Paul MacManus
Managing Director, Quantitative Research and Modeling, is a mathematician and quant who has worked in the financial sector for almost 20 years. He has deep knowledge of pricing and risk models across a wide range of asset classes and extensive experience leading quant teams and managing technical projects.
As a partner at one of Spain’s top financial consulting companies, Paul was a leader of the quant team, working on advanced equity, credit, and fixed income models for a broad spectrum of clients. He returned to the US as a Senior Director of the Model Risk Management team at Santander Bank, where he helped create the team and function and supervised the validation of all of the bank’s CCAR models, from credit models for mortgages and auto-loans to market-risk models for derivatives trading. Most recently, Paul was the Head of Quantitative Research at Charles River Development, where he focused on building models for vanilla and exotic derivatives in the equity, fixed income and foreign exchange markets as well as prepayment models for agency mortgage pools, using both traditional and machine-learning methods.
Paul obtained his PhD in Mathematics from Yale University and his BS in Mathematics and Mathematical Physics from the National University of Ireland. Following his doctorate, Paul continued in academia, publishing over a dozen papers in peer-reviewed journals.
As a partner at one of Spain’s top financial consulting companies, Paul was a leader of the quant team, working on advanced equity, credit, and fixed income models for a broad spectrum of clients. He returned to the US as a Senior Director of the Model Risk Management team at Santander Bank, where he helped create the team and function and supervised the validation of all of the bank’s CCAR models, from credit models for mortgages and auto-loans to market-risk models for derivatives trading. Most recently, Paul was the Head of Quantitative Research at Charles River Development, where he focused on building models for vanilla and exotic derivatives in the equity, fixed income and foreign exchange markets as well as prepayment models for agency mortgage pools, using both traditional and machine-learning methods.
Paul obtained his PhD in Mathematics from Yale University and his BS in Mathematics and Mathematical Physics from the National University of Ireland. Following his doctorate, Paul continued in academia, publishing over a dozen papers in peer-reviewed journals.