Dylan Willis

Dylan Willis is Associate Vice President and Quantitative Analyst at Caxton Associates, based in New York, NY. In this role, he is responsible for developing and implementing advanced quantitative strategies, data models, and risk analytics to support investment decision-making for the firm. His work is focused on leveraging mathematical and statistical techniques to optimize portfolio construction across global financial markets.

Willis's expertise primarily covers macro asset classes, including equities, fixed income, foreign exchange, and commodities, utilizing both systematic and discretionary approaches. At Caxton Associates, a well-known global macro hedge fund, he contributes to research and strategy development for trading opportunities in these sectors.

With previous experience as a Teaching Assistant at University College Dublin, Willis combines a strong academic foundation in Financial Mathematics with hands-on work in buy-side quantitative research. He holds a degree from University College Dublin, equipping him with deep technical skills in quantitative modeling. Throughout his career, Willis has gained recognition for applying rigorous analytics to complex investment problems and supporting the firm's competitive edge in macro trading strategies.