Summary
Edmund Berry is a quantitative researcher at Jump Trading in New York with 12 years of experience applying mathematics, statistics, and machine learning to algorithmic trading across multiple asset classes. He transitioned from a high-energy physics career—earning a Ph.D. from Princeton and leading exotic-particle searches on the CMS experiment—to industry, where he combines Bayesian and frequentist ML with convex and non-convex optimization. At Jump he translates complex models into robust trading strategies, leveraging deep expertise in C++ and Python developed while coordinating detector operations and mentoring researchers. Known for rigorous probabilistic thinking and experimental discipline, he blends academic curiosity with production-focused engineering to solve noisy, high-stakes problems in finance.
12 years of coding experience
1 year of employment as a software developer
Bachelor of Science (B.S.), Mathematics, Physics, with honors, Bachelor of Science (B.S.), Mathematics, Physics, with honors at The University of Chicago
Doctor of Philosophy (Ph.D.), Physics, Doctor of Philosophy (Ph.D.), Physics at Princeton University