Mark Springer is an experienced professional in data science and quantitative trading, currently serving as the Lead Data Scientist at CME Group since May 2014. Prior roles include Quantitative Trader/Developer at Atlantic Trading from 2006 to 2013 and Futures Trader/Developer at Lake Shore Trading from 1997 to 2006. Mark holds a Master's Degree in Data Science from Northwestern University, attained from 2014 to 2016, and a Bachelor's degree in Aerospace, Aeronautical and Astronautical Engineering from the University of Illinois Urbana-Champaign. Additional educational background includes studies at UNSW.
CME Group
24 followers
As the world's leading and most diverse derivatives marketplace, CME Group is where the world comes to manage risk. CME Group exchanges offer the widest range of global benchmark products across all major asset classes, including futures and options based on interest rates, equity indexes, foreign exchange, energy, agricultural commodities, metals, weather and real estate. CME Group brings buyers and sellers together through its CME Globex® electronic trading platform and its trading facilities in New York and Chicago. CME Group also operates CME Clearing, one of the world’s leading central counterparty clearing provider in the world, which offers clearing and settlement services for exchange-traded contracts, as well as for over-the-counter derivatives transactions through CME ClearPort®. These products and services ensure that businesses everywhere can substantially mitigate counterparty credit risk in both listed and over-the-counter derivatives markets.