Summary
Nick Kravitz is a Quant Engineer with over 15 years of software and quantitative experience, combining an NYU Stern MBA (finance/statistics) and a BS in mathematics to build predictive models and trading systems for buy-side and sell-side firms. He has deep hands-on expertise across R, C++, Java, Python, C#, SQL and Excel/VBA, and has implemented pricing, risk and portfolio tools at institutions including Goldman Sachs, Millennium, Interactive Brokers and Verisk. His work spans dividend and ADR arbitrage, options and volatility modeling, stat arb and time-series techniques (GARCH, cointegration), and productionizing analytics with financial APIs like Bloomberg, Reuters and QuickFIX. Licensed as a Series 56 and 65 holder, he blends regulatory knowledge with rapid application development and pragmatic model governance. Based in Scarsdale, NY, he describes himself as a polymath—equally comfortable architecting high-frequency strategies and turning messy business data into repeatable, visualized insights.
10 years of coding experience
13 years of employment as a software developer
MBA FinanceStatistics, MBA FinanceStatistics at New York University
BS Mathematics, BS Mathematics at McGill University
English