Professor Jose Blanchet joined the IEOR Department in 2008, he received his Ph.D. in Management Science and Engineering from Stanford University in 2004. Prior to joining Columbia he was a faculty member in the Statistics Department at Harvard University, where he taught for nearly four years. Professor Blanchet worked for two years at Protego Financial Advisors, a leading investment bank in Mexico. Blanchet's interests include applied probability, computational finance, MCMC, queueing theory, rare-event analysis, simulation methodology, and risk theory.
Professor Blanchet is a recipient of both the 2009 Best Publication Award given by the INFORMS Applied Probability Society and of the 2010 Erlang Prize, both given biannually and alternating, the later given to an outstanding applied probabilist within nine years after completing the first PhD degree. He also received a Presidential Early Career Award for Scientists and Engineers in 2010.
Professor Blanchet serves in the editorial board of some of the main journals in stochastic operations research, including: Advances in Applied Probability, Journal of Applied Probability, Mathematics of Operations Research, QUESTA, and Stochastic Systems. He currently serves in the organizing committee for the program on Computational Challenges in Probability hosted at the Institute of Computational and Experimental Research in Mathematics affiliated to Brown University.