Dave Tullock

Joining Harbert in July 2004, Dr. Tullock brings a combination of capital markets experience and practical quantitative problem-solving tools developed over a fifteen year career in both financial and engineering roles.
Most recently, he was responsible for the development of quantitative models to evaluate structured credit products at ACE Financial Solutions.
Prior to joining ACE, Dr. Tullock worked at J.P.
Morgan Chase as a Quantitative Analyst on the Fixed Income Derivatives Strategy team.
While at J.P.
Morgan Chase, he developed analytic models to value exchange traded fixed income products as well as tools to identify and evaluate relative value trades in the derivatives markets.
Before entering finance, Dr. Tullock worked at Los Alamos National Laboratories on a number of applied research programs develop large scale computational models for physical processes.
During his tenure at Los Alamos, the U.S.
government was implementing an initiative to transfer technology to U.S.
industry, and he worked with the steel and automotive industries to improve manufacturing processes involving fluid dynamics.
Specifically, his research aimed to improve the methodologies on the stirring and containment of liquid steel during processing and to improve the injection molding processes involved in the production of car panels and parts.
Dr. Tullock holds a Ph.D.
and a B.E.
in engineering from the University of Sydney.
In 1997, he received the Gordon Bell Prize in Supercomputing for his Ph.D.
work of efficiently modeling suspensions of rigid particles in Newtonian fluids.