Kjell Konis is a Senior Quantitative Analyst in Seattle with 17 years of applied quantitative and statistical experience spanning academia and institutional investing. Trained at Oxford (DPhil in Computational Statistics) and the University of Washington, he blends deep probabilistic modeling and R/S+ programming with hands-on implementation for portfolio management at the University of Washington Investment Management Company. His background includes postdoctoral research in mathematical statistics and practical tool-building—such as an R package for the Hugin Decision Engine—bridging Bayesian methods and real-world decision systems. He has taught and developed graduate courses in computational finance, showing an ability to translate advanced methods into curriculum and production analytics. Known for combining rigorous research with production-ready code, he frequently operates at the intersection of statistical theory, software tooling, and financial risk management.
17 years of coding experience
9 years of employment as a software developer
BS, Mathematics, Statistics, Economics, BS, Mathematics, Statistics, Economics at University of Washington
DPhil, Computational Statistics, DPhil, Computational Statistics at University of Oxford
Contributions:1 release, 26 pushes, 1 branch in 5 years
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