Executive Director, Morgan Stanley
Marcelo Labre: Executive Director, Morgan Stanley
Professor and Dept. Chair of FRE Tandon, New York University
Peter Carr: Professor and Dept. Chair of FRE Tandon, New York University
Dr. Peter Carr is the Chair of the Finance and Risk Engineering Department at NYU Tandon School of Engineering. He has headed various quant groups in the financial industry for the last twenty years. He also presently serves as a trustee for the National Museum of Mathematics and WorldQuant University. Prior to joining the financial industry, Dr. Carr was a finance professor for 8 years at Cornell University, after obtaining his Ph.D. from UCLA in 1989. He has over 85 publications in academic and industry-oriented journals and serves as an associate editor for 8 journals related to mathematical finance. He was selected as Quant of the Year by Risk Magazine in 2003 and Financial Engineer of the Year by IAQF/Sungard in 2010. From 2011 to 2014, Dr. Carr was included in Institutional Investor’s Tech 50, an annual listing of the 50 most influential people in financial technology.
In the 2 years Dr. Carr been FRE dept. chair, applications increased from 1,300 per year to 1,900 per year. The number of FRE Masters students in residence was the highest in any 2-year period. For the incoming 2018 class, current verbal GRE is 169/170 and GPA is 3.82. FRE moved up in Quantnet rankings both years. An online summer course was initiated last summer and an on-campus bootcamp will be initiated this summer. Six electives on machine learning in finance were introduced. The distance learning room will become operational this summer.
Founder and CEO, Lambda Financial, LLC.
Terry Benzschawel: Founder and CEO, Lambda Financial, LLC.
Terry Benzschawel is the Founder and CEO, Lambda Financial, LLC. The former Managing Director in Citigroup’s Institutional Clients Business. Terry headed the Credit Trading Analysis group which develops and implements quantitative tools and strategies for credit market trading and risk management, both for Citi’s clients and for in-house applications. Some sample tools include models of corporate default and recovery values, relative value of corporate bonds, loans, and credit default swaps, credit portfolio optimization, credit derivative trades, capital structure arbitrage, measuring and hedging liquidity risk, and cross-credit-sector asset allocation.
After six years of post-doctoral research in academia and industry and two years in consumer banking, Terry began his investment banking career in at Salomon Brothers in 1992. Terry built models for proprietary arbitrage trading in bonds, currencies and derivative securities in Salomon’s Fixed Income Arbitrage Group. In 1998, he moved to the Fixed Income Strategy department as a credit strategist with a focus on client-oriented solutions across all credit markets and has worked in related roles since then. Terry was promoted to Managing Director at Citi in 2008.
Terry received his Ph.D. in Experimental Psychology from Indiana University (1980) and his B.A. (with Distinction) from the University of Wisconsin (1975). Terry has done post-doctoral fellowships in Optometry at the University of California at Berkeley and in Ophthalmology at the Johns Hopkins University School of Medicine and was a visiting scientist at the IBM Thomas J. Watson Research Center prior to embarking on a career in finance. He currently serves on the steering committees of the Masters of Financial Engineering Programs at the University of California at Berkeley and the University of California at Los Angeles and Carnegie Mellon University’s Computational Finance Program.
Terry is a frequent speaker at industry conferences and events and has lectured on credit modelling at major universities. In addition, he has published over a dozen articles in refereed journals and is author of CREDIT MODELING: FACTS, THEORIES AND APPLICATIONS. In addition, Terry has been the instructor for courses in credit modelling for Incisive Media and the Centre for Finance Professionals. Finally, Terry has taught a course on credit modelling at Russia’s Sberbank in Moscow.
Richard V. Rothenberg:
Global AI Corporation & Research Affiliate, Lawrence Berkeley National Laboratory
Richard V. Rothenberg: Executive Director, Global AI Corporation, New York, NY and Research Affiliate, Lawrence Berkeley National Laboratory, Berkeley, CA
Peter Decrem: Director, Citigroup
Miquel Noguer Alonso:
Adjunct Assistant Professor, COLUMBIA UNIVERSITY
Miquel Noguer Alonso: Adjunct Assistant Professor, COLUMBIA UNIVERSITY
Miquel Noguer i Alonso is a financial markets practitioner with more than 20 years of experience in asset management, he is currently working for UBS AG (Switzerland). He worked as a CFO and CIO for a European bank from 2000 to 2006. He started his career at KPMG.
He is Adjunct Assistant Professor at Columbia University teaching Asset Allocation, Big Data in Finance, Fintech and Hedge Fund Professor at ESADE. He received an MBA and a Degree in business administration and economics in ESADE in 1993. In 2010 he earned a PhD in quantitative finance with a Summa Cum Laude distinction (UNED – Madrid Spain). He also holds the Certified European Financial Analyst diploma ( 2000 ).
His research interests range from asset allocation, big data to algorithmic trading and fintech. His academic collaborations include a visiting scholarship in Columbia University in 2013 in the Finance and Economics Department, in Fribourg University in 2010 in the mathematics department, and presentations in Indiana University, ESADE, London Business School, CAIA Association, AFI and several industry seminars.
Research Professor of Financial Machine Learning, NYU Tandon School of Engineering
Igor Halperin: Research Professor of Financial Machine Learning, NYU Tandon School of Engineering
Igor Halperin is currently an Adjunct Professor of Financial Machine Learning at the NYU Tandon School of Engineering. Prior to that, he was an Executive Director of Quantitative Research at JPMorgan Chase where he focused on the research and development of predictive and statistical models and machine learning methods for modeling risk of financial portfolios.
He has authored a number of publications on quantitative finance, and is a frequent speaker at financial conferences. Dr. Halperin has a Ph.D. in theoretical physics from Tel Aviv University, and M.Sc. in nuclear physics from St. Petersburg State Technical.
CEO, COGNITUUM Artificial General Intelligence
Peter Olausson: CEO, COGNITUUM Artificial General Intelligence
Senior Portfolio Manager, GSA Capital
Gordon Ritter: Senior Portfolio Manager, GSA Capital
Gordon Ritter completed his PhD in mathematical physics at Harvard University in 2007, where his published work ranged across the fields of quantum computation, quantum field theory, differential geometry and abstract algebra.
Prior to Harvard he earned his Bachelor’s degree with honours in Mathematics from the University of Chicago. Gordon is currently a senior portfolio manager at GSA Capital, and leader of a team trading a range of high-Sharpe absolute return strategies across geographies and asset classes. GSA Capital has won the Equity Market Neutral & Quantitative Strategies category at the Eurohedge awards four times, with numerous other awards including in the long-term performance category.
Prior to joining GSA, Gordon was a Vice President of Highbridge Capital and a core member of the firm’s statistical arbitrage group, which although less than 20 people, was one of the most successful quantitative trading groups in history, responsible for billions in pro_t and trillions of dollars of trades across equities, futures and options.
Concurrently with his positions in industry, Gordon teaches courses ranging from portfolio management to econometrics, continuous-time finance, and market microstructure in the Department of Statistics at Rutgers University, and also in the MFE programs at Baruch College (CUNY) and New York University (both ranked in the top 5 MFE programs).
He has published several articles on modern portfolio theory in top practitioner journals including Risk, and academic journals including European Journal of Operational Research.
Quantitative Researcher, Bloomberg LP
ShengQuan Zhou: Quantitative Researcher, Bloomberg LP
CEO, Data Capital Management
Michael Beal: CEO, Data Capital Management
Michael M. Beal is Chief Executive Officer of Data Capital Management. Previously he was Co-Founder and Head of Strategy & Finance at JPMorgan Intelligent Solutions, Deal Associate at TPG Capital and M&A Investment Banking Analyst at Morgan Stanley. Mr. Beal earned a B.A from Harvard College with honors in Economics and an M.B.A from Harvard Business School with distinction.
Founding Principal, OTC Partners
Sol Steinberg: Founding Principal, OTC Partners
Sol Steinberg is a OTC Markets Subject Matter Expert and specializes in Risk Management, OTC derivatives, Market structure, Collateral, Trade Lifecycle, Valuation, Financial Technology Systems, Strategic development, and Monetization.
Sol is the founding principle of his firm, OTC partners. OTC partners is a boutique value add firm that specializes in research, content, development. Before starting OTC Partners Sol was a senior executive at the world’s leading clearing house LCH.Clearnet. Sol also spent nine years on the buy side and Citi, performing product development, risk management, and valuation for the OTC markets.
Sol has a wide-ranging network of asset managers, analytic providers, execution venues, regulatory, and government contacts. He used his eco system to successfully commercialize analytics, data, and other non commercialized intellectual property and had significant monetization success. He brought to market several initiatives, including institutional and commercial risk engines such as SMART tool, Risk Explorer, Global Market Risk System for Citi: the largest VaR engine in the world from 2004 to 2006, as well as developing CCP2 – a derivative education & certification program for leading consultancies. Sol also contributed to OTC industry’s clearing and default management policies for the cleared OTC swap markets as well as contributed to industry standard risk analytics in times of low market rates.
Waters Magazine’s award “Best risk analytics initiative 2012” & “Best risk analytics initiative (Sell Side) 2013”
FTF’s award for “Most cutting edge risk contribution 2013” for developing the SMART risk analytics tool.
Global nominee in 2012 for “Best Practices in Global Financial Risk Management” from PRMIA, Professional Risk Managers International Association.
Software Engineer, Quantopian
Scott Sanderson: Software Engineer, Quantopian
Scott Sanderson is a senior software engineer at Quantopian, where he is responsible for the design and implementation of Quantopian’s backtesting and research APIs. Outside of work, Scott is a contributor to several open source projects in the Python data science ecosystem, and he is a regular conference speaker on topics in numerical programming.
Senior Advisor, Deloitte
Ksenia Shnyra: Senior Advisor, Deloitte