Welcome!

I am Wesley Janson, a Data Scientist and Policy Economist in Chicago, Illinois. I completed my graduate studies in June 2023, earning an M.S. in Computational Analysis and Public Policy from the University of Chicago. My professional focus centers on the intersection of economics and data science. My aim is to contribute to my work through the application of economic theory, machine learning, data engineering and computational statistics. In my capacity as an Affiliated Researcher with the Center for Municipal Finance at the University of Chicago, I currently am working on research applying modern portfolio theory to explore risk asymmetry and service-driven revenue structures in municipal governments. However, my coauthors and I hope the methodologies deployed in this work can have wide-ranging applications to everything from municipal finance to equities and renewable energy markets. To supplement this original research, I am developing a corresponding R package to be featured in the CRAN repository that generates optimal portfolios and efficient frontiers with risk asymmetry incorporated.

At the University of Chicago I took coursework in machine learning, databases, programming in Python, large-scale computing, and causal inference. I worked as a Data Science Consultant for Securities Quote Xchange, a financial services firm specializing in alternative trading systems for fixed income securities, implementing machine learning and econometric modeling to enhance products for clients. I also worked at the Center for Municipal Finance at the Harris School of Public Policy, where I maintained the Center’s Data Dashboard, which provides users with a range of data visualizations concerning municipal bond trading, pricing, and liquidity measures.

Much of my professional experience has been at governmental/government-adjacent institutions. Upon graduation from the University of Chicago, I began a role as a Data Scientist with the Research, Advanced Analytics, and Statistics unit in the Internal Revenue Service of the U.S. Department of the Treasury.

Previously, I was a Research Analyst at the Federal Reserve Bank of Cleveland, where I supported two bank economists with their research, and assisted in the preparation of materials ahead of the Federal Open Market Committee (FOMC) meetings. Most of my research was on the topics of macroeconomics, monetary policy, and inflation expectations/dynamics. With Randy Verbrugge and Carola Binder, I coauthored Out of Bounds: Do SPF Respondents Have Anchored Inflation Expectations?, featured in the April 2023 edition of the Journal of Money, Credit & Banking.

Outside of work, I enjoy staying active. I spend my time rock climbing, golfing, going to the gym, and running along Lake Michigan. I also like to check out all of the live music and great food Chicago has to offer! I have recently started to learn Swedish along with volunteering at the Swedish American Museum, which offers a wonderful array of exhibits, events, and programming that honors, celebrates, and educates visitors on Sweden’s past, present, and future.