Joe Marks is a Quantitative Trading Analyst at Quantbot Technologies LP, where responsibilities include working within the Data Trading Lab and researching applications of deep generative models for data augmentation in factor investing. Joe has experience as a Data Scientist at Atom Bank, focusing on credit risk modeling and fraud detection, and previously served as a Quantitative Analyst at Oliver Wyman, contributing to quantitative risk modeling in the investment banking sector. Joe holds a Master of Science in Statistics from Imperial College London and is proficient in Python and R programming languages.
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