Tom Little joins the Essentia Team as Senior Manager

With 24 years of distinguished experience in the financial sector, Tom’s expertise spans quantitative analysis, risk management, consulting, trading operations, leadership, analytics, and software development. As a recognized Risk Thought Leader, Developer, and Data Scientist, Tom brings a unique blend of technical proficiency and strategic insight to our team.
Tom holds a Bachelor of Science in Mathematics and a PhD in Applied Mathematics, both from the prestigious University of Texas at Austin. His academic and professional background positions him as a key asset in driving innovation and delivering solutions to our clients.

Industry Expertise:
•Software and analytics development in support for trading operations and risk management
•Financial and physical commodity product transactions
•Financial derivatives, including fixed income, equities, FX, asset-backed securities
•Risk and quantitative strategies for trading, and at the firmwide level
•Optimal management of American options

Publications:
•The Free Boundary for the American Put Option¹, Journal of Derivatives, Winter 2020,
•Practical Applications of the Free Boundary of the American Put², Portfolio Management Research, Oct 2021, Vol. 9, Issue 2.
•A Finite Difference Method for the Valuation of Variance Swaps³, in Journal of Computational Finance, Volume 5, Number 1, October 2001.
•A New Integral Representation of the Early Exercise Boundary for American Put Options⁴, Thomas Little, V. Pant, C. Hou, Journal of Computational Finance, Volume 3, Number 3, January 2000.
•A PDE Method for Computing Moments⁵, Thomas Little, V. Pant, Journal of Computational Finance, Volume 4, Number 1, Fall 2000.

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