About

A quantitative risk advisory built by a practitioner who has traded the tail, run the security program, and does the math himself.

Why Seeking Eureka exists

Most organizations do not have a cyber risk problem, a vendor risk problem, and a market risk problem. They have one problem: nobody can put a number on any of them that survives a hard question from a board, a regulator, or an investor. Heat maps get discounted. Vendor tiers miss the relationship that matters. A VaR model built for a calmer market understates the tail until the quarter it doesn’t.

I started Seeking Eureka to close that gap: to measure risk in dollars, show the assumptions, and give leadership something to decide with instead of something to argue about.

Where the approach comes from

My career began as a U.S. Marine Corps officer after graduating from the U.S. Naval Academy with a B.S. in Naval Architecture. That training taught me to treat risk as an engineering and operational problem: managing uncertainty in complex systems where failure has real consequences, and where planning for the way things break matters more than hoping they will not.

From the trading floor to the boardroom

I then traded fixed income at Goldman Sachs, where a mis-modeled tail shows up as real losses by the end of the day, and earned an MBA in Finance from the Wharton School at the University of Pennsylvania. Over more than twenty years, I have worked across information, operational, and financial risk.

From 2010 to 2020, I ran The Spruance Group, where I performed fractional risk roles for multiple fintech firms and took them from zero to one. That meant building the risk function from nothing, instituting scalable workflows, and focusing on automation so the function could grow without growing headcount at the same rate. I then joined FIA Tech, where I served as SVP of Risk and Information Security and CISO from 2020 to 2025. There, a risk register that cannot be defended in the boardroom was a budget that did not get approved.

That path is why I treat risk as a dynamic, quantitative factor rather than a compliance exercise, and why I try to bridge the gap between executive strategy and technical execution.

Why one practitioner

Cyber, structural, and market risk are usually handled by three different specialists, each with a different vocabulary. I apply FAIR quantification, graph theory, and extreme value theory with the same statistical rigor and in the same dollar-denominated terms, so the results reconcile with each other. You work directly with the person who does the analysis, from first conversation to final model.

Proof before you buy

The work is public. Articles on The Fat Tail and reproducible projects document the methods in detail, including their limits. You can read how I analyze a problem before you ever sign a statement of work. If it speaks to a question you are facing, start a conversation.

Seeking Eureka is based in Princeton, New Jersey.