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Patrick Greenfield started their work experience as a Research Assistant at the Haas School of Business, U.C. Berkeley in 2009. During this time, they modeled electricity spot price and weather time series and developed an hourly weather data set using Perl and R.

In 2011, Greenfield worked as an Analyst Intern at Ascend Analytics, where they aided the president and other managers in building and maintaining client and conference presentations in the field of energy portfolio risk management. Patrick also conducted research projects on gas and electricity forward curve modeling and competitor products.

From 2013 to 2014, Greenfield worked at Wells Fargo Securities as an AVP, Compliance. In this role, they created new or enhanced trade surveillance software models to comply with internal and regulatory compliance mandates.

Since 2014, Greenfield has been working at the Federal Reserve Bank of San Francisco as a Lead Quantitative Risk Analyst. Further information about this role is not provided.

Patrick Greenfield received their Bachelor of Science degree in Mechanical Engineering from UC Santa Barbara in 2005. Patrick later pursued a Master of Financial Engineering degree at the University of California, Berkeley from 2011 to 2012.