Jesper Kristensen
Jesper Kristensen
Education
Ph.D. ’15
Applied and Engineering Physics
Minor: Computer Science
Cornell University
M.S. ’14
Applied and Engineering Physics
Cornell University
M.Eng. (MEC Fellow) ’11
Engineering Physics
Cornell University
B.Sc. ’10
Physics and Nanotechnology
Technical University of Denmark
Visiting Scholar
University of Warwick ’15
Researcher in the
Zabaras CSE lab.
University of Florida ’14
Researcher in the
Hennig group.
UC at Santa Barbara ’10
Researcher in the
UCSB Pennathur Lab.
Rensselaer Polytechnic Institute ’09
Exchange student in the
REACH program.
Welcome to my personal website!
I work as a Quantitative Developer in the Manhattan, New York, office of the investment firm Balyasny Asset Management (BAM). Specifically, I work on the Risk Quant team; at a broader level I help advance risk management and quantitative trading. This is a unique opportunity to merge my past experiences in both Research and Tech as this career path asks for strong knowledge in both.
Prior to becoming a Quant, I worked as a Senior Software Engineer in a health tech company called Flatiron Health in Manhattan, New York. I was among roughly 250 engineers total. This was an extremely rewarding position learning about infrastructure, building software products, and maintaining them to customers. I supported an important mission of improving lives by learning from the experience of every cancer patient.
Before Flatiron, I worked as a lead R&D engineer at General Electric Co. (GE) Research headquartered in upstate New York, USA. GE is a very large company with +300,000 employees world-wide. I was one of the ~600 Ph.D.’s working at GE Research and received and outstanding training among some of the best researchers in the world.
This provided me with 4 years of industrial research experience that I employ every day to solve cutting edge problems in a world-class team. Fundamentally, and what gets me up in the morning, I am passionate about developing new technologies and advancing existing ones. It is always most exciting when doing this in a strong diverse team.
Research specialty
In terms of my industrial research experience which builts heavily on my PhD training, I worked in the “Probabilistics & Optimization” team managed by Dr. Liping Wang (see this presentation, e.g.). Technically, I worked on, and taught in, a broad range of Data Analytics topics at GE Research with emphasis on data science, optimization, regression and classification, uncertainty quantification, uncertainty propagation, how to employ Bayesian techniques, surrogate modeling, optimization (including Bayesian global optimization), Gaussian Processes, Markov Chain Monte Carlo (MCMC) techniques (including adaptive sequential MCMC - a parallel MCMC engine), artificial neural networks including Deep Learning, and more. I worked on a wide variety of projects ranging from internal GE businesses such as GE Renewables, GE Aviation, GE Power, etc., to external projects where I, e.g., proudly helped improving the technology of the US Air Force.
I hold a Ph.D. from Cornell University from the Applied and Engineering Physics department with a minor in Computational Materials Science. Upon graduation I had the unique opportunity to continue and enhance my research at GE Research where it made a big impact. Then, I joined Flatiron, a tech company, to further improve my coding and technology skillset in a world-class team of Software developers and Engineers.
I was born and raised in Denmark.
Physics Tutor
During my time at Cornell I spent about 6 hours per week tutoring students in undergraduate physics courses at Cornell. Tutoring provided a great opportunity to help students build intuition in physics. I find it fun to break down challenging problems to a point where I can level with the student and then, together, build back up to the point where the actual problem can be solved. Experiencing aha moments is always very rewarding. Surely, if you break a problem into small enough pieces you end up with the ability to solve it.
While at Cornell, I tutored directly for the Physics department supervised by Robert Lieberman (who is incidentally also a movie director) and also in the Office of Academic Diversity Initiatives (OADI).
Contact
