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
6 years of employment as a software developer
Polimodal Trilingüe con orientación en economía, Polimodal Trilingüe con orientación en economía at Goethe Schule Buenos Aires
Graduate Certificate Algorithmic Trading, Graduate Certificate Algorithmic Trading at University of Oxford
Bachelor of Science - BS Economics, Bachelor of Science - BS Economics at UADE
Master of Science - MS Finance (Capital Markets), Master of Science - MS Finance (Capital Markets) at Universidad del CEMA
CQF Quantitative Finance, CQF Quantitative Finance at CQF Institute
Bachelor of Science - BS Economics, Bachelor of Science - BS Economics at Technische Hochschule Augsburg
Contributions:14 pushes, 1 branch in 1 year 5 months
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