Andrea Petri
Director, Execution Research Development at Walleye Capital
New York, New York, United States
Summary
👤
Senior🎓
Top SchoolAndrea Petri is a quantitative research and engineering leader with 12 years of experience applying physics-based simulations, advanced statistical methods, and scientific software development to financial markets and cosmology. Holding a PhD in Astrophysics from Columbia, she translated expertise in weak gravitational lensing and large-scale data modeling into automated options market-making and execution research roles at Morgan Stanley and now directs execution research development at Walleye Capital. She combines rigorous academic training—developing non‑canonical statistical techniques on megapixel astronomical images—with hands-on production engineering to extract signal from massive, noisy datasets. Comfortable across research, simulation, and production trading systems, Andrea excels at turning complex mathematical models into robust, deployable algorithms. An Italian-educated physicist based in New York, she often leverages her background in physical modeling to design novel approaches to market microstructure problems.
12 years of coding experience
14 years of employment as a software developer
Liceo Scientifico "G. Marinelli", UdineDoctor of Philosophy (Ph.D.) Astrophysics, Doctor of Philosophy (Ph.D.) Astrophysics at Columbia University Graduate School of Arts and SciencesMaster's degree Physics, Master's degree Physics at Scuola Normale SuperioreMaster of Arts (M.A.) Physics, Master of Arts (M.A.) Physics at Columbia University
English, French, Italian
Github Skills (41)
sublime-text10
jupyter9
sublime9
textmate9
data-analysis9
sublime-text-plugin9
python8
ipywidgets8
data-visualisation8
visualization8
javascript8
bokeh8
altair7
browser7
latex7
Programming languages (3)
Github contributions (5)
ColumbiaWeakLensing/DEBatch
May 2016 - May 2017
Contributions:123 pushes, 6 branches in 1 year
apetri/apetri.github.io
Jan 2015 - May 2019
Contributions:42 pushes in 4 years 5 months
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