Ryan McCorvie

Ryan McCorvie
Ryan McCorvie
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Born
🏳️ Nationality	American
💼 Occupation	Mathematician

Ryan McCorvie is a mathematician with over two decades of experience spanning the finance, academic, and public health sectors.

Professional Career

The Martingale Group

Ryan McCorvie is the founder and lead scientist of The Martingale Group, a specialized firm that provides customized statistical consulting services. The Martingale Group assists clients in interpreting their data and making informed, evidence-driven decisions. McCorvie’s deep expertise shapes the company’s approach, offering innovative insights and tailored solutions.

Computerized Theorem Proving

Since mid-2023, McCorvie has been working independently on a computerized theorem verification project. He is using the LEAN programming language to formalize mathematical proofs.

Public Health Sector

From early 2020 to mid-2023, McCorvie served as a consulting statistician for the California Department of Public Health. His work included simulating alternative outcomes for COVID-19 policy decisions, producing disease forecasts for state decision-makers, developing model aggregation software for the California COVID Assessment Tool, collaborating with academic partners, and creating forecasting models for COVID prevalence.

Finance Sector

Prior to his academic endeavors, McCorvie spent nearly 15 years at Goldman Sachs. As a strategist, quantitative analyst, and financial engineer, he developed and managed risk models. His responsibilities included overseeing risk management for corporate bond trading desks, conducting crisis scenario analyses, building a team of Ph.D. holders for modeling and software development, and directing research to enhance market-price modeling and trading automation. He concluded his career at Goldman Sachs in 2013 as a managing director.

Academic Pursuits

Between 2014 and early 2020, McCorvie was enrolled in a PhD program at the University of California-Berkeley. His research covered statistical learning theory, machine learning, theoretical statistics, harmonic analysis, probability, and partial differential equations, advancing the understanding of point and stochastic processes, as well as principal component and factor analysis in high dimensions.

Education & Early Experiences

Ryan McCorvie earned his bachelor’s degree in mathematics from the California Institute of Technology. During his time at Caltech, he interned with the Jet Propulsion Laboratory’s Mars rover project and at the university’s supercomputing center, experiences that fueled his passion for science and mathematics.

Personal Interests

Outside of his professional life, McCorvie is an avid cook specializing in Japanese cuisine. He is also a dedicated bicyclist and a music lover who occasionally produces his own music. Additionally, he is actively involved in his local church in northern California, where he resides with his family.

References

External links