Petter Kolm

WORK HISTORY

EDUCATION

SKILLS

ABOUT PETTER KOLM

Awarded Buy-Side Quant of the Year 2026 by Risk.net, together with Nicholas Westray, for work on deep learning applied to limit order books.• Awarded Quant Researcher of the Year 2021 by Portfolio Management Research and the Journal of Portfolio Management for contributions to quantitative portfolio theory.• Recognized leader at the intersection of quantitative finance, machine learning, and data science, with experience spanning academia, consulting, expert witness work, and industry advisory roles.• Author of books and widely cited research publications in quantitative finance.• Experienced in communicating complex quantitative ideas and results to both technical and non-technical audiences, including clients, boards, investment committees, and senior stakeholders.• Invited speaker, presenter, and moderator at approximately 15 to 20 industry and academic conferences and events each year.• Director of NYU Courant’s Master of Science in Mathematics in Finance program.• Board member of the International Association of Quantitative Finance and the Society of Quantitative Analysts.• Editorial board member of journals in quantitative finance, portfolio management, and financial data science.• Past advisory and advisory board roles have included Betterment, Natixis Investment Managers, Axyon AI, Alternative Data Group, and GoQuant. Data science and machine learning in finance, econometrics, forecasting, financial mathematics, high-frequency trading, portfolio construction and optimization with transaction costs and taxes, quantitative and systematic trading, reinforcement learning, risk management, robo-advisory, stochastic optimal control, and tax-aware investing.