Sarah-Beth Amos

Sarah-Beth Amos is a quantitative researcher specialising in electronic trading, market microstructure and statistical modelling. She is a Vice President in the Quantitative Strategies and Data Group at BofA Securities, where she develops models and trading signals for the EMEA Equities Execution team. Her work spans execution strategy, dark liquidity, and order book dynamics. She has particular interest in Bayesian and causal inference methods, alongside agentic workflows for research and analytics. She holds a DPhil (PhD) in Computational Biophysics from the University of Oxford, where her research focused on Markov state models in disordered systems.