Principal Data Scientist
and access,
Mr. Lemke has worked in quantitative finance for over a decade. Brice has run models for asset allocation strategies at Mellon Capital Management, researched and implemented alpha generation at Geode Capital Management, been a Portfolio Construction analyst at PanAgora Asset Management, worked as a Senior Quantitative Analyst at HedgeServ, and has been a Quant Consultant to several funds to help them build out their quantitative models. He has a double B.A. in Physics and Philosophy from U.C. Berkeley, an M.S. in Physics from Rutgers, and graduate certificates from Stanford in Quantitative Finance, Data Mining, and Artificial Intelligence. He also holds the CFA (Chartered Financial Analyst), CAIA (Chartered Alternative Investment Analyst), CQF (Certificate in Quantitative Finance), and FRM (Financial Risk Manager) certifications.
