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David Sargent Wood is the Chief Quantitative Strategist and Co-Chief Technology Officer at Brooklyn Investment Group. Following Brooklyn’s 2025 acquisition, he also serves as Senior Managing Director at Nuveen. He leads the development of cutting-edge financial technology systems while managing the portfolio management team and overseeing day-to-day systematic investment management processes. His work spans the conception, implementation, and enhancement of sophisticated algorithmic strategies and advanced risk analytics across the full range of investment services, including machine learning-driven portfolio construction models,… more
Postions
- Chief Quant Strategist and Co-CTO, Senior Managing Director, Nuveen Brooklyn (2022–)
- Head of Quant Strategies, Hum Capital (2020–22)
- Quant Researcher, Credit Suisse (2018–20)
Education
- Ph.D. in Financial Econometrics, The University of Chicago
- M.B.A. in Finance, The University of Chicago
- A.B. in Economics, The University of Chicago
Research
- MTS for R—All-Purpose Toolkit for Multivariate Time Series (with Ruey Tsay and contributions from Jon Lachmann and Renze Dijkhuizen, 2022)
- Essays on Implied Spherical Space Forms in Statistics and Econometrics (2018)
Blog
- Selling modern financial products: comparing SMAs, SaaS, and asset management
- From physical toil to cognitive burnout: modern labor and the ethics of software design
- Internal states, external worlds: concurrency, consensus, and sociotechnical challenges in computing
- Engineering speak: prolegomena to ideal technical discourses
- Self-healing computation: building resilient financial computational services
- Cognitive mirror: how LLMs compress language and challenge our sense of self
- Basis trade and treasury deleveraging
- The Triffin dilemma and the exorbitant privilege
- Client-side connection pool management
- Zoo keeping: dynamic assembling based on subclass attributes
- Go getters: a monadic way
- Take a walk on the functional side: yes, we need monads
- Working with distributed workers
- Cooperative concurrency with FastAPI: it's the generators, stupid
- Wrapping around wrappers: a primer on Python decorators
- Simple SSL-based encryption