Summary
Michael Colomb is a quantitative researcher in Chicago with 11 years of experience applying statistical modeling, representation learning, and scalable systems to real-world trading and research problems. He currently builds data-driven strategies at Aquatic Capital Management after developing S&P 500 options and index-spread analytics as a data scientist at Optiver. His background blends rigorous academic training—a perfect 4.0 BS in Computer Science with a statistics minor from UIUC—with hands-on R&D at MIT Lincoln Laboratory, Uber, and IBM, giving him fluency across research, production engineering, and low-latency finance. Comfortable moving models from prototype to production, he has a track record of translating complex inference and decision systems into practical, scalable solutions.
10 years of coding experience
2 years of employment as a software developer
Westford Academy
Bachelor of Science - BS, Computer Science with a minor in Statistics, 4.00 / 4.00, Bachelor of Science - BS, Computer Science with a minor in Statistics, 4.00 / 4.00 at University of Illinois Urbana-Champaign