**Irina Bogacheva**

QS Investors LLP

Adjunct Professor, Department of Mathematics

MBA, Analytic Finance, University of Chicago, 1998

**Alexei Chekhlov**

Systematic Alpha Management

Adjunct Assistant Professor, Department of Mathematics

PhD, Princeton University, 1995

Statistical and High-Frequency Trading, Drawdown Risk Measures, Portfolio Optimization

**Richard A. Davis**

Department Chair and Howard Levene Professor of Statistics, Department of Statistics

PhD, University of California, San Diego, 1979

Time Series, Financial Time Series Modeling, Econometrics, Applied Probability

**Tat Sang Fung**

Misys

Adjunct Assistant Professor, Department of Mathematics

PhD, Columbia University, 1996

Numerical Methods in Finance

**Alex Greyserman**

Hite Capital Management

Adjunct Assistant Professor, Department of Mathematics

PhD, Rutgers, 1995

Quantitative Investment Management

**Julien Guyon**

Bloomberg L.P.

Adjunct Professor, Department of Mathematics

PhD, École des ponts ParisTech, 2006

Nonlinear Option Pricing, Numerical Probabilistic Methods, Volatility and Correlation Modeling

**Irene Hueter
**Adjunct Associate Professor, Department of Statistics

PhD, University of Berne, 1992

Probability, Stochastic Processes with Applications in Finance, Time Series, Extreme Values, Statistics

**Ioannis Karatzas**

Eugene Higgins Professor of Applied Probability, Department of Mathematics

PhD, Columbia University, 1980

Probability, Stochastic Control, Mathematical Economics and Finance

**Keith A. Lewis**

Bloomberg L.P.

Adjunct Professor, Department of Mathematics

PhD, University of Hawaii, 1988

Implementation of financial models

**Bryan Liang**

Bloomberg L.P.

Adjunct Assistant Professor, Department of Mathematics

PhD, University of Michigan 2002

Derivatives Modelling

**Amal Moussa**

Citigroup

Adjunct Assistant Professor, Department of Mathematics

Ph.D., Columbia University, 2011

Equity Derivatives Trading

**Ka Yi Ng**

ION Group

Adjunct Assistant Professor, Department of Mathematics

PhD, Columbia University 1996

Derivatives and Structured Products Development

**Lars Tyge Nielsen**

Senior Lecturer in Discipline, Department of Mathematics

Director of the Mathematics of Finance MA program

PhD, Harvard University, 1985

Finance, Mathematical Finance.

**Marcel Nutz**

Associate Professor, Department of Statistics

PhD, ETH Zürich, 2010

Mathematical Finance, Stochastic Optimal Control, Probability

**Colm O’Cinneide**

QS Investors LLP

Adjunct Professor, Department of Mathematics

PhD, University of Kentucky, 1983

**Inna Okounkova**

Adjunct Professor, Department of Mathematics

MBA, Finance, University of Chicago, 1999

**Rosanna Pezzo-Brizio**

Intesa Sanpaolo

Adjunct Assistant Professor, Department of Mathematics

PhD, University of Brescia, 2000

Fixed Income Portfolio Management

**Pawel Polak**

Assistant Professor, Department of Statistics

PhD, Swiss Finance Institute, University of Zurich, 2014

Financial Time Series Modeling, Machine Learning, Computational Finance, Quantitative Portfolio Strategies and Risk Management

**Philip E. Protter**

Professor, Department of Statistics

PhD, University of California, San Diego, 1975

Probability, Mathematical Finance

**Mikhail Smirnov**

Senior Lecturer in Discipline, Department of Mathematics

PhD, Princeton University, 1995

Quantitative Portfolio Management, Quantitative Investment Strategies, Risk Measurement and Management.

**Harvey J. Stein**

Bloomberg, L.P.

Adjunct Professor, Department of Mathematics

PhD, University of California, Berkeley, 1991

Quantitative Modeling, Risk Analytics, Derivatives Pricing, Stochastic Processes, Numerical Methods

**Michael Thaddeus**

Department Chair and Professor of Mathematics, Department of Mathematics

PhD, Oxford 1992

Algebraic Geometry

**Eric Yeh**

Adjunct Assistant Professor, Department of Mathematics

AB/SM, Harvard University, 1998

Quantitative Investment Strategies