Ben Stemper
Quantitative Researcher
London, England, United Kingdom
Summary
👤
Senior🎓
Top SchoolBen Stemper is a quantitative researcher and entrepreneur with a decade of experience building option pricing and risk analytics across fixed income and FX markets. He combines hands-on quant research at Citadel and Squarepoint with founder experience as CEO of Grey Swan Finance, where he led product-market fit efforts and raised pre-seed funding via Entrepreneur First. Technically fluent in Python, C++, ML, and Ethereum/DeFi stacks, he bridges rigorous mathematical training (Oxford, LSE, PhD work in mathematical finance & ML) with pragmatic engineering and product delivery. Notably, he has translated institutional derivatives know-how into on-chain market infrastructure, demonstrating an uncommon blend of traditional finance quant skills and blockchain-native product execution.
10 years of coding experience
4 years of employment as a software developer
Master's Degree Mathematics, Master's Degree Mathematics at University of OxfordDoctor of Philosophy (Ph.D.) Mathematical Finance & Machine Learning, Doctor of Philosophy (Ph.D.) Mathematical Finance & Machine Learning at Technische Universität BerlinLondon School of Economics and Political Science
Github Skills (32)
python9
machine-learning9
quantitative-finance9
deep-learning9
sequential8
tensorflow8
statistics8
hyperparameters8
jupyterlab8
neural-network8
optuna8
data-science7
jupyter7
visualization7
ml7
Programming languages (6)
Github contributions (5)
bstemper/deep_rough_calibration
Aug 2017 - Oct 2018
C Bayer, B Stemper (2018). Deep calibration of rough stochastic volatility models.
Contributions:110 commits, 41 pushes in 1 year 2 months
rough-volatilityoption-pricingquantitative-financedeep-learningneural-networks
RoughStochVol/small-time_asymptotics_fractional
Jan 2017 - Mar 2017
Contributions:11 commits, 10 pushes, 1 branch in 2 months
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