Tim Steed
About Tim Steed
Tim Steed is a Senior Principal Research Analyst at FINRA, specializing in financial risk management and Python programming. He has extensive experience in quantitative analysis and trading, with a strong educational background in finance and data science.
Current Role at FINRA
Tim Steed serves as a Senior Principal Research Analyst at FINRA, a role he has held since 2022. Based in Chicago, Illinois, he focuses on financial research and analysis, leveraging his extensive background in quantitative analysis and risk management. His expertise in Python programming enhances his ability to analyze complex financial data and contribute to FINRA's mission of ensuring market integrity.
Previous Experience in Finance
Before his current position, Tim Steed worked as a Quantitative Analyst at FINRA from 2021 to 2022. His career also includes significant roles at Consolidated Trading LLC as an Equity Index Options Trader from 2005 to 2013, and as a Vice President in Quantitative Services at Bank of America Merrill Lynch from 2019 to 2021. Additionally, he served as a Quantitative Analyst at Aegea Capital from 2017 to 2019, where he applied his analytical skills to various financial instruments.
Education and Expertise
Tim Steed earned his Bachelor's degree in Finance from The University of Iowa Tippie College of Business, where he studied from 2001 to 2005. He is currently a Master of Science candidate in Data Science at Northwestern University, a program he has been part of since 2020. His educational background supports his expertise in financial risk management and derivative modeling.
Actuarial Exams and Certifications
Tim Steed has passed multiple actuarial exams, including Exam P, Exam FM, and Exam IFM. He is currently preparing for Exam STAM, demonstrating his commitment to furthering his qualifications in the field of actuarial science. This preparation complements his strong foundation in quantitative analysis and risk management.
Specialized Skills in Financial Analysis
Tim Steed possesses specialized skills in derivative modeling and market making, focusing on commodities, equities, and treasury risk management. His proficiency in Python programming allows him to apply advanced analytical techniques to financial risk management, enhancing his contributions to the organizations he has worked with.