Dennis Faynberg

Dennis Faynberg has extensive experience in the finance industry, with a focus on quantitative development and optimization. Dennis is currently working as the Director of Technology at ROW Asset Management since December 2022. Previously, they worked as a Quantitative Developer at Ergoteles Capital from February 2019 to December 2022. From August 2014 to November 2018, they served as the CTO and Partner at Linnis (CTA, CPO), where they developed mathematical optimization models for alpha signal risk allocation.

Prior to that, Dennis worked at UBS Investment Bank from July 2011 to July 2014 as a Quant with a focus on Direct Execution Services, where they created analysis and marketing materials to improve order routing decisions. Dennis also built a Java-based GUI execution analysis application and improved market impact models.

From October 2009 to June 2011, Dennis worked as a Quant at Nomura, specializing in Liquid Market Analytics. During this time, they improved portfolio construction and liquidation optimization algorithms, supervised technology teams, and provided custom portfolio construction solutions.

Before joining Nomura, Dennis worked at Barclays Investment Bank from September 2008 to October 2009 and at Lehman Brothers from January 2008 to September 2008, both in the role of Senior Analyst in Equity Quantitative Analytics.

Dennis began their career in finance as a Summer Intern at Barclays Capital in 2007.

Overall, Dennis Faynberg's work experience reflects a strong background in quantitative development, optimization, and portfolio construction within the finance industry.

Dennis Faynberg completed their Bachelor of Arts degree in Mathematics from Rutgers University, starting in 2003 and completing it in 2006. Dennis then pursued a Master of Science degree in Mathematics in Finance at New York University, starting in 2006 and finishing in 2007.