Nicholas Westray Head of Execution Research AllianceBernstein

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Cornell Financial Engineering Manhattan 2022 Future Of Finance Speaker Profile: Nicholas Westray Head of Execution Research AllianceBernstein

Nick is currently Head of Execution Research in Alliance Bernstein’s Multi-Asset Solutions group, where he focuses on automating and improving execution on equities, futures and forex. .

He is also a visiting scholar in financial machine learning at the Courant Institute of Mathematical Sciences at NYU, working on problems at the intersection of optimal execution, market microstructure, and deep learning.

Previously, he was Senior Quant Researcher in the Equity Execution group at Citadel, focusing on block trading and market impact. Previously, he was at Deutsche Bank involved in the Central Risk Book and Algorithmic Trading. He holds a PhD from Imperial College London and was a postdoctoral researcher at Humboldt Universitaet zu Berlin.

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See our profile of some of Nicholas’ work: Deep Order Flow Imbalance: Extracting Alpha at Multiple Horizons

Cornell Financial Engineering Manhattan 2022 Future Of Finance Speaker Profile: Nicholas Westray Head of Execution Research AllianceBernstein

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