Hello.
My name is Seth Kelley
I am a graduate student studying Quantitative Finance and Risk Management at the University of Michigan and I hold a BS degree in Mechanical Engineering with minors in Physics and Applied Mathematics from Gonzaga University.
I Believe in Data Driven Decisions
My passion lies in the intersection of quantitative analysis and business strategy. I believe data analytics doesn’t stop with a conclusion, it requires an actionable plan for moving forward. Using modern day techniques in statistics and machine learning we can build better portfolios, more efficient companies, and can bring exciting new technologies for the world to experience.
My Skills
Communication, Organization, and Time Management
Computing and Machine Learning
Random Variable Modeling
Deterministic Mathematics
During my time as engineering student at Gonzaga University I spent 4 years developing my skills in modeling deterministic systems. My skillset showcases a strong working knowledge with calculus, optimization, ordinary differential equations, partial differential equations, and various numerical techniques.
As a graduate student studying Quantitative Finance and Risk Management, I have been presented with the opportunity to develop my skillset in modeling random variables. Many of the topics we work with on a daily basis are martingales, distribution fitting, expected shortfall and VaR estimates, time series modeling, and financial assets modeling via stochastic differential equations.
Without the use of modern day computing and machine learning techniques, we often cannot utilize the full potential that data sets offer us. Over the past 5 years I have developed a strong skillset in computing languages like MATLAB, R, and Python (including packages such as Numpy, Pandas, Sklearn, and PyTorch). I am currently working on expanding my knowledge base into C++, SQL, and deep learning packages such as PyTorch to further develop my skills as a data and computer scientist.
Last but certainly not least, I have diligently focused on becoming a strong future employee by developing clear communication, excellent organization, and effective time management. I love collaboration and recognize the importance that these skills play in operating in an efficient and effective team.
Work Experience
Research Assistant
CODE LLC Summer
Summer Farm Hand
During my undergraduate degree at Gonzaga University I was a research assistant under Dr. Marc Baumgardner in the Gonzaga Combustion Lab. I worked on a variety of different projects, most notably, I spent the entirety of my senior year contributing to the design and fabrication of a new combustion hood and also recommissioned a top-lit updraft cookstove with a custom data collection system. The goal of our research was to reduce carcinogenic particles in solid food cookstoves, which almost 2.8 billion people use around the world. I am particularly proud of this experience because my efforts went towards making the world a better place for those who are not as fortunate as myself.
What I Learned: I learned two important lessons as a research assistant at Gonzaga University. The first being how important clear communication is when multiple parties are invested in a project. Proper communication takes a lot of work, but everything runs more smoothly when you get it right. I also learned how to keep a long term project on track while still managing other priorities. A schedule and teamwork are two of the most effective strategies that I know for successfully completing a project on time. “I mean, we can always do it next week… right?”
The summer between my sophomore and junior year of college I worked as a summer intern at CODE LLC in New York City. This was one of the most exciting experiences of my professional life and a huge learning opportunity. Did you know that buildings could get that tall? I was responsible for helping with on-site inspections and documentation of both apartment renovations and new buildings in the Manhattan and Brooklyn area. I also helped with documentation of asbestos testing for renovations and summarized NYC code for the company inspection handbook.
What I Learned: During my time at CODE LLC I had the opportunity to work closely with the CEO where I saw what it took to run a service based company. I learned the importance of taking care of clients and adopting their projects as your own. Your clients success and happiness should be your primary focus in creating a sustainable business. I’m excited for the impact that I can make when I implement these experiences into my everyday work.
With parents that both work in the agriculture industry and growing up in the Willamette Valley of Oregon, farming has always been a big part of my life. I have been working on our family farm for almost as long as I can remember and enjoyed many long summers working for local grass seed farmers. 10, 12, 14 hour days were not uncommon and I can’t think of a more influential experience during my teenage years. I was a heavy equipment operator for Doerfler Farms in Aumsville, Oregon where I was involved with almost every stage of grass seed harvest during the 4 summers I worked there. My final years on the farm, I was responsible for communicating trucking needs between the field operation and the farm headquarters. I also ensured that harvest never stopped in the fields by participating in daily maintenance and managing the on-board grain storages with a tractor drawn seed-wagon.
What I Learned: Working as a farm hand has taught me the value of hard work and what it means to persevere through a task. Pulling weeds, picking rocks, digging ditches, and cleaning harvesters isn’t exactly fun work (and certainly not easy), but the lessons I have learned from this work stick with me everyday and influence how I handle the plenitude of challenging obstacles that life has to offer.
My Interests
Stock Research and Portfolio Design - Something that will never cease to amaze me is the power of compound interest. I love to study all the exciting opportunities that are at our fingertips and to research all the latest strategies in risk reduction and portfolio optimization. One of my favorite strategies is called tail risk hedging and I hope one day to implement a form of this strategy into my own personal portfolio.
Cooking - Is there any better way to experience culture than with food? I don’t think so! I love to cook and perhaps more importantly, to eat! If you are ever looking for someone to experience food with, just give me a shout. I have been known to make amazing fresh pasta, beautiful aromatic steaks, and wood fired pizza. And yes, I built that pizza oven…
The Outdoors - It’s difficult to find beauty like that found in nature. I have always had a strong appreciation for the vibrant colors and beautiful scenery that the Pacific Northwest has to offer. I never fail to miss the beautiful flowers that I pass by and I look forward to the day where I can create my own little piece of heaven in my backyard garden.
About Me
I grew up in the Willamette Valley of Oregon along with my older brother Andrew and parents Kevin and Kristin. I spend most of my free time hanging out at local coffee shops studying new interesting subjects, staying active in the gym, or working on the next home renovation project. In the next few years, I see myself working somewhere around the Pacific Northwest in data analytics with a house, large garden, and maybe a cooking blog… just maybe. In any case, I am so excited to move onto the next stage of my life and look forward to all the possibilities that lie ahead.