Archive for Other

2020 Quants of the Year: Andrei Lyashenko and Fabio Mercurio

2020 Quants of the Year: Andrei Lyashenko and Fabio Mercurio Fabio Mercurio, professor of our Interest Rates and Fx Models course, was named Quant of the Year with Andrei Lyashenko for 2020. Andrei Lyashenko and Fabio Mercurio addressed the challenges arising from the impending demise of Libor in…

Dr. Ilia Bouchouev Published “Virtual Barrels: Quantitative Trading in the Oil Market”

Dr. Ilia Bouchouev, the professor of our Trading Energy Derivatives course, published ‘Virtual Barrels: Quantitative Trading in the Oil Market’ in 2023. His book is a comprehensive exploration that details the evolution of quantitative trading in the oil market, elucidates the trading models employed by hedge funds and…

Kenneth Winston Publishes “Quantitative Risk and Portfolio Management”

An adjunct faculty member and professor of our Risk and Portfolio Management course, Kenneth Winston, published his textbook, “Quantitative Risk and Portfolio Management.” Designed for students with a strong quantitative aptitude, this advanced undergraduate and early graduate textbook offers a comprehensive exploration of risk and portfolio management. Tailored…

Quants of the year: Leif Andersen, Michael Pykhtin and Alexander Sokol

2018 Quants of the year: Leif Andersen, Michael Pykhtin and Alexander Sokol With his colleagues, Michael Pykhtin and Alexander Sokol, our Industry Advisor, Leif Andersen, was named Quant of the Year for 2018. Leif Andersen, the global co-head of the quantitative strategies group at Bank of America Merrill…

Quant Researcher of the Year 2021: Petter Kolm

Quant Researcher of the Year 2021: Petter Kolm Petter Kolm, our Program Director and Clinical Professor of Mathematics, was named the ‘PMR Quant Researcher of the Year’ for 2021 by The Journal of Portfolio Management (JPM). The award recognizes his outstanding contributions to quantitative portfolio theory, particularly in…

2019 Buy-Side Quant of the Year: Gordon Ritter

2019 Buy-Side Quant of the Year: Gordon Ritter Gordon Ritter, an adjunct professor in the program, was named the Buy-Side Quant of the Year in 2019. Gordon Ritter, an adjunct professor at New York University and former senior portfolio manager, has made significant strides in addressing market impact…

Fireside Chat with Balyasny Asset Management’s Founder & CEO, Dmitry Balyasny

  We appreciate the presence of all those who joined us for the Fireside Chat featuring Dmitry Balyasny, Founder and CEO of Balyasny Asset Management. The event witnessed a strong turnout and was skillfully facilitated by Petter Kolm, our Program Director. The conversation with Dmitry Balyasny delved into…

600+ Students Attend Our National Financial Mathematics Career Fair (October 19, 2018)

Each year – since 18 years back – we co-organize the National Financial Mathematics Career Fair together with the International Association for Quantitative Finance (IAQF). This year’s fair brought over 600 students from across the U.S. and Canada, and many recruiting companies, including Alternative Data Group, Axioma Inc., Amherst Pierpont Securities…

Michael Ang Elected to the Director’s List

I am delighted to announce that the recipient of the Director’s List for spring 2018 is Michael Ang. In the classroom and beyond, he has consistently demonstrated outstanding academic excellence, great program citizenship, and high degree of professionalism. Michael Ang (’18) Michael holds a B.A. in Mathematics from…

We Welcome Our New Students!

We welcome our new full-time, part-time and non-degree students! The photo above is from a third semester full-time student lead panel discussion on careers in the financial industry for our new students. Penghao Chen, Xaio Guan, Michael Ang, Yining Cheng, and Zhaohua Yang (from left to right) share their internship experiences…