Tom Verma
Head of Quantitative Research and Modeling, has nearly 30 years of experience in quantitative research and development with a strong background in math and statistical modeling. He spent two years at Northrop developing expert systems to help diagnose problems with complex avionic/missile guidance systems.
After Northrop, Tom spent the next 25 years at Tudor Investment Corporation in a variety of roles, including the development of automated trading strategies (global macro, technical, fundamental); managing a team of front-office quant developers, researchers, and analysts to support the discretionary trading side of the business; and as the Director of Quantitative Analytic Oversight to provide independent internal oversight of all systematic and hybrid trading activities at Tudor. The common theme was the development of models to better understand the currency, futures (equity, fixed income, energy and commodity) and options markets.
His quest to understand how humans develop causal models to explain their environment began in graduate school while a member of Judea Pearl’s Cognitive Systems Lab at UCLA (1985—1993). Tom has published over a dozen research papers in peer-reviewed journals and conferences. He has a BS in Computer Science and a BS in mathematics with a minor in Physics from UNLV (1983-1985).