Anthony Caterini

Senior Machine Learning Scientist at Layer 6

Anthony Caterini has a diverse work experience in various industries. Anthony started their career as an Operations Officer at RBC Capital Markets in 2011. In 2012, they worked as a Computer Programmer at the University of Waterloo, where they gained experience in JavaScript programming and virtual reality deployment. In the same year, they also worked as a Statistician at Capital One, where they created statistical models to improve the Search Engine Marketing process.

In 2013, Anthony worked as a Sales and Trading Associate at Fiera Quantum L.P., where they researched trading strategies and built a database of fundamental data. Anthony continued their role as a Sales and Trading Associate at Fiera Quantum L.P. in 2014, where they researched and backtested option-hedged equity strategies.

In 2014, Anthony also worked as a Summer Undergraduate Researcher at the University of Waterloo, where they investigated algorithms to speed up the convergence time for recommendation systems.

In 2015, they served as a Global Equity Derivatives Intern at TD, working as a quant intern on the trading floor. Anthony completed projects related to translating build processes and improving a volatility surface estimator.

Anthony's most recent role, starting in 2021, is a Machine Learning Scientist at Layer 6 AI. In this position, they perform research in deep generative modelling and reinforcement learning, with publications during their employment.

Overall, Anthony Caterini has gained expertise in machine learning, research, trading, statistical modeling, programming, and operations through their diverse work experience.

Anthony Caterini holds a Doctor of Philosophy (PhD) degree in Statistics from the University of Oxford, which they obtained from 2017 to 2021. Prior to that, they pursued a Master's Degree in Applied Mathematics from the University of Waterloo from 2015 to 2017. Their undergraduate education consisted of a Bachelor of Mathematics degree from the University of Waterloo, which they completed from 2010 to 2015. During their bachelor's degree, they focused their studies on Applied Mathematics, Statistics, and Computational Mathematics.

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