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EJ

Ethan Jaffe

Quantitative Researcher at Aquatic Capital Management LLC

Chicago, IL , United States

About

Ethan Jaffe is a Quantitative Researcher at Aquatic Capital Management in Chicago, IL, where he joined in February 2024. In this role, he focuses on developing systematic investment strategies, leveraging quantitative modeling, data analysis, and advanced algorithmic techniques to support the firm's asset management objectives.

His investment work at Aquatic Capital Management centers on systematic and quantitative strategies, with a particular emphasis on liquid global markets and multi-asset portfolios. His background is rooted in research-driven portfolio construction and risk management, and he brings expertise in the design and implementation of high-performance trading strategies.

Prior to joining Aquatic, Ethan Jaffe spent time on noncompete and garden leave from G-Research, where he contributed to quantitative research initiatives. He holds degrees from the Massachusetts Institute of Technology and the University of Toronto, reflecting a strong foundation in mathematics, statistics, and computational finance. His distinguished career is marked by rigorous, research-based contributions to quantitative investing and systematic asset management.

Career History

OrganizationRoleDate RangeDetails
Aquatic Capital ManagementQuantitative ResearcherFeb 2024 to Present
G-ResearchNoncompeteAug 2023 to Feb 2024
G-ResearchGarden LeaveFeb 2023 to Aug 2023
Garden leave
G-ResearchQuantitative ResearcherSep 2020 to Feb 2023
Worked on developing machine-learning models to predict the returns of financial assets.
Massachusetts Institute of TechnologyGraduate Student ResearcherSep 2015 to May 2020
Thesis topics: General Relativity, Analysis of Black-Hole Singularities, Partial Differential Equations. Gave an asymptotic description of the formation of black holes from Christodoulou's short-puls...
Quantlab GroupQuantitative Research InternJun 2019 to Jul 2019
Performed exploratory research into improving return prediction of US equities.

Education

Massachusetts Institute of Technology

2015 2020

University of Toronto

2011 2015

Others at Aquatic Capital Management LLC (25)

NameRoleLocation
D
Duc Nguyen
Quantitative ResearcherNew York, NY , United States
Forrest Pratson
Forrest Pratson
Quantitative ResearcherChapel Hill, NC , United States
Jaroslaw Nowak
Jaroslaw Nowak
Quantitative ResearcherChicago, IL , United States
M
Matteo Nicoli
Quantitative ResearcherNew York, NY , United States
Matthew Bruck
Matthew Bruck
Quantitative ResearcherNew York, NY , United States
Michael Colomb
Michael Colomb
Quantitative ResearcherChicago, IL , United States
Michael Pang
Michael Pang
Quantitative ResearcherChicago, IL , United States
Pedro Hespanhol
Pedro Hespanhol
Quantitative ResearcherBerkeley, CA , United States
Thomas Swayze
Thomas Swayze
Quantitative ResearcherChicago, IL , United States
Vasily Artyukhov
Vasily Artyukhov
Quantitative ResearcherUnited States
Showing 1-10 of 25 team members

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