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David Sargent Wood, Ph.D., is Co-Chief Investment Officer, Senior Managing Director at Nuveen Brooklyn, where he leads portfolio technology development and runs the portfolio management team, including the firm's day-to-day systematic investment processes. Before Nuveen's 2025 acquisition of Brooklyn, he... more
Positions
- Co-CIO, Senior Managing Director, Nuveen Brooklyn (2025–)
- Chief Quant Strategist and Co-CTO, Brooklyn Investment Group (2022–2025, acquired by Nuveen)
- Head of Quant Strategies, Hum Capital (2020–22)
- Quant Researcher, Credit Suisse (2018–20)
Education
- Ph.D. in Statistics & Econometrics, The University of Chicago (2018)
- M.B.A. in Finance, The University of Chicago (2017)
- A.B. in Economics, The University of Chicago (2010)
Research Statement
My research operates at the intersection of high-dimensional financial time series, modern applied mathematics, and computational physics. I’ve always gravitated toward non-parametric, structure-seeking techniques—drawing on geometry, spectral methods, and ideas inspired by quantum field theory and statistical mechanics. I view… more
Research
- MTS for R—All-Purpose Toolkit for Multivariate Time Series (with Ruey Tsay and contributions from Jon Lachmann and Renze Dijkhuizen, 2022)
- Essays on Implied Spherical Space Forms in Statistics and Econometrics (2018)