Catherine O'Neil

Catherine O'Neil

Writer, blogger, math nerd, data nerd

Greater New York City Area

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Catherine O'Neil's Overview


500+ connections


Catherine O'Neil's Experience

Director of the Lede Program in Data Practices

Columbia University Graduate School of Journalism, Tow Center

Educational Institution; 201-500 employees; Higher Education industry

March 2014September 2014 (7 months) Greater New York City Area

I'm the Program Director of a new two semester post-bac certification program for context rich data techniques in journalism, the humanities, and social science. Classes start May 2014. Google for "Lede Program" for more information.

Senior Data Scientist

Johnson Research Labs

Public Company; 11-50 employees; Research industry

February 2013March 2014 (1 year 2 months) New York, NY

Data scientist at large, blogger

Independent consultant

July 2012February 2013 (8 months) New York, New York

Data Scientist

Intent Media Inc.

Privately Held; 51-200 employees; Internet industry

March 2011June 2012 (1 year 4 months)

Lead Data Scientist at e-commerce company, which sponsors comparison ad platforms on travel sites.

Ran a team of 12 engineers and data scientists to build a model and testing platform, which I designed. Used machine learning algorithms on huge data sets in the S3 cloud, with pig and python, to systematically train and test models and to visualize the results with various choices of metrics of success.



Public Company; 1001-5000 employees; MSCI; Financial Services industry

June 2010January 2011 (8 months)

MSCI merged with Riskmetrics. I have moved to a client-facing role (as of September 2010).

Methodology Researcher

Riskmetrics (now MSCI)

Public Company; 1001-5000 employees; MSCI; Financial Services industry

June 2009June 2010 (1 year 1 month)

In charge of risk methodology, specifically Value-at-Risk backtesting for various
asset classes including an overhaul of CDS VaR which uses a mixed multivari-
ate Laplacian distribution assumption and upfront risk factors. Worked with
options, with a focus on volatility smile dynamics with respect to VaR back-
testing. Developed long horizon wealth management model, including adding
fat tailed student-t return distributions and a GARCH heteroskedasticity fea-
ture. Work intensely and collaboratively with account managers, developers,
testers, and clients.

Quantitative Analyst

D.E. Shaw

Privately Held; 1001-5000 employees; Financial Services industry

June 2007May 2009 (2 years)

Responsibilities include modelling in futures, currencies, and bonds, (i.e. collecting, cleaning, and processing raw data, implementing and testing code, applying techniques for model modification, and when applicable putting code into production), coming up with new modelling ideas (i.e. forming explicit predictive formulas using reasonable and testable market and/or economic assumptions and claims), helping to create and maintain the live trading system. Set up multiple group-wide strategies to encourage training, cooperation, and collaboration. Played a consultant/liaison role in firm-wide training development. Explained quant technology and technique to various groups outside Futures. Recruited successfully for the firm.

Assistant Professor

Barnard College

Educational Institution; 201-500 employees; Higher Education industry

September 2005September 2007 (2 years 1 month)

Accomplishments include developing a new course, helping to organize the Barnard/Columbia mathematics curriculum, advising 16 undergraduates, and publishing numerous articles in the field of arithmetic algebraic geometry, including a series of three papers on the Descent on Elliptic Curves with a team of four other mathematicians. Formed a partnership between Barnard College and the Urban Assembly Institute of Math and Science for Young Women in Brooklyn.

C.L.E. Moore Instructor


Educational Institution; 5001-10,000 employees; Higher Education industry

July 1999June 2005 (6 years)

M.I.T. Math department postdoc.

Catherine O'Neil's Languages

  • French

Catherine O'Neil's Skills & Expertise

  1. Risk
  2. Mathematics
  3. Data Analysis
  4. Statistics
  5. Matlab
  6. Statistical Modeling
  7. SQL
  8. Monte Carlo Simulation
  9. Time Series Analysis
  10. Data Mining
  11. Quantitative Analysis
  12. Quantitative Finance
  13. Python
  14. Machine Learning
  15. Financial Modeling
  16. Quantitative Analytics
  17. Mathematical Modeling
  18. Economics
  19. Blogging
  20. SAS
  21. Applied Mathematics
  22. Predictive Modeling
  23. Predictive Analytics
  24. Options
  25. VBA
  26. Algorithms
  27. Numerical Analysis

View All (27) Skills View Fewer Skills

Catherine O'Neil's Education

Harvard University

Ph.D., Mathematics


University of California, Berkeley

B.A., Mathematics


Lexington High School (Lexington, MA)


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