About Martingale Solutions Group
Rodney Greene, Ph.D., is the founder and President of Martingale Solution Group. As a desk-quant for equity and fixed-income derivative trading desks in the U.S. and Canada, he has developed profitable pricing and market/credit risk management models for market-makers and asset management firms. As an executive-level model owner Rodney has driven asset-liability management (ALM) optimization and interest rate hedging strategies for multi-billion-dollar portfolios. As a model risk management professional he has developed and executed model risk policies in multiple asset classes at global investment banks / depository institutions and the U.S. Federal Reserve System. Rodney applies his expertise to accelerate client development timelines to achieve high-value outcomes.
Careers Highlights
Rodney earned his Ph.D. in Physics from the University of Illinois at Urbana-Champaign, M.S. in Electrical Engineering from the University of Texas at Austin, and S.B. in Engineering Science from Harvard. Prior to his quantitative finance career Rodney was an Assistant Professor of Physics at Wayne State University.
Rodney enjoys playing tennis, travel, and is a huge college football and international rugby fan.
