Justin Kirkby
Quantitative Researcher, Trading Research
New York, New York, United States
Summary
👤
Senior🎓
Top SchoolJustin Kirkby is a quantitative researcher and data scientist with eight years of hands-on experience turning advanced stochastic modeling and machine learning research into production trading and risk systems. He holds a PhD in Operations Research and has more than 50 peer-reviewed publications, a track record of inventing novel volatility and calibration frameworks, and production C++ libraries used across major platforms. At firms from startups to global exchanges and asset managers he has led end-to-end delivery—building ML-driven hedging and forecasting platforms, automated arbitrage detectors, and MLOps-enabled quant pipelines. Known for bridging deep theory and pragmatic engineering, he’s comfortable shipping everything from PDE/Monte Carlo pricing engines to Django/Flask production services. Based in New York, he combines academic rigor as a long-time journal referee with startup grit from early-stage product launches.
8 years of coding experience
13 years of employment as a software developer
PhD Operations Research Stochastics & Optimization, PhD Operations Research Stochastics & Optimization at Georgia Institute of TechnologyMaster’s Degree Economics, Master’s Degree Economics at Virginia Commonwealth University
Github Skills (31)
fourier-transform10
prediction-model10
assetbundle10
barrier10
swap10
stochastic10
finance10
manifold10
java10
variance10
stochastic-processes10
recurly10
calibration10
quantile10
quantitative-finance10
Programming languages (3)
Github contributions (5)
jkirkby3/PROJ_Option_Pricing_Matlab
Nov 2017 - Nov 2022
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
Contributions:131 commits, 120 pushes, 1 branch in 5 years
swapeuropeanmonte-carlooption-pricingrsi
jkirkby3/pymle
Apr 2021 - Jan 2023
Contributions:59 commits, 50 pushes, 2 branches in 1 year 9 months
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