Summary
Matthew Smith is an AI researcher and quantitative finance specialist with a PhD in Machine Learning applications to economics and finance and nine years of experience bridging academia, industry, and high-performance computing. He develops and deploys ML models and apps for banking and financial advisory—recently building agentic LLM-based market models and production FastAPI/LangChain services at Esade. His background includes postdoctoral research and teaching in asset pricing, pandemic-related GIS/ML products at the Barcelona Supercomputing Center (two Nature publications), and hands-on ML consulting at Deloitte. Comfortable in R, Python, C++ and Shiny, he turns research-grade methods into client-ready tools and classroom-ready curricula. Based in Barcelona, he maintains an active GitHub and blog where he documents reproducible finance/ML work, reflecting a habit of shipping research as usable software. Notably, his work spans from classical asset-pricing models to cutting-edge agentic LLM experimentation, combining deep domain knowledge with production engineering.
9 years of coding experience
5 years of employment as a software developer
Bachelor's Degree Business Management, Bachelor's Degree Business Management at Swansea University
Doctor of Philosophy - PhD Economics, Doctor of Philosophy - PhD Economics at Universidad Complutense de Madrid
Master's degree Economics, Master's degree Economics at Universitat de Barcelona
English, Spanish