Summary
Joshua Ulrich is a Principal Quantitative Analyst with 18 years of experience translating complex market and system behavior into actionable business insights. He blends deep quantitative modeling (interest-rate models, market microstructure, asset allocation) with hands-on high-performance engineering in R, C/C++, C#, and Java, and a pragmatic, evidence-first approach to root-cause analysis in distributed systems. A longtime contributor to the R finance ecosystem—maintainer-style work on the widely used quantmod package—he focuses on uncovering data-generating processes and second-order effects rather than just correlations. Adept at turning technical complexity into clear stories for non-technical stakeholders, he pairs rigorous validation with production-grade implementation. Based in Missouri, he also organizes major R and finance conferences and runs FOSS Finance, offering R-based APIs, training, and optimization services.
19 years of coding experience