Walter Storm

A former Technical Fellow and Data Scientist at Lockheed Martin, Walter advised executive leadership and advanced the state-of-the-art in applied statistics and machine learning. He specialized in developing rich, immersive models focused on topic modeling, agglomerative clustering, word-embedding, and stacked autoencoders.

Preceding his time at Lockheed Martin, Walter held the title of Head of Quantitative Research and Portfolio Risk Management and Optimization at Bass Enterprises’ Barbnet Investment Company. Within the fund, Walter and his team managed an equity long/short volatility arbitrage portfolio using proprietary hedging and optimization algorithms.