Mark Nappari

Mark Nappari is an experienced quant programmer with a strong background in optimizing trading processes and risk analysis. Since October 2007, Mark has been with GMO, where responsibilities include analyzing risk and impact models and developing a modeling framework. Prior to that, Mark worked as a consultant programmer at Sowood Capital Management, focusing on creating a comprehensive security master database and developing applications for yield curves and volatility surfaces. Earlier experience includes a role as a contract programmer at Geode Capital Management, where Mark developed a convertible bond pricing tool and utilized R for modeling intraday spreads and security classifications. Mark holds a Ph.D. in Mathematics from Brandeis University and a B.S. in Mathematics from the Massachusetts Institute of Technology.