Milad Kharratzadeh
Quantitative Researcher
New York, New York, Canada
Summary
👤
Senior🎓
Top SchoolMilad Kharratzadeh is a quantitative researcher with nine years of experience building statistical and machine learning models for finance and science, most recently at Aquatic Capital Management and formerly at Squarepoint Capital. He combines a strong academic foundation—a PhD in Electrical and Computer Engineering from McGill and a postdoctoral appointment in Bayesian statistics at Columbia—with hands-on production work in time series, causal inference, and hierarchical Bayesian modeling. Milad’s background spans both industry and research, applying Stan-based Bayesian methods to environmental and health data before transitioning to high-frequency financial modeling. He is adept at translating complex probabilistic ideas into robust trading and research systems, and brings practical big-data experience from collaborations with Environment Canada and internships at Winton. Based in New York with Canadian ties, he blends rigorous statistical theory with the pragmatism needed for production quantitative research.
9 years of coding experience
8 years of employment as a software developer
Bachelor's degree, Electrical Engineering, Bachelor's degree, Electrical Engineering at Sharif University of TechnologyDoctor of Philosophy (PhD), Electrical and Computer Engineering, Doctor of Philosophy (PhD), Electrical and Computer Engineering at McGill University
English, French, Persian, Turkish
Github Skills (7)
splines8
stan7
r-package6
bayesian5
visualization3
pandoc2
mcmc2
Programming languages (1)
Github contributions (5)
milkha/EPL
Nov 2016 - Apr 2017
Contributions:48 commits, 47 pushes, 1 branch in 4 months
milkha/Splines_in_Stan
Feb 2017 - Oct 2017
Contributions:7 commits, 1 PR, 6 pushes in 8 months
b-splinesstansplines
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