**Irina Bogacheva**

QS Investors LLP

Adjunct Professor, Department of Mathematics

MBA, Analytic Finance, University of Chicago, 1998

Multi-Asset Portfolio Management.

**Alexei Chekhlov**

Dassault Systems

Adjunct Professor, Department of Mathematics

PhD, Princeton University, 1995

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

**Robert Friedman**

Department Chair and Professor of Mathematics, Department of Mathematics

PhD, Harvard, 1981

Algebraic Geometry.

**Tat Sang Fung**

Jefferies

Adjunct 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.

**Ioannis Karatzas**

Eugene Higgins Professor of Applied Probability, Department of Mathematics

PhD, Columbia University, 1980

Probability, Stochastic Control, Mathematical Economics, and Finance.

**Haoran Li**

Term Assistant Professor, Department of Statistics

PhD, UC Davis, 2019

**Bryan Liang**

Bloomberg L.P.

Adjunct Assistant Professor, Department of Mathematics

PhD, University of Michigan, 2002

Derivatives Modelling.

**Amal Moussa**

Goldman Sachs

Adjunct Professor, Department of Mathematics

PhD, Columbia University, 2011

Equity Derivatives Trading.

**Ka Yi Ng**

Finch Lead Inc.

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**

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

Multi-Asset Portfolio Management.

**Inna Okounkova**

Journal of Investment Consulting (Editor-in-Chief)

Adjunct Professor, Department of Mathematics

MBA, Finance, University of Chicago, 1999

Multi-Asset Portfolio Management.

**Cristian G. Pasarica
**JP Morgan

Adjunct Assistant Professor, Department of Statistics

PhD, Columbia University, 2003

Quant Research Rates Exotics, Emerging markets, Exotic Derivatives Pricing.

**Rosanna Pezzo-Brizio**

New York Life Investment Management

Adjunct Professor, Department of Mathematics

PhD, University of Brescia, 2000

Fixed Income Portfolio Management.

**Philip E. Protter**

Professor, Department of Statistics

PhD, University of California, San Diego, 1975

Probability, Mathematical Finance.

**Renzo Silva
**Adjunct Professor, Department of Mathematics

MBA, Columbia Business School

**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.

**Johannes Wiesel
**Assistant Professor, Department of Statistics

PhD, Oxford University, 2020

Robust approach to quantitative finance, optimal transport of stochastic processes, (robust) statistics, machine learning.

**Eric Yeh**

Adjunct Professor, Department of Mathematics

AB/SM, Harvard University, 1998

Quantitative Investment Strategies.

**Tian Zheng**

Department Chair and Professor of Statistics, Department of Statistics

PhD, Columbia University, 2002

Statistics, Data Science, Statistical Machine Learning.