Christopher P. Dundon
Executive Director
Chris is an accomplished Quantitative Analyst.
He has developed production analytics at
SAC Capital Advisors, Intercontinental Exchange,
and Sempra Commodities. He delivered bond
analytics for Fidelity Fixed Income.
Chris utilizes dimensionality reduction techniques, e.g. PCA, to solve underspecified systems. In an underspecified system, the number of unknowns
is larger than the number of equations. These problems require clever solutions.
Using dimensionality reduction, an entire financial product universe can be priced with little data. Chris’ delivered solutions span linear and non-linear Energy securities.
Chris started out on the MS Excel/VBA platform and moved into MatLab/Java. He feels that high performance computing (GPU’s |FPGA’s) will underpin future profits and is building these skills.
Chris majored in Physics and Mathematics at SUNY Albany, graduating Magna Cum Laude and Phi Beta Kappa. He studied graduate Physics at Princeton University and is studying Financial Mathematics at The Courant Institute — NYU.
