About
Joel Horowitz currently serves as the Quant Platform lead at Freestone Grove Partners in New York, NY, overseeing the development and optimization of quantitative systems that drive the firm's investment strategies. His role focuses on advancing technology infrastructure for quantitative research, portfolio management, and execution, ensuring scalable and efficient support for multi-asset investment processes.
Throughout his career, Joel has covered a broad range of sectors and asset classes with a particular concentration on quantitative strategies in equities, fixed income, and derivatives. His previous positions include Quantitative Developer at Hidden Road, where he contributed to electronic trading technology and risk analytics (2023–2024), and Prime Portfolio Strat at Goldman Sachs, focusing on prime brokerage analytics and systematic portfolio solutions (2021–2023).
Joel holds degrees from the University of Warwick and Université libre de Bruxelles, providing a strong foundation in quantitative finance and applied mathematics. With a career spanning premier investment firms, he is recognized for his expertise in systematic trading, risk modeling, and the integration of advanced analytics within institutional asset management platforms.
Career History
| Organization | Role | Date Range | Details |
|---|---|---|---|
| Freestone Grove Partners | Quant Platform | Jul 2024 to Present | — |
| Hidden Road | Quantitative Developer | Jun 2023 to Aug 2024 | Hidden Road: the global credit network for institutional investors, enabling seamless access to credit through quantitatively-driven technology. Our products include prime brokerage, clearing and fina... |
| Goldman Sachs | Prime Portfolio Strat | Nov 2021 to Jun 2023 | Head of Prime Risk Strat Infra team: development / testing tools to risk strategists / risk managers, real-time intraday platform, framework for report automation |
| Squarepoint Capital | Quantitative Researcher | Nov 2019 to Nov 2021 | Buildout of the risk/pricing/trading infrastructure for the discretionary business (mostly volatility) |
| Goldman Sachs | Global Liquidity Products Strategist (Vice President) | Aug 2010 to Apr 2012 | • Providing quantitative tools and analytics for the Counterparty Risk team, and for the Counterparty Risk Committee, on reserve / capital methodologies regarding counterparty risks: CVA / ATE / RBIM ... |
| Goldman Sachs | Commodities Quant and Structurer (Vice-President) | Feb 2007 to Jul 2010 | • Structuring / trade idea generation for commodities derivative trades and financing-related trades with corporates / sovereigns
o Focus on counterparty risk and funding cost evaluation for uncol... |
| Goldman Sachs | Equity Hybrids and Fund derivatives Quant (Associate) | Apr 2005 to Feb 2007 | Quant support to the Fund Derivatives and Equity Hybrid Exotics desks
• Design and implementation of a generic CPPI description language to enable traders to price / book CPPI with arbitrary rebalanci... |
| BNP Paribas Fortis | Quant and Exotic Equity derivatives trader | Feb 2003 to Mar 2005 | Risk management of exotic index derivatives book
• Hedging of cliquet book on main European indices
• Risk management of tax arbitrage book
Development of an Excel framework for pricing of exotics. |
| Bain & Company - Brussels | Senior Associate Consultant | Apr 2001 to Jan 2003 | Top-level strategy consulting assignments in various industries, involving strong analytical work / intensive client exposure (management interviews, CEO-level presentations) |
| FNRS - Fonds National pour la Recherche Scientifique | Fellow Researcher | Sep 1996 to Jan 2000 | Fellowship obtained to fund PhD in Symplectic Geometry at the ULB. |
| BlueMountain Capital Management | Quantitative Developer and Modeler | Oct 2014 to Nov 2019 | Quant support for the volatility fund: modelling, implementation of risk metrics, market screens, pricing tools and backtesting infrastructure on equity markets. |
| BlueMountain Capital Management | Quantitative Developer and Modeler | Mar 2014 to Sep 2014 | — |
| Quantelligence Ltd | Founder | May 2012 to Feb 2014 | Freelance consulting for financial services companies, specialised in
- risk management (e.g. counterparty / liquidity risk)
- derivatives pricing, including exotics derivatives, with in-depth experie... |
Education
University of Warwick
Université libre de Bruxelles
Skills & Expertise
Others at Freestone Grove Partners LP (31)
| Name | Role | Location |
|---|---|---|
 | Trader | New York, NY , United States |
 | Head of Trading | United States |
 | Research Analyst | New York, NY , United States |
C Clark Zhang | Analyst | New York, NY , United States |
 | Investment Analyst | New York, NY , United States |
 | Senior Analyst | CA , United States |
G George Dailey | Analyst | United States |
 | Senior Analyst | New York, NY , United States |
 | Senior Analyst | West Palm Beach, FL , United States |
 | Senior Analyst | Chicago, IL , United States |
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