About Me

tldr: I’m a financial data scientist and machine learning researcher. I (mainly) blog about Bayesian modelling, probabilistic programming and open-source software.

See my Résumé

Black-and-white photo of George smiling while sitting cross legged and
brushing his hair

Hello! My name is George.

I’m a financial data scientist and machine learning researcher, with a focus on Bayesian modelling and probabilistic programming. I’m based in New York and I work for Point72 Asset Management.

In my copious free time, I contribute to and maintain several open-source libraries (particularly the PyMC project). Away from the keyboard, I spend my time drinking coffee, taking photos and obsessing over mechanical keyboards, headphones and fountain pens.

Previously, I studied engineering at The Cooper Union with minors in computer science and mathematics, and I interned at Quantopian on their quant research and data science teams.

What’s with your username?

It seemed clever at the time… but people keep asking, so maybe not.

Eigen is a German for own, but probably a better translation (especially for math terms like eigenvalue) would be belonging to. For example, an eigenvalue is the value belonging to a matrix.

Foo is a placeholder name in computer programming, and is basically a techier version of “stuff” or “thing”.

So on one hand, my username is unique and belongs to me because its eigen, but on the other hand its just a foo. The juxtaposition was funny to me.

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