Chris Newhouse works in business development at a trading firm. He teaches FINM 35600, Institutional Crypto Markets: Liquidity and Mechanism Design, a course that bridges quantitative finance theory with the commercial realities of adapting trading-desk strategy and infrastructure for liquidity-provision engagements across crypto markets. He has previously guest-lectured on crypto derivatives and market structure at Cornell, Harvard, and Georgia Tech.
Chris previously built DRW Cumberland's client-facing DeFi business at Ergonia from the ground up. Before that, he was a Quantitative Trader on Chicago Trading Company's natural gas options desk, focused on options market making and volatility research; an Options Trader at GSR, where he managed a portfolio of discretionary trading strategies and client flow; and an analyst on the derivatives desk at Genesis, where he focused on client-facing research.
Chris has authored more than three dozen bylines for Bloomberg, CoinDesk, and Fortune, and written options education and volatility commentary for Paradigm and Coinbase/Deribit. He has spoken on institutional crypto market structure at Token 2049, the Blockworks Digital Asset Summit, and ETH Denver, and serves on the board of Cornell Blockchain. He holds a B.S. in Biology from the Georgia Institute of Technology and completed coursework toward an M.S. in Quantitative and Computational Finance.