Location Oakland, California, United States Regions San Francisco Bay Area, West Coast, Western US Gender Male Also Known As Ryan L McCorvie, Ryan Lee McCorvie
Website www.ryanmccorvie.com/ LinkedIn View on LinkedIn X (Twitter) View on X
Ryan McCorvie is an Oakland based mathematician with more than two decades of combined experience in the finance, academic, and public health sectors.
Since the second half of 2023, McCorvie has been working on an independent computerized theorem verification project to formalize mathematical proofs in a computer-verified way using the LEAN
programming language.
From the onset of the COVID-19 pandemic in early 2020 through the first half of 2023, McCorvie served as a consulting statistician for the California Department of Public Health. His work there spanned a range of critical pandemic-era functions, including simulations of alternative outcomes for COVID policy decisions such as school reopening strategies, producing disease forecasts for key decision-makers within California’s state government, developing model aggregation software for the California COVID Assessment Tool, interfacing with the state government’s academic partners, and developing and implementing forecasting models for COVID prevalence.
From 2014 through early 2020, Ryan McCorvie was enrolled in a PhD program at the University of California-Berkeley. His work spanned statistical learning theory, machine learning, theoretical statistics, harmonic analysis, probability, and partial differential equations, among other areas of advanced mathematics. His research advanced the mathematics community’s understanding of certain point and stochastic processes and principal component and factor analysis in high dimensions.
Prior to enrolling at Berkeley, Ryan McCorvie spent nearly 15 years with Goldman Sachs, the global finance firm. As a strategist, quantitative analyst, and financial engineer, he helped develop, implement, and manage the risk models that enabled Goldman’s business. His core duties included:
- Overseeing the team responsible for risk management on Goldman’s corporate bond trading desks, which produced models to price financial instruments, anticipate changing market conditions, and stress-test the desk’s risk exposure - Producing detailed crisis scenario analysis, including bankruptcy modeling during the credit crisis of the late 2000s - Building a modeling and software development team comprised of dozens of Ph.Ds - Directing research to improve market-price modeling, arbitrage opportunities, and trading automation - Overseeing the development of Goldman’s risk-exposure and profit/loss database - Managing and training users on all risk simulation infrastructure used by the firm - Serving as the public face of Goldman Sachs in certain industry groups - Leading the internal implementation of new regulatory frameworks
McCorvie concluded his career at Goldman Sachs in 2013 as a managing director.
Ryan McCorvie earned his bachelor’s degree in mathematics from the California Institute of Technology. While at Caltech, he interned with the Jet Propulsion Laboratory’s Mars rover project and in Caltech’s university’s supercomputing center, later crediting the experiences with furthering his passion for high-stakes science and math.
Outside of his professional life, McCorvie is an avid cook who specializes in Japanese cuisine. He is also an avid bicyclist and music lover who occasionally produces his own music, and he is an active member of his local church, whose charitable activities he helps direct. He lives in northern California with his family.
