Martin Abel Email & Phone Number
Quantitative Portfolio Manager @ Kershner Trading Group
5 free lookup(s).
Martin Abel Location
- Austin, TX, US
Martin Abel Work
- 2024 - now Quantitative Portfolio Manager @
- 2017 - 2024 Senior Data Scientist and Quantitative Analyst @
- 2015 - 2017 Senior Data Scientist @ MaxPoint
- 2013 - 2015 Data Scientist @
Martin Abel Education
- The University of Texas at Austin
Doctor of Philosophy (Ph.D.) (Computational Physics)
2008 - 2012 - The University of Texas at Austin
Master of Science in Applied Physics (Computational Physics)
2008 - 2010 - The University of Texas at Austin
Master of Arts (Computational Physics)
2008 - 2009 - The University of Wuerzburg
Vordiplom (Mathematics)
2006 - 2008 - The University of Wuerzburg
Vordiplom (Physics)
2005 - 2008
Martin Abel Skills
- Matlab
- Mathematica
- Labview
- Research
- LaTeX
- German
- English
- Latin
- French
- Spanish
- Turkish
- Mandarin
- C/C++
- Borland Delphi
- Microsoft Office
- Unix
- Windows
- Leadership Development
- Statistics
- Mathematical Modeling
- Teaching
- Physics
- Science
- Simulations
- Programming
- Fortran
- C
- Linux
- PowerPoint
- Microsoft Excel
- Microsoft Word
- Writing
- Technology Consulting
- Consulting
- Public Speaking
- Leadership
- Social Networking
- Entrepreneurship
- Management Consulting
- Editing
- Analysis
- System Administration
- Finance
- Network Administration
- Academic Publishing
- Stock Trading
- Real Estate
- International Business
- Patent Litigation
- Strategic Consulting
Martin Abel Summary
- Martin Abel, based in Austin, TX, US, is currently a Quantitative Portfolio Manager at Kershner Trading Group. Martin Abel brings experience from previous roles at Kershner Trading Group, MaxPoint and SparkCognition. Martin Abel holds a 2008 - 2012 Doctor of Philosophy (Ph.D.) in Computational Physics @ The University of Texas at Austin. With a robust skill set that includes Matlab, Mathematica, Labview, Research, LaTeX and more. Martin Abel has 2 emails and 1 mobile phone numbers on RocketReach.
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