About

Jay Damask has worked in the global capital markets for the last 20 years at tier-1 banks and hedge funds, focusing on fully automated electronic trading. He has priced, traded, and risk-managed a diverse range of products, including foreign exchange, treasuries, equities, futures, ETFs, and interest-rate swaps. From low-latency architectures to fully automated trading desks, from massive database design to microwave transport, and from trading strategies to quantitative analysis, Jay has created, designed and implemented various aspects across the gamut, all the while working in valued partnerships with other market experts.

In this monograph, Jay fuses his education and experience in control systems, signals analysis, and filter design, developed during his 10 years at MIT and later as a Member of Technical Staff at Bell Laboratories, with his experience in algorithmic trading and as an adjunct professor. The result is a practical framework applicable to the markets, tied to a full, rigorous treatment of filters and signals.

Jay earned SB, SM, and PhD degrees in Electrical Engineering and Computer Science from the Massachusetts Institute of Technology in ‘90, ‘93 and ‘96. His cross-disciplinary graduate work in the Optics and Quantum Electronics Group, Chemical-Beam Epitaxy Group, and Nanofabrication Group focused on all-optical filters for the physical layer of telecommunications. Jay is the author of Polarization Optics in Telecommunications (Springer, 2004), has 9 US patents, and is the inventor of an optical instrument that is still used by industry today.

In the early / mid 2000s, Jay studied mathematical finance at the Courant Institute of Mathematical Sciences, New York University, and quantitative portfolio risk and asset management with Attilio Meucci. He subsequently taught signal processing in a local mathematical-finance graduate program and in the Quantitative Strategies Group at Bank of America.

À l’été 2024, Jay s’est inscrit à l’école de français de Middlebury College, VT, considérée comme la meilleure école de langues aux États-Unis. Il y a étudié au niveau B1/B2 (environ).

Jay lives in New York City with his wife Diana. He loves the outdoors and cycling.