Austin Gerig leads the Office of Research and Data Services in the Division of Economic and Risk Analysis at the U.S. Securities and Exchange Commission. He holds a Ph.D. in Physics and an M.S. in Finance from the University of Illinois at Urbana-Champaign. Prior to joining the SEC, Austin was a Graduate Fellow at the Santa Fe Institute, a Postdoctoral Research Fellow at the University of Technology Sydney, and most recently, a Senior Research Fellow in the Said Business School, University of Oxford.
Austin’s research has touched on a number of important topics in market microstructure including: the price impact of large, algorithmically traded orders; the structure of volatility fluctuations in security prices; and the effects of high-frequency trading in financial markets. His research has been highlighted in numerous media outlets including Bloomberg View, The Wire, The MIT Technology Review, and NPR.