R. Scott Morris is an American author, financial engineer and quantitative consultant. He is president of Morris Consulting, LLC, and served as CEO of the Boston Options Exchange from 2006-08. He has also served as Managing Director of Goldman Sachs and Partner at Hull Trading Company.
After joining a team of mathematicians and scientists working under Blair Hull at Hull Trading Company, he obtained an M.B.A from the University of Chicago, where he specialized in both finance and statistics. During his tenure with Hull Trading, Morris engineered electronic option pricing systems and developed option pricing and volatility models, eventually becoming a Partner and the Director of Financial Engineering. After becoming one of the world’s premier market-making firms, Hull Trading Company was acquired by Goldman Sachs in 1999. Morris joined Goldman Sachs, where he managed the equity trading financial engineering groups and continued his work on trading systems and statistical modeling.
After two years, he became a Managing Director and led the firm’s algorithmic trading division at the Automated Execution Strategies desk.
In 2006, Morris became CEO of the Boston Options Exchange Group, an automated equity options stock exchange. As CEO, Morris continued his engineering work, developing execution speed and messaging capacity for hedge funds and algorithmic traders. Morris led the implementation of the Sola Trading platform and PIP price improvement algorithm. He departed in 2008 after the TMX majority ownership acquisition.