JEROME BENVENISTE

Instructor since 2015

JEROME BENVENISTE
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Jerome Benveniste was a member of the Quantitative Trading Group at Highbridge Capital Management, LLC for twelve years, the last six as Portfolio Manager and Managing Director. He was involved in nearly every aspect of Highbridge’s quantitative business, including forecast generation, risk modeling, transaction cost modeling, and optimization. Before joining Highbridge, he was a mathematician working in the areas of differential geometry, Lie theory, and ergodic theory, and was on the faculties of Stanford and Case Western Reserve Universities. Jerome holds an A. B. from Harvard University and a Ph.D. from the University of Chicago, both in mathematics.

SELECTED PUBLICATIONS
Optimal Microstructure Trading with a Long-Term Utility Function. (December 3, 2017)

Elie (Jerome) Benveniste and Gordon Ritter

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