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

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

Nick is currently Head of Execution Research in the Multi-Asset Solutions group at Alliance Bernstein, where he focusses on automating and improving execution across Equities, Futures and FX.

He is also a visiting researcher 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 a Senior Quant Researcher in the Equity Execution group at Citadel focusing on block trading and market Impact. Prior to that 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 Research fellow at Humboldt Universitaet zu Berlin.

Full Conference Agenda

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

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