Alex Wright is a Director in Global Risk Analytics at Bank of America with nine years of quantitative finance experience, progressing from Assistant VP to Director within the same team. He combines deep academic training—a PhD in computational astrophysics focused on neutron star merger simulations—with practical risk modeling and analytics for a major global bank. Comfortable translating complex numerical models into production-ready risk solutions, he brings a researcher's rigor to portfolio- and model-risk problems. Based in the UK, Alex blends quantitative finance with a curiosity for astronomy (his GitHub bio: "Part quant, part astro"), giving him a distinctive cross-disciplinary perspective that helps uncover non-obvious model behaviors.
9 years of coding experience
4 years of employment as a software developer
Master of Physics Physics with Theoretical Physics, Master of Physics Physics with Theoretical Physics at The University of Manchester
Doctor of Philosophy - PhD Next Generation Computational Modelling, Doctor of Philosophy - PhD Next Generation Computational Modelling at University of Southampton
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