Matthew Farrell
Senior Vice President, Quantitative Research
United States
Summary
👤
Senior🎓
Top SchoolMatthew Farrell is a Senior Vice President of Quantitative Research with over a decade of experience building systematic trading research and leading teams at Two Sigma. Trained in physics at MIT and holding an M.A. in Statistics from Columbia, he blends rigorous quantitative theory with practical production engineering. His career spans hands-on software development at Oracle and contributions to open-source statistical tooling—most notably enhancing the Clojure-based Incanter library—highlighting fluency across research codebases and JVM ecosystems. Known for promoting reproducible, test-backed model development, he moves ideas from statistical prototypes into scalable research systems. Colleagues rely on him to bridge deep analytics, software craftsmanship, and team leadership to tackle complex market problems. He brings an uncommon combination of low-level engineering experience and senior research stewardship to quantitative product delivery.
13 years of coding experience
11 years of employment as a software developer
S.B., Physics, S.B., Physics at Massachusetts Institute of TechnologyMaster of Arts (M.A.), Statistics, Master of Arts (M.A.), Statistics at Columbia University in the City of New York
Stackoverflow
682reputation
55kreached
14answers
5questions
Github Skills (15)
clojure10
statistics10
statistic10
clojure-cli10
data-analysis10
testing8
iteration6
git6
collections6
applicative6
ssl6
option-type6
julia6
groovy6
haskell6
Programming languages (8)
Github contributions (5)
incanter/incanter
May 2013 - Apr 2014
Clojure-based, R-like statistical computing and graphics environment for the JVM
Role in this project:
Back-end Developer
Back-end DeveloperContributions:9 commits, 1 PR in 11 months
Contributions summary:Matthew primarily contributed to the `incanter` library by implementing new functionalities and fixing existing issues. Their work includes adding a "tail" function, supporting negative lengths for the `head` and `tail` functions, and modifying the `sel` function to support lists. They also addressed a typo and updated unit tests, demonstrating an understanding of testing and maintenance within the Clojure-based statistical computing environment.
statisticaljvmcomputingclojuregraphics
farrellm/zaphod
Aug 2020 - May 2022
Contributions:56 pushes, 1 branch in 1 year 9 months
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