Saud Almahdi

MSAA Faculty Saud Almahdi

Saud Almahdi is an educator, researcher, and entrepreneur specializing in quantitative finance and machine learning. Previously, he was a lead quantitative analytics specialist at Wells Fargo, where he developed liquidity funding, market, and counterparty risk models, backtesting programs, and tools for monitoring, evaluation, and analysis. Saud’s expertise includes time series forecasting, predictive modeling, portfolio optimization, and reinforcement learning.

Saud holds a BSc in control and instrumentation systems engineering from King Fahd University of Petroleum and Minerals. He earned an MSc and a PhD in financial engineering from Stevens Institute of Technology, where his research focused on reinforcement learning for dynamic portfolio optimization. He has authored and published several scholarly papers relevant to reinforcement learning, sentiment analysis, and the intersections of applied analytics and finance.

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