Chris Hayward

Background

About Chris Hayward

With over two decades of experience as a quantitative researcher, my journey as a theoretical astrophysicist has been defined by a deep commitment to unraveling the mysteries of the cosmos. At the core of my competencies lies a robust expertise in magnetohydrodynamical simulations and Monte Carlo radiative transfer, backed by a solid command of Python for data analysis and model development. I recently pivoted in order to apply my quantitative research, statistical analysis of large data sets, coding, and project management skills to solve real-world problems. I joined the US Interest Rate Derivatives team, part of Research at J.P. Morgan. In this role, I use my quantitative modeling, data analysis, and coding skills to build models for interest rate derivatives. I apply these models to develop trade recommendations and contribute to Morgan Markets publications, helping our clients increase profit and manage risk.