Kevin T Webster, PhD
Kevin Thomas Webster, PhD
D.E. Shaw | Quantitative Researcher
Nov 2023 - Present
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Garden Leave | Author, Researcher, Teacher
Oct 2021 – Oct 2023
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Citadel | Quantitative Researcher
Feb 2016 – Oct 2021
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Deutsche Bank | Quantitative Researcher
May 2014 – Feb 2016
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BNP Paribas | Research Intern
Apr 2010 – Aug 2010
Employment
Academic Teaching
Fordham University | Adjunct Professor
Aug 2023 - Oct 2023
Columbia University | Adjunct Assistant Professor
Jan 2023 - Oct 2023
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Imperial College London | Visiting Assistant Professor (Reader)
Aug 2022 - Oct 2023
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Princeton University | Visiting Lecturer
Jan 2016 - Jul 2016
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Education
Princeton University | PhD in Operations Research and Financial Engineering
Sep 2010 - May 2014
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Ecole Polytechnique | Bachelor’s and Master’s degrees in Mathematics and Applied Mathematics
Sep 2007 - May 2010
Bio
With a deep passion for data analysis and a profound appreciation for the power of quantitative methods to uncover insights in finance, I am devoted to unlocking the potential of mathematical tools to solve real-world problems.
I am an award-winning quant with ten years of experience building large-scale, systematic, and model-driven frameworks for trading. I have deployed algorithms for top-tier financial institutions such as D.E. Shaw, Citadel, Deutsche Bank, and BNP Paribas. My projects include:
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Alpha research at all frequencies.
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Price impact modeling for sizable portfolios.
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Market-making.
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Portfolio construction.
I collaborate with the industry's brightest traders, technologists, and portfolio managers, thriving in medium-sized quantitative teams emphasizing learning, live trading, and tool-building. From an implementation perspective, I take a comprehensive, strategic, and action-focused approach to every product I build. From a modeling perspective, I tilt toward high-dimensional statistics, emphasizing tools for team members to understand and communicate the insights gained from models. From a leadership perspective, I focus on the crucial question "What is my team's edge?" and streamline, communicate, and refine that edge to maximize the team's value.