11 years of experience applying machine learning, NLP, and time-series forecasting to quantitative finance problems at Moore Capital Management. He combines a formal background in quantitative finance with self-driven study of cutting-edge ML research and hands-on implementation work, reflected in an active Kaggle Expert profile and public GitHub projects. At Stevens he led risk and compliance for a student-managed fund, building risk measurement tools, backtests, and production-ready code in R and SQL. Alec balances rigorous quantitative work with real-world crisis experience—he volunteers as an EMT and previously served as a crew chief—bringing calm leadership to high-pressure situations. Based in New York, he’s equally at home prototyping novel forecasting models and discussing cinema, with a particular fondness for Terry Gilliam’s Brazil.
11 years of coding experience
High School Diploma, High School Diploma at NEST+M High School
Bachelor of Science (BS), Quantitative Finance, Bachelor of Science (BS), Quantitative Finance at Stevens Institute of Technology
Japanese, English, Spanish