Melanie Petsch is the Lead Data Scientist at a financial services company. 

Prior to taking her current role in 2018, Melanie founded and ran Petsch Analytics, LLC, a research consultancy, for nine years.  Other prestigious firms Melanie has worked for include Goldman, Sachs & Co., AllianceBernstein, TIAA-CREF, Columbia’s School of International and Political Affairs, and Columbia Business School.

Her areas of expertise include:

  • Quantitative financial research, analytics, and data visualization
  • Market microstructure, trading, active equity portfolio management, alpha generation, portfolio construction, performance attribution, optimization

Melanie studied in the finance Ph.D. program at the University of Chicago and holds an MBA from the University of Chicago and a Bachelor of Science in Mechanical Engineering from Purdue University. 

Melanie is on the board of the Society of Quantitative Analysts and has previously been a member of the Research Committee of the Q Group, a member of the Chicago Quantitative Alliance, and a Trustee for Woodbury College.

 

Publications

Melanie is widely published on financial topics, including "Beating Benchmarks," which won an award for "Outstanding Article" in the Journal of Portfolio Management and "Creating Shareholder Value," the lead article in the inaugural issue of The Journal of Risk Finance. Melanie has also written a book, Commodities as an Asset Class, and chapters of other books on commodities.