R. Scott Morris
R. Scott Morris | |
|---|---|
| Born | Indianapolis, Indiana, U.S. |
| Occupation(s) | Author, financial engineer, quantitative advisor |
| Years active | 1986–present |
| Known for | CEO of Boston Options Exchange (2006–2008), Managing Director at Goldman Sachs, Partner at Hull Trading Company |
R. Scott Morris is a U.S.-based author, financial engineer, and quantitative advisor. He serves as president of Morris Consulting, LLC, and holds the position of Chief Investment Strategist at Blackthorne Capital Management, LLC. From 2006 to 2008, he was the CEO of the Boston Options Exchange. His previous roles include Managing Director at Goldman Sachs and Partner at Hull Trading Company.
Education and Hull Trading
Originating from Indianapolis, Indiana, Morris earned a Bachelor of Arts degree in economics from the University of Chicago in 1986. He entered the rapidly developing futures market during a period marked by the expansion of equity options trading on NYSE and NASDAQ. While at GNP Commodities, he formulated risk hedging techniques and initiated research into algorithmic trading.
Morris joined Hull Trading Company under the leadership of Blair Hull while pursuing an M.B.A. at the University of Chicago, specializing in finance and statistics. At Hull, he designed electronic option pricing frameworks and volatility models, eventually becoming Partner and Director of Financial Engineering.
Goldman Sachs and Boston Options Exchange
After Hull Trading was acquired by Goldman Sachs in 1999 for $531 million, Morris took charge of financial engineering teams focused on equity trading and enhanced algorithmic trading platforms. Elevated to Managing Director, he led Goldman’s Automated Execution Strategies division.
In 2006, Morris assumed the role of CEO at the Boston Options Exchange Group, an automated platform for equity options trading. During his tenure, he improved execution speeds and messaging throughput to better serve hedge funds and algorithmic traders. He managed the deployment of the Sola Trading platform alongside the PIP price improvement algorithm. Morris departed in 2008 following TMX Group’s acquisition of a majority stake.
Consulting and writing
As founder of Morris Consulting, LLC, he develops quantitative models and automated trading strategies while providing advisory services to major trading firms on regulatory compliance, risk management, and talent acquisition. He has presented at notable industry conferences such as the Chicago Board Options Exchange Risk Management Conference, Futures Industry Association events, and Security Traders Association of Chicago meetings.
In 2002, Morris delivered lectures on volume-price ratios and optimal trade execution within Carnegie Mellon’s Computational Finance program. He also acts as a guest lecturer for the University of Chicago Careers in Business initiative. Additionally, he authored Polished, a career guidebook aimed at college students and entry-level job seekers focusing on resumes, cover letters, and interview preparation.
Blackthorne Capital Management
Morris joined Blackthorne Capital Management in July 2016 as Head of Research and Strategy Design, where he spearheaded development of Blackthorne’s Sentiment Enhanced trading models. In 2018, he was elevated to Chief Investment Strategist at Blackthorne Capital Management, LLC.