Martin Mayer is a quantitative portfolio manager and developer with 11 years of experience applying econometrics, machine learning, and cloud-native automation to research, backtest, and deploy systematic trading strategies across asset classes. Based in Seattle with roots in Argentina, he blends formal training from Universidad del CEMA, Oxford, and the CQF Institute with hands-on implementation experience at boutique investment firms and consultancy work for the World Bank, IMF, UN, and IDB. He has built and operated automated execution pipelines on major cloud providers and electronic brokers, and has a track record of simulating complex derivatives and stress-testing strategies with Monte Carlo methods. Known for bridging rigorous economic forecasting with production-grade trading systems, he pairs academic depth with pragmatic engineering to turn research ideas into live, auditable strategies.
11 years of coding experience
3 years of employment as a software developer
Polimodal Triling眉e con orientaci贸n en econom铆a, Polimodal Triling眉e con orientaci贸n en econom铆a at Goethe Schule Buenos Aires
Bachelor of Science - BS Economics, Bachelor of Science - BS Economics at UADE
Master of Science - MS Finance (Summa Cum Laude), Master of Science - MS Finance (Summa Cum Laude) at Universidad del CEMA
Bachelor of Science - BS Economics, Bachelor of Science - BS Economics at Technische Hochschule Augsburg
Masters in Data Science and AI (ALM), Masters in Data Science and AI (ALM) at Harvard University
Contributions:14 pushes, 1 branch in 1 year 5 months
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