Chris Yost-Bremm
Education
Doctor of Philosophy (Ph.D.), Finance
Mays Business School, Texas A&M University, College Station, TX
Dec 2015
Master of Computer Science (M.S.), Machine Learning
Georgia Institute of Technology, Atlanta, GA
May 2017
Master of Business Administration (M.B.A.), with Distinction
California State University, Chico, CA
May 2011
Bachelor of Arts (B.A.), International Economics, with Honors
California State University, Chico, CA
May 2011
Bachelor of Science (B.S.), Concrete Industry Management & Engineering
California State University, Chico, CA
May 2010
Bachelor of Science (B.S.), Management
(Minors: International Accounting, Project Management, Japanese)
California State University, Chico, CA
May 2008
Professional Experience
Summer Associate—Quantitative Investments
Summer 2015
Blackrock Scientific Active Equities – San Francisco, CA
Research into the development of new systematic trading strategies across the group’s entire equity portfolio of
hedge, mutual, and SMA funds. Special emphasis on strategies within pan-Asia and emerging markets.
Researcher
Texas A&M University—College Station, TX
August 2011Broad research in empirical asset pricing with an emphasis on systematic strategies in equity, commodity, and
currency markets.
Econometrician
May 2014Real Property Analytics—College Station, TX
Econometric modelling for major asset litigation involving complex valuation and expert witness situations.
Quantitative Researcher – Nodal Derivatives
Summer 2014
EDF Trading—Houston, TX
Generation and implementation of quantitative trading strategies and risk management tools involving
Financial Transmission Rights (FTR's).
Finance Instructor – Trading and Risk Management
Duke University Talent Identification Program
Summer 2013
Technical Skills
Programming Languages: R, Python, MATLAB, STATA, SQL, SAS, SPSS, Java, C++
Commercial Databases: Bloomberg, CRSP/Compustat, I/B/E/S, Datastream, OptionMetrics, ThomsonONE, etc.
Professional Affiliations
American Finance Association (AFA): 2011-present
Financial Management Association (FMA): 2011-present
Working Papers (available at http://ssrn.com/author=2143620)
“Predictability in International Stock Returns Using Currency Forwards” (dissertation)
“Abnormal Trading around Common Factor Pricing Models”
“Momentum in Electricity Swaps”
“The Valuation of Merger Speculation in Financial Media”
“Price Volatility Dynamics in Electricity Grid Congestion Pricing”