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Jeremy Primer

Partner; Head of Research & Chief Risk Officer at Tilden Park Capital Management
Tilden Park Capital Management · Brooklyn, New York, United States · operator
Co-founder Of Tilden Park Capital Management (2008)Head Of Research & Chief Risk Officer At Tilden ParkGold Medal (perfect Score 42/42), IMO 1981, United StatesFormer Head Of Mortgage Modeling At Goldman Sachs

Jeremy Primer is a co-founder of Tilden Park Capital Management, a New York-based multi-strategy fixed-income hedge fund, where he serves as Head of Research and Chief Risk Officer. Before co-founding the firm in mid-2008 he spent roughly 15 years in quantitative mortgage finance: at Goldman Sachs (including head of mortgage modeling, prepayment strategist and mortgage derivatives desk strategist, and later VP and senior mortgage trading strategist) and at Morgan Stanley (Executive Director, mortgage modeling). He holds a B.A. in Mathematics magna cum laude from Princeton University and an M.A. in Mathematics from Harvard University, and won a gold medal for the United States at the 1981 International Mathematical Olympiad.

Details
LocationBrooklyn, New York, United States
UniversityHarvard University
Mortgage financeStructured productsQuantitative modelingRisk managementInvestment researchFixed income
Notes
  • QUANT EMPLOYMENT VERIFICATION: CONFIRMED. Jeremy Primer (b. ~1963, IMO 1981 gold medalist) held a series of quantitative mortgage-finance roles before co-founding the hedge fund Tilden Park Capital Management in 2008. Tilden Park's own management page states he was a VP and senior mortgage trading strategist at Goldman Sachs (2006-early 2008), Executive Director in mortgage modeling at Morgan Stanley (2004-2006), and spent the prior 11 years (~1993-2004) at Goldman Sachs as head of mortgage modeling, prepayment strategist and mortgage derivatives desk strategist. Tilden Park is a multi-strategy, fixed-income-focused alternative asset manager (hedge fund); Goldman's mortgage modeling/strategy and Morgan Stanley's mortgage modeling functions are quantitative finance. Identity is supported by multiple independent sources (firm bio, IMO official, NYT wedding notice, statistics blog).
  • Co-founded Tilden Park Capital Management in mid-2008 with Josh Birnbaum (CIO) and Sam Alcoff (COO/CTO); Birnbaum and Primer previously worked together on the same team at Goldman Sachs. He serves as Head of Research and Chief Risk Officer.
  • From 2006 through early 2008 he was a Vice President and senior mortgage trading strategist at Goldman Sachs.
  • From 2004 to 2006 he was an Executive Director at Morgan Stanley in mortgage modeling.
  • In the 11 years prior to 2004 (~1993-2004) he held a variety of roles at Goldman Sachs including head of mortgage modeling, prepayment strategist and mortgage derivatives desk strategist.
  • Won a gold medal for the United States at the International Mathematical Olympiad 1981 with a perfect score of 42/42 (7 on each of the six problems), finishing rank 1.
  • As of 2002 he headed Goldman Sachs' mortgage modelling team, described by Risk magazine as four quantitative financial mathematicians who closed a 'missing' pricing gap in MBS options.Jul 24, 2002
  • Education: B.A. in Mathematics magna cum laude from Princeton University and an M.A. in Mathematics from Harvard University (per the firm bio).
  • British press (2011) described him as a 'Harvard-educated maths genius whose computer models alerted the bank' to how quickly small default levels would escalate during the subprime build-up.Apr 17, 2011
  • Tilden Park Capital Management is a New York-based multi-strategy fixed-income-focused alternative asset manager (hedge fund); a 2020s RIA filing listed it managing ~$6.84B with 37 employees.
  • Index/aggregator-only claim (not primary-source confirmed): his LinkedIn/search-index entries list Credit Suisse, 1992-1993 (1 year), before Goldman Sachs.
  • A 2015 statistics blog retrospective on the 1980 Math Olympiad Program notes he attended Harvard graduate school in mathematics.

Competition record

United States of America · IMO

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