Sarah-beth Amos
VP - Algo Quant Researcher at Bank of America
Oxford, England, United Kingdom
Summary
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Senior🎓
Top SchoolSarah-beth Amos is a VP-level algorithmic quantitative researcher at Bank of America with eight years of experience bridging advanced computational science and finance. She holds a DPhil in Computational Biophysics from the University of Oxford, where her thesis on multiscale simulations and Markov state models honed skills in stochastic modeling and high-dimensional data analysis. Transitioning from academic simulation and ML work—including an industrial placement applying machine learning to drug design—she now designs and deploys quantitative models for market-facing applications. Her background gives her a unique edge in translating physics-inspired modeling and rigorous uncertainty quantification into robust trading algorithms. Based in Oxford, she combines deep research credentials with practical production experience across quantitative services and alternative modelling. Colleagues describe her as someone who applies scientific rigor to messy, real-world financial problems while keeping an eye on interpretability and model risk.
8 years of coding experience
Doctor of Philosophy (Ph.D.), DPhil Computational Biophysics, Doctor of Philosophy (Ph.D.), DPhil Computational Biophysics at University of OxfordMaster’s Degree, MRes Molecular Biophysics, Distinction, Master’s Degree, MRes Molecular Biophysics, Distinction at King's College London
English, French, GermanGithub contributions (5)
sbtaamos/analysis
Mar 2018 - Jul 2019
Contributions:4 pushes, 1 branch in 1 year 3 months
sbtaamos/ML_library
Jul 2018 - Sep 2019
Contributions:13 pushes in 1 year 2 months
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