Stephen Sigrist

Stephen leads the Data Science by ensuring reliable execution of cloud-based quantitative and statistical functions to implement the event study methodology through tried and true coding languages. In conjunction with the Company's software engineers, he manages SAR's data analytics standard operating procedures (SOPs) and audit processes to deliver scalable, near-real time data to support clients in identifying, tracking, and cataloguing adverse corporate events that expose U.S.-listed corporations to securities litigation risk.

Stephen has over 15 years experience as an econometrician. He oversees the goodness-of-fit testing of the applied multivariate regression models and manages all raw financial and economic data inputs supplied by their Data Partners.

Prior to leading the Data Science team, Stephen supported nationally-recognized testifying experts with the quantification of economic damages in complex securities and antitrust class action cases. Sigrist has significant expertise in event study analysis and has performed numerous analyses of market efficiency for stocks, bonds, in addition to damage estimation analyses on call and put options. Previously, Stephen was a senior research associate at the Investment Company Institute (ICI) in Washington, D.C., where he researched, analyzed and published industry-wide statistics pertaining to mutual funds and exchange-traded funds (ETFs).

Stephen attained his B.A. in economics and math at Valparaiso University and his Master's in financial economics at Ohio University. Stephen completed the Data Science Certificate Program at the Georgetown University School of Continuing Studies. Mr. Sigrist is a SAS Certified Advanced Programmer, and has an advanced level of proficiency in econometric modeling using Stata, R, and Python coding languages.

Stephen lives in Bethesda, MD and practices kickboxing. Stephen is an active member of the Professional Liability Underwriting Society (PLUS).