Summary
Ryan Kinnear is a quantitative researcher and software engineer with 11 years of experience applying optimization, stochastic control, and machine learning to finance and real-time-bidding markets. Currently a Member of Technical Staff (Resident) at OpenAI, he previously developed production-grade control systems and transaction-cost-aware portfolio construction algorithms at hedge funds and in PhD research. His work blends rigorous convex-analysis and stochastic calculus with practical implementation in Python, C++, TensorFlow/PyTorch and high-performance simulation, with a knack for transforming auction problems into tractable convex programs. Notably his doctoral thesis connected auction-theoretic bidding strategies to precise models of market microstructure and metaorder impact, enabling direct application to trading systems. Based in New York, he combines deep theoretical insight with hands-on engineering to deliver low-latency, numerically robust solutions for high-frequency decision problems.
11 years of coding experience
3 years of employment as a software developer
Bachelor’s Degree, Electronics systems engineering, Academic Gold Medal (top 5% GPA), Bachelor’s Degree, Electronics systems engineering, Academic Gold Medal (top 5% GPA) at University of Regina
Master’s Degree, Applied Sciences, Master’s Degree, Applied Sciences at University of Waterloo