Joseph Maestri
Senior Quantitative Researcher
London, England, United Kingdom
Summary
👤
Senior🎓
Top SchoolJoseph Maestri is a Senior Quantitative Researcher in London with 11 years of experience building multi-factor equity risk models, portfolio construction and optimisation frameworks, and systematic alpha capture pipelines. He combines deep statistical tools—Bayesian methods, machine learning and transaction cost analysis—with hands-on portfolio analytics, performance and risk attribution to turn research into tradable strategies. Prior roles include Head of Risk and Co-Head of Quant at asset managers, giving him end-to-end experience from research to production trading. His academic background is a PhD in applied mathematics (fluid mechanics), which underpins a habit of bringing asymptotic reasoning and physics-style rigor to financial modelling. Notably, he has bridged ML-driven NLP work early in his career with practical trading lab deployments, reflecting a rare blend of scientific research and production quant engineering.
11 years of coding experience
4 years of employment as a software developer
MMath (Hons) Mathematics, MMath (Hons) Mathematics at The University of ManchesterPhD Applied Mathematics Fluid Mechanics, PhD Applied Mathematics Fluid Mechanics at Imperial College London
English
Stackoverflow
5reputation
19kreached
0answers
2questions
Github Skills (9)
factor9
risk-management8
python7
finance7
shared-libraries6
quantitative-finance6
gaussian-processes6
benchmarking1
algorithmic-trading1
Programming languages (2)
Github contributions (5)
blaahhrrgg/configs
Jun 2021 - Dec 2025
Contributions:3 pushes, 1 branch in 4 years 7 months
blaahhrrgg/equity-risk-model
Nov 2021 - Jun 2022
Attribution and optimisation using a multi-factor equity risk model.
Contributions:5 commits, 6 PRs, 3 pushes in 6 months
pythonfactor-modelportfolio-optimizationriskmulti-factor
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