Liam Herron
About Liam Herron
Liam Herron is a Senior Quantitative Developer at Ellington Management Group, where he has worked since 2005. He specializes in survival models and random optimization techniques, applying distributed computation methods to mortgage and interest rate analysis.
Work at Ellington Management Group
Liam Herron has been employed at Ellington Management Group since 2005, serving as a Senior Quantitative Developer for 19 years. In this role, he focuses on applying advanced quantitative methods to financial analysis. His expertise contributes to the firm's strategies in managing mortgage-backed securities and interest rate risk.
Education and Expertise
Liam Herron holds a Master of Science in Mathematics in Finance from New York University, which he completed in 2010. He also earned a Bachelor of Science in Computer Science from the University of Michigan in 1997. His educational background supports his specialization in survival models and random optimization techniques, including genetic algorithms.
Background
Liam Herron began his educational journey at LaSalle College High School in 1993. He transitioned to the University of Michigan, where he studied Computer Science. After completing his undergraduate degree, he gained significant industry experience at UBS Investment Bank, where he worked as a Director from 1998 to 2005 before joining Ellington Management Group.
Technical Specializations
Liam Herron specializes in survival models and random optimization techniques, such as genetic algorithms. He applies distributed computation methods to analyze mortgages and interest rates, enhancing the firm's quantitative analysis capabilities. His technical skills are integral to developing innovative solutions in the financial sector.