Summary
Jonathan Hanke is a Vice President of Data Science with 19 years of experience blending rigorous mathematical research and applied AI to solve real-world financial and risk problems. Trained as a mathematician (PhD Princeton), he has bridged academia and industry—teaching data science and cryptography at Princeton while leading data science teams at Fidelity, Citi, and Goldman Sachs. His work spans stochastic portfolio theory, production portfolio optimization systems, and enterprise risk identification, with hands-on experience building high-performance backtesting and quantitative research code. Known for translating deep theoretical ideas into practical, audited systems, he also authored foundational public material on Stochastic Portfolio Theory and contributed large-scale computational code to number-theory research. Based in New Jersey, he combines leadership of cross-functional teams with active teaching, mentoring students through research projects that connect algorithms to societal impact.
19 years of coding experience
17 years of employment as a software developer
Ph.D., Mathematics, Ph.D., Mathematics at Princeton University
B.S., Mathematics, B.S., Mathematics at Stony Brook University