Dr Natascha Hey Rising Quant Star & Columbia Quant Speaker

Dr Natascha Hey Rising Quant Star & Columbia Quant Speaker

Columbia Mathematics of Finance (MAFN) & Department of Statistics 2026 Future of Portfolio Management & Artificial Intelligence Conference

Natascha Hey is a quantitative researcher whose work sits at the intersection of market microstructure, decentralized finance, and statistical physics. She is currently a Postdoctoral Researcher at Columbia Business School, where her research focuses on DeFi market structure, trading dynamics, and price manipulation in digital asset markets. At Columbia she also serves as an Adjunct Professor, teaching the PhD course Foundations of Optimization.

Dr. Hey completed her PhD in Theoretical and Mathematical Physics at École Polytechnique in 2025, where she conducted research in optimal trading and cross market impact while affiliated with Capital Fund Management in Paris. Her research explores how trading activity affects prices across markets and how impact models can be mis-specified in ways that distort execution strategies. Her published work includes The Cost of Mis-specifying Price Impact in Risk and Trading with Concave Price Impact and Impact Decay in Operations Research, with additional research on cross impact and nonparametric impact estimation currently under review.

During her doctoral research she also contributed to the admissions selection process at École Polytechnique and taught statistics and statistical physics at ENSAE Paris.

Dr. Hey has also worked at the intersection of quantitative research and financial technology. She served as a CTO Summer Intern at Bloomberg under the supervision of Bruno Dupire, where she enhanced Bloomberg’s Transaction Cost Analysis systems and conducted research on pricing functions in limit order books and automated market makers.

Earlier in her career she conducted research in statistical physics and climate systems, including work at Université Paris-Saclay and The City University of New York on atmospheric boundary layer dynamics and entropy production linked to climate change.

She holds a Master of Science in Physics from Sorbonne Université with highest honors and completed undergraduate studies in physics at The City University of New York, graduating with a 4.0 GPA.

Dr. Hey’s research combines rigorous mathematical modeling with real market data to better understand liquidity, trading costs, and market impact across both traditional and decentralized financial systems.