Summary
Saul Palmerin is a quantitative researcher at Citadel Securities in London with 11 years of experience applying machine learning and high-frequency data analysis to develop alpha signals for options. He holds a PhD in Operations Research from Cornell and a mathematics degree from Universidad de Guanajuato, blending deep theoretical training with hands-on production experience. Prior roles at Microsoft, Two Sigma, and Uber show a track record of shipping state-of-the-art ML for speech recognition, studying market impact, and leading a major redesign of Uber’s route-based pricing system. Saul’s work sits at the intersection of finance, signal processing, and scalable ML pipelines, and he has a history of turning academic insights into deployable trading and pricing solutions.
11 years of coding experience
2 years of employment as a software developer
Bachelor’s Degree, Mathematics, Bachelor’s Degree, Mathematics at Universidad de Guanajuato
Doctor of Philosophy (Ph.D.), Operations Research and Information Enginnering, Doctor of Philosophy (Ph.D.), Operations Research and Information Enginnering at Cornell University
English, Spanish