Dr Nick Firoozye
Dr Nick Firoozye
Dr Nick Firoozye
Dr. Nick Firoozye is a mathematician with over 20 years of experience in the finance industry, in both buy and sell-side firms, in research, structuring and systematic trading. He started his finance career in Lehman Brothers doing MBS/ABS modelling, heading teams in Portfolio Strategy and EM Quant Research, later taking a variety of senior roles at Goldman Sachs, and Deutsche Bank, and at asset managers and hedge-funds, Sanford Bernstein, Citadel, and Exodus Point, in areas ranging from Quantitative Strategy, Relative Value Strategy and Trading, to Asset Allocation. He is currently Managing Director and Head of FI Systematic Trading at a small securities trading shop in NY. He is an Honorary Professor in Computer Science at University College London, focusing on Online Learning, Reinforcement Learning, Robust Machine Learning and of course Statistics in Finance. Two of Nick’s PhD students have completed their degrees, and he has six doing areas in quant finance from systematic trading to recommender systems. He co-authored a book, entitled Managing Uncertainty, Mitigating Risk, about the role of uncertainty in finance, in light of the many recent financial crises. Nick began teaching Algorithmic Trading Strategies as a PhD reading course in 2015 and since then Nick adapted the material for a few online courses and created an MSc course by the same name which has run for the past 4 years. Nick has had over 500 students successfully taking his online and UCL courses to date. Nick got his PhD at Courant Institute, NYU, and taught for a number of years at U of MN, Heriot-Watt, University of Bonn, NYU, and then finally at University of Illinois where he was an Asst Prof, before leaving academia for Wall Street.
Dr Brian Healy
Dr Brian Healy
Dr Brian Healy
Dr Brian Healy is a mathematician with over 20 years experience in financial markets as a quant, trader, researcher and strategist. He began his career as an exotic options quant & trader with extensive experience in all asset classes, particularly fixed income and foreign exchange, at leading investment banks including Citigroup, Barclays Capital and Deutsche Bank. In addition to his core responsibilities of pricing and managing risk he also designed a large number of original strategies and indices for clients and for internal risk taking. Since leaving banking he has run a very successful consultancy business which specialises in building models using the latest mathematical, statistical and machine learning techniques. Clients include asset managers, market-making firms, private capital firms as well as tech companies. Brian is an expert in all aspects of markets, particularly quantitative strategies, options and other derivatives and predictive modelling. In addition to his work with industry he is also an industry professor of machine learning and data analytics at UCL, a lecturer in finance at UCD, a researcher and lecturer in mathematical and computational finance at Stanford University, is an author of many peer reviewed papers in mathematical finance and frequent speaker at conferences and seminars.
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