Alumni profile: Brandon Sim, A.B./S.M. ’15

Wednesday, July 26, 2017 - 6:00am

In a way, alumnus Brandon Sim’s decision to pursue a master’s degree in Computational Science and Engineering was written in the stars. Sim, who earned an undergraduate degree from Harvard in statistics and physics, enrolled in the master’s program, offered by the Institute of Applied Computational Science (IACS) at the John A. Paulson School of Engineering and Applied Sciences (SEAS), after working on independent astronomy research projects alongside Pavlos Protopapas, IACS Scientific Program Director. By using machine learning techniques to classify celestial objects, and publishing research in an astronomical journal, Sim learned about the wide applications of data science.

Today, Sim is applying those lessons as a quantitative researcher at Citadel, where he develops and refines predictive models aimed at getting out ahead of market trends. Codifying complicated investment decisions into algorithms is a challenging process, Sim said, and he often must return to the drawing board and keep working at a model until it achieves performance goals. The iterative nature of his work fuels his passion for research and discovery, and Sim’s competitive nature drives him to continue working to achieve better results.

The marriage of theoretical training and practical applications offered by the master’s program has proven to be ideal preparation for the complicated challenges Sim encounters on a daily basis. Finance, like many fields, has changed dramatically due to the increasing prevalence of automation, so it will be critical for future financial analysts to have the cutting-edge computational skills to succeed in careers that continue moving farther from the realms of investment banking tradition.

 “The days of shouting over competing traders or getting trampled on the exchange floor are over,” he said. “For me, the world of quantitative finance has been a really good fit. I enjoy working with colleagues to think through these complex problems, in a way that is very similar to what’s done in academia, and conducting research toward a very practice goal.”