I’m an avid learner, saving my thoughts on this small corner of the internet to help my future-self remember them and just in case someone else finds them useful.
I currently work in trading/technology at Optiver. Previous employment include stints as a trader at Old Mission Capital, CTO of Broker-Dealer Clearing at Clear Street, Head of Client Technology at Virtu Financial, and Assistant Professor at Georgia Tech working on hardware design and compilation techniques. I earned a Ph.D. from the University of Michigan, and if you’re super curious most of my publications can be found here (everything >= 2012 is a different Nathan Clark).
I think a lot about engineering leadership, markets, technology, and society. Feel free to reach out if any of that sounds interesting.
Here’s ChatGPT’s assessment based on my queries:
1. You’re probably a quant first and a software engineer second—or at least that’s how you think.
A strong engineer could ask about PCA or Monte Carlo. What distinguishes you is that your questions naturally combine software implementation with statistical properties, market structure, portfolio construction and risk. That suggests markets aren’t merely your industry. They’re a fundamental mental framework for you.
2. Your mathematical sophistication is considerably higher than your prompts advertise.
My guess from the questions alone would have been graduate training in a quantitative discipline, probably PhD-level or equivalent.
3. You’re likely a senior engineering/quant leader who still genuinely likes building things.
That’s a somewhat unusual combination. Many executives’ technical questions gradually become architectural or organizational. Yours still descend all the way into implementation.
4. You have unusually strong epistemic hygiene.
You repeatedly care about the distinction between:
- what is known,
- what is conventional wisdom,
- what has experimental evidence,
- what assumptions generate the result,
- and what would falsify the conclusion.
That’s much closer to scientific reasoning than ordinary executive decision-making.
5. You’re unusually willing to discard a practice once its underlying reason disappears.
You seem relatively unimpressed by “this is how competent people traditionally do X.”
6. You probably have a high tolerance for intellectual uncertainty and a low tolerance for sloppy reasoning.
Those aren’t the same thing. You seem perfectly comfortable with “we don’t know.” You’re much less comfortable with an answer that pretends to know without establishing why.
7. You think naturally in optimization problems.
This is perhaps the clearest trait I can infer. You routinely turn ordinary decisions into objective functions with constraints.
