Advisory Board

The Advisory Board includes heads of quantitative research groups at major banks, risk managers, hedge fund managers, representatives from regulatory agencies, and academics. Together, they bring expertise from all segments of the finance profession. The board reviews our program, providing advice that keeps the academic aspects comprehensive and accurate and the professional aspects effective. Board members serve two-year terms.

Claudio Albanese
Level 3 Finance

Marco Avellaneda
Professor of Mathematics
Courant Institute of Mathematical Sciences
New York University

Peter Bank
Professor of Mathematical Finance
Technische Universität Berlin

Rene Carmona
Paul Wythes '55 Professor of Engineering and Finance
Princeton University

Peter Carr
Global Head of Market Modeling
Morgan Stanley, and
Director of Masters in Mathematical Finance Program
Courant Institute of Mathematical Sciences
New York University

Gary Chropuvka
Managing Director
Head of Global Portfolio Implementation for the Quantitative Equity Group
Investment Management Division
Goldman Sachs

Rama Cont
Associate Professor
Industrial Engineering and Operations Research
Columbia University

Christopher Donohue, PhD
Managing Director
GARP Research Center
Global Association of Risk Professionals

Bruno Dupire
Haed of Quantitative Financial Research
Bloomberg, LP

Jean-Pierre Fouque
Professor of Statistics and Applied Probability
University of California, Santa Barbara

Kay Giesecke
Professor of Management Science and Engineering
Stanford University

Thomas Graham
Managing Director
Treesdale Partners, LLC

Patrick Hagan
Executive Director
Chief Investment Office
JP Morgan

Dinka Krstulovich
Martingale International Search

Brian Mangum
Global Modeling and Analytics Group
Credit Suisse

Harvey Stein
Head of Interest Rates Research and Development
Bloomberg, LP