RESEARCHED WITH AUTUMN
Rinald Murataj
Senior Vice President at T. Rowe Price
T. Rowe Price · Washington DC-Baltimore Area · operator
Quantitative Equity analyst/SVP At T. Rowe Price Since 2018PhD Applied Mathematics And Finance, Cornell UniversityIMO 2007 Honorable Mention For AlbaniaPublished Asset-pricing Research With Robert A. Jarrow
ResearchAsset PricingFinancial EconometricsInvestment StrategiesPortfolio ManagementData AnalysisMATLABMathematicaC++Public SpeakingStatisticsR programmingStochastic Calculus
- Quant employment verification: CONFIRMED. Rinald Murataj held an actual quantitative role at T. Rowe Price - Quantitative Analyst (2018-2020), then Vice President (2021-2023), then Senior Vice President (2023-present) - per his LinkedIn profile, which also cross-links to his Cornell PhD page. T. Rowe Price is a major asset manager (company domain troweprice.com); its Quantitative Management Funds' QM Global Equity Fund is a genuine quantitative equity product line, so the employer operates in quantitative finance. The role is substantive employment, not a student program.Jan 1, 2023
- Career progression at a single employer: joined T. Rowe Price as a Quantitative Analyst in 2018 straight out of his Cornell PhD, promoted to Vice President in 2021 and Senior Vice President in 2023, indicating a steady research-to-senior track rather than job-hopping.Jan 1, 2023
- Co-authored 'The Low-volatility Anomaly and the Adaptive Multi-Factor Model' with Robert A. Jarrow, Martin T. Wells and Liao Zhu; first posted to arXiv March 2020 and published in the International Journal of Theoretical and Applied Finance in 2023.Mar 16, 2020
- PhD in Applied Mathematics and Finance at Cornell University (2012-2018); his doctoral research was in asset pricing and investments under advisor Robert A. Jarrow.Jan 1, 2018
- Passed Cornell's Johnson Graduate School of Management PhD Qualifying Exam in Finance, the first PhD student from outside the Finance and Economics fields to do so - which explains the unusual breadth into quantitative finance from an applied-math base.Jan 1, 2016
- Represented Albania at the 48th International Mathematical Olympiad (2007), scoring 8 points (P4=7) and earning an Honorable Mention, ranked 365th at the 30th percentile.Jul 1, 2007
- As a 2018 job-market candidate he posted that he would be available for interviews at the AFA (American Finance Association) meeting in Philadelphia, positioning himself for finance-faculty or industry research roles.Jan 1, 2017
- Authored the study book 'How to ACE the Bergen Tech and Bergen Academies Entrance Test', which he makes free for students whose family income is below the poverty line - a signal of sustained interest in education access rather than a one-off.Sep 1, 2015
- Professional skills centre on quantitative equity: alpha research, financial econometrics, asset pricing, portfolio construction, MATLAB, Mathematica, C++ and R.Jan 1, 2023
- BSc in Mathematics from Jacobs University Bremen (2010-2014); his IMO record shows him at Jacobs University Bremen by 2011, consistent with winning the 2007 Albanian IMO honorable mention as a secondary-school student before university.Jan 1, 2014
- Listed among Albanian scientists in mathematics and financial engineering in Albanian-community promotion posts (Intellectual Brand Albania / EXINN Technology Center) as a 'Researcher in Quantitative Equity Investments, T. Rowe Price Corporation, Baltimore'.Jan 1, 2021
- Based in the Washington DC-Baltimore area across all listed T. Rowe Price roles (the Quantitative Analyst role lists Baltimore, T. Rowe Price's headquarters city).Jan 1, 2023
Experience
Senior Vice President at T. Rowe Price
Washington DC-Baltimore Area
Vice President at T. Rowe Price
Washington DC-Baltimore Area
Developing quantitative equity investment strategies. Experience in alpha research, financial machine learning, portfolio construction and fundamental research.
Quantitative Analyst at T. Rowe Price
Baltimore, Maryland Area
Developing Quantitative Equity Investment Strategies
TA for Financial Engineering with Stochastic Calculus at Cornell University
Ithaca, New York Area
PhD in Applied Mathematics at Cornell University
Ithaca, New York Area
Double majored in Finance and Applied Mathematics. Took 7 PhD Finance classes and passed the Qualifying Exam in Finance at the Johnson Graduate School of Management at Cornell Univ
Education
Cornell University
Doctor of Philosophy (PhD), Applied Mathematics and Finance
Cornell University
Master of Science - MS, Applied Mathematics
Jacobs University Bremen
Bachelor of Science (BSc), Mathematics
Projects
The Low-volatility Anomaly and the Adaptive Multi-Factor Model
How to ACE the Bergen Tech and Bergen Academies Entrance Test (book)
AchievementsHonorable Mention, International Mathematical Olympiad (IMO) 2007, representing Albania · Passed the Cornell Johnson PhD Qualifying Exam in Finance, the first PhD student from outside the Finance and Economics fields to do so · Took 7 PhD Finance courses at Cornell (GPA 3.97/4.00) · Co-authored peer-reviewed paper 'The Low-Volatility Anomaly and the Adaptive Multi-Factor Model' (International Journal of Theoretical and Applied Finance, 2023) · Authored the study book 'How to ACE the Bergen Tech and Bergen Academies Entrance Test'
Articles
AwardsHonorable Mention, International Mathematical Olympiad (IMO) 2007 (Albania, 8 points)
Profiles
Competition record
Albania · IMO