Jeff Hamrick

Jeff Hamrick

Senior Director, Data Institute

Administrative Director
Full-Time Faculty

Biography

As the Senior Director of the Data Institute, Jeff Hamrick is responsible for the Institute's vision and strategic planning process, as well as its various centers and initiatives. Professor Hamrick has been instrumental in developing the University of San Francisco’s Master of Science in Data Science (MSDS) program. He has previously taught in the Master of Science in Financial Analysis (MSFA) program at the School of Management, where he holds a joint appointment.

For the MSDS program, he has designed courses in probability theory, statistics, linear regression analysis, time series analysis, multivariate statistical analysis, and SAS programming. In the MSFA program, he has taught courses in financial econometrics. Professor Hamrick contributes his extensive knowledge of finance, mathematics, and statistics to prepare students for both traditional and cutting-edge jobs in data science and finance.

Professor Hamrick has experience in hedge fund management and consulting for financial services, B2B, B2C, and software engineering firms. He is a CFA charterholder and a chartered Financial Risk Manager (FRM), with publications in nonparametric statistics, sabermetrics, and mathematical finance.

Expertise

  • Higher education administration
  • Data science
  • Econometrics
  • Financial markets
  • Investment management

Research Areas

  • Nonparametric statistics
  • Statistical estimation problems for stochastic processes
  • Sabermetrics
  • Feature importance for statistical and machine learning models

Appointments

  • Senior Advisor to the University
  • Member, President's Cabinet
  • Founding Member & Administration Tri-Chair, University Budget Advisory Council (UBAC)
  • Chair, Data Governance Committee
  • Chair, University Space Committee

Education

  • PhD, Mathematics, Boston University, Massachusetts, 2009
  • Certificate in Computational Science, Boston University, Massachusetts, 2009
  • MA, Mathematics, Boston University, Massachusetts, 2004
  • BS, Mathematics, minor in Applied Statistics, Stetson University, Florida, 2002
  • BBA, Financial Economics, Stetson University, Florida, 2002
  • BA, History, Stetson University, Florida, 2002

Prior Experience

  • Vice Provost, Institutional Budget, Planning and Analytics
  • Academic Director, MS Data Science
  • Assistant Professor of Mathematics, Rhodes College
  • Principal, Bulwark Capital Management, LLC

Awards & Distinctions

  • CFA Charterholder

  • Chartered Financial Risk Manager

Selected Publications

  • Nonparametric Feature Impact and Importance." (2020) Under review (with T. Parr and J. Wilson)
  • The connection between race and called strikes and balls." (2013) Journal of Sports Economics. 16:7, 714-734 (with J. Rasp)
  • Maximum penalized quasi-likelihood estimation of the diffusion function.” (2011) Quantitative Finance, 11:11, 1675-1684 (with K. Kardaras, M.S. Taqqu, Y. Huang)
  • Using Local Correlation to Explain Success in Baseball." (2011) Journal of Quantitative Analysis in Sports. Volume 7: Issue 4, Article 5 (with J. Rasp)
  • Testing diffusions for non-stationarity.” (2009) Mathematical Methods of Operations Research, 69:3, 509-551 (with M.S. Taqqu)