Russ Ennis
About Russ Ennis
Russ Ennis is a Managing Director at Two Sigma, where he oversees the Quantitative Components group and manages risk and market impact models. He holds a BSc in Pure Mathematics from the University of Calgary and a DPhil in Mathematical Physics from the University of Oxford.
Work at Two Sigma
Russ Ennis serves as Managing Director at Two Sigma, a position he has held since 2023. In this role, he manages the Quantitative Components group, which is responsible for the core trading platform's portfolio optimizer. His responsibilities include overseeing the engineering of risk and market impact models. Prior to his current role, he held several positions at Two Sigma, including Senior Vice President from 2014 to 2023 and Vice President from 2010 to 2013. His extensive experience at the firm spans over a decade.
Education and Expertise
Russ Ennis holds a Bachelor of Science with Honours in Pure Mathematics from the University of Calgary, which he completed from 1989 to 1993. He furthered his education at the University of Oxford, where he earned a Doctorate in Philosophy (DPhil) in Mathematical Physics, studying from 1993 to 1998. His academic background provides a strong foundation for his work in quantitative finance and risk modeling.
Background
Before joining Two Sigma, Russ Ennis was the CEO and Founder of MyRecipeCart.com, where he worked for seven months in 2010 in London, United Kingdom. His career also includes a significant tenure at MetaSwitch Networks, where he served as a Software Engineer from 1998 to 2010 in London. This diverse background in technology and leadership has contributed to his expertise in quantitative finance.
Achievements
Throughout his career, Russ Ennis has made significant contributions to the fields of quantitative finance and technology. At Two Sigma, he has played a key role in managing teams and developing critical components of the trading platform. His focus on creating a safe environment for team members to excel and grow reflects his commitment to fostering a productive workplace.