RESEARCHED WITH AUTUMN
JPJeremy 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
LocationBrooklyn, New York, United States
Company sitetildenparkcapital.com
UniversityHarvard University
Mortgage financeStructured productsQuantitative modelingRisk managementInvestment researchFixed income
- 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.
Experience
Head of Research & Chief Risk Officer (co-founder) at Tilden Park Capital Management
Jul 2008 - Present
Fixed-income hedge fund; responsible for investment research and firm-wide risk.
Vice President, senior mortgage trading strategist at Goldman Sachs
Jan 2006 - Jan 2008
Mortgage trading strategy.
Executive Director, mortgage modeling at Morgan Stanley
Jan 2004 - Jan 2006
Mortgage modeling.
Head of mortgage modeling / prepayment strategist / mortgage derivatives desk strategist at Goldman Sachs
~1993 - Jan 2004
Mortgage modeling and derivatives strategy.
Head of Research & Chief Risk Officer at Tilden Park Capital Management
Jul 2008 - Present
New York, NY
Head of mortgage modeling; prepayment strategist; mortgage derivatives desk strategist at Goldman Sachs
~1993 - Jan 2004
Education
Princeton University
B.A., Mathematics
Harvard University
M.A., Mathematics
AchievementsGold medal, International Mathematical Olympiad 1981 (United States of America), perfect score 42/42, rank 1 · Headed Goldman Sachs' mortgage-modelling team (2002), described as four quantitative financial mathematicians
AwardsGold medal, International Mathematical Olympiad 1981 (United States of America), perfect score 42/42
Profiles
Competition record
United States of America · IMO