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 Principal, Benzschawel Scientific, LLC
Terry Benzschawel: Founder and Principal, Benzschawel Scientific, LLC
Terry Benzschawel is the Founder and Principal of Benzschawel Scientific, 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
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.
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.
Senior Advisor, Deloitte
Ksenia Shnyra: Senior Advisor, Deloitte
Executive Director, Quantitative Analytics Group (Model Risk), Morgan Stanley
Amit Srivastav: Executive Director, Quantitative Analytics Group (Model Risk), Morgan Stanley
Director, Portfolio Analytics Bank of America Merrill Lynch
Cristian Homescu: Director, Portfolio Analytics Bank of America Merrill Lynch
Cristian is part of the Portfolio Analytics team within Chief Investment Office, Global Wealth and Investment Management division Bank of America Merrill Lynch. He is developing and investigating quantitative solutions in areas such as investment strategies, goals-based wealth management, asset allocation, machine learning and big data analysis, factor-based investing and risk factor models, portfolio risk and attribution, stress testing and scenario construction. He is very interested in application of state-of-the-art algorithms and numerical methods in wealth and investment management, and in high-performance computing. Prior to joining Bank of America Merrill Lynch, Cristian was a front office quant for Wachovia and Wells Fargo. After supporting interest rate trading desk, he was the lead quant for FX and Commodities trading desks. He has a PhD from Florida State University in computational and applied mathematics, and MSc degrees from University of Paris XI and University of Craiova.
Director, Head of Model, Library, and Tools Development for Corporate Model Risk, Wells Fargo
Bernhard Hientzsch: Managing Director, Head of Model, Library, and Tools Development for Corporate Model Risk, Wells Fargo
Bernhard Hientzsch is the Head of Model, Library, and Tool Development in the Corporate Model Risk Management Group at Wells Fargo. His group is responsible for the implementation of models, libraries, components, and tools for the validation, benchmarking, and oversight of models at Wells Fargo. Prior to joining Wells Fargo, he was a postdoctoral scientist at New York University in several DoE supported projects and consulting on mathematical, financial, and computer modelling in the USA and Germany. Bernhard received his PhD in applied mathematics from the Courant Institute at New York University.
Director of Quantitative Research, Natixis Investment Managers
Joseph Simonian: Director of Quantitative Research, Portfolio Research & Consulting Group, Natixis Investment Managers
Joseph Simonian is the Director of Quantitative Research in the Portfolio Research and Consulting Group at Natixis
Investment Managers. In this role, he leads quantitative research and portfolio strategy for the team’s model portfolio program, as well as customized solutions for the firm’s institutional and advisory clients. Dr. Simonian also leads thought leadership efforts for the team.
Dr. Simonian has over 12 years of investment industry experience and has served previously at Lehman Brothers,
PIMCO, JP Morgan, and Fidelity’s Global Institutional Solutions group. He has been widely published in leading industry journals and is the co-editor of the Journal of Financial Data Science.
Arik Ben Dor:
Managing Director and Head of Quantitative Equity Research, Barclays
Arik Ben Dor: Managing Director and Head of Quantitative Equity Research, Barclays
Over the past 15 years, Dr. Ben Dor oversaw large scale research projects in rates, credit, equities, and hedge funds used by the largest institutional investors globally, including central banks, Sovereign wealth funds, asset managers, insurance companies, pensions and hedge funds. He co-authored two books on quantitative investing in credit securities and over a dozen articles in leading industry journals such as the Journal of Portfolio Management, Journal of Fixed Income, Journal of Investment Management, and Journal of Alternative Investments. One of his articles received the Martello award for the 2007 best practitioner paper.
Dr. Ben Dor research on ‘DTS (Duration Times Spread)’, a new approach to measuring the spread risk of corporate bonds and credit default swaps changed industry practices and was widely adopted by credit investors globally. In 2018, he was ranked 1st in the II All-America Fixed Income Research survey in the Quantitative Analysis category. Dr. Ben Dor also conducted research on ‘cloning’ hedge funds was the basis for several products and was awarded a U.S. patent.
His work on exploring the cross-asset relation between stocks and bonds was the basis for constructing systematic equity strategies such as momentum and ‘value’ based on credit signals, and the usage of equity derivatives for hedging high-yield bonds. His systematic strategies were adopted by some of the most prominent quantitative hedge funds and ‘long-only’ asset managers and were presented in leading industry conferences.
Prior to Barclays, Dr. Ben Dor worked at Lehman Brothers and Morgan Stanley. He holds a PhD in Finance from the Kellogg Business School at Northwestern University, and completed his B.A. and M.A. in Economics from Tel Aviv University, Cum Laude.