Greg Gurevich

Greg Gurevich is a quantitative researcher and machine learning expert based in New York City who specializes in electronic trading and market microstructure. He holds a PhD in Computer Science from Columbia University, where he developed a strong technical foundation bridging academic research and quantitative finance. Previously, he served as a quantitative researcher at both Jump Trading and Citadel Securities, applying advanced algorithmic strategies and quantitative techniques to complex high-frequency trading systems. In 2023, he published academic research on machine learning applications in limit order book dynamics, and he subsequently presented on electronic trading innovations at QuantCon 2024 alongside industry peers from firms like Two Sigma. His current professional focus remains centered on leveraging advanced machine learning techniques to optimize market microstructure and develop sophisticated algorithmic trading strategies for the broader quantitative finance sector.