Christopher Whelan is a seasoned professional in quantitative research and machine learning engineering, with a robust background in finance and technology. Beginning as a Research Associate at First Quadrant from 2012 to 2014, Christopher designed options-focused infrastructure and conducted volatility research across multiple asset classes. Following a role as a Quantitative Researcher/Developer at Incapture Investments from 2014 to 2015, which involved leading the development of investment libraries and risk reporting processes, Christopher served as Technical Founder and Vice President of Research Technology at State Street Global Advisors from 2015 to 2019, where a real-time quantitative investment pipeline was architected for global trading. Currently, Christopher works as a Machine Learning Engineer at Meta, starting in July 2019. Christopher holds a B.S. in Physics from Caltech, earned in 2011.
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