The 20th Annual Workshop on Financial Engineering

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Speaker Biographies

 

Andrew Ang (Columbia University, Graduate School of Business)

Andrew Ang is the Ann F. Kaplan Professor of Business at Columbia Business School and Chair of the Finance and Economics Division. Prof Ang is also a Research Associate of the National Bureau of Research He is a financial economist whose work centers on understanding the nature of risk and return in asset prices. His work spans municipal and government bond markets, equities, asset management and portfolio allocation, and alternative investments. Prof Ang has served as associate editor for several leading journals, and is the recipient of several grants from government and major industry organizations. Prof Ang has consulted for several financial institutions, and currently serves as advisor to Martingale Asset Management and the Norwegian sovereign wealth fund.    

Rick Bookstaber (Office of Financial Research)

Rick Bookstaber is a Research Principal in the Office of Financial Research, where he is developing tools for monitoring systemic risk. He is also Senior Adviser in the Treasury to the Financial Stability Oversight Council (FSOC). He has been instrumental in the drafting and implementation of the Volcker Rule and in standing up the risk management structure in FSOC for managing systemic risk for the U.S. financial system. Before serving in the public sector, Bookstaber worked at Bridgewater Associates, ran the Quantitative Equity Fund at FrontPoint Partners and was in charge of risk management at Moore Capital Management. In the investment banking arena, he was in charge of firm-wide risk at Salomon Brothers and was a member of Salomon's powerful Risk Management Committee. His first ten years in the financial industry were spent at Morgan Stanley in derivatives modeling and design, proprietary trading, and then as the firm's first market risk manager. Richard Bookstaber is the author of A Demon of Our Own Design (Wiley, 2007), a book that foresaw the recent crisis – pinpointing the vulnerability of the market arising from growing leverage and complexity – and that put forward approaches to reduce the risk of crisis. Over the course of the financial crisis he was asked to testify to Congress on five occasions. He is the recipient of the Graham and Dodd Scroll from the Financial Analysts Federation and the Roger F. Murray Award from the Institute for Quantitative Research in Finance. He is on the 2010 Worth list of "The 100 Most Powerful People in Finance" and was selected as one of the "Conde Nast Portfolio 25', in the company of Jeff Bezos, Steven Chu and Jeffrey Katzenberg.

Peter Carr (Morgan Stanley)

Dr. Peter Carr is a Managing Director at Morgan Stanley with over 17 years of experience in the derivatives industry. As the Global Head of Market Modeling, he oversees over 60 quants spread across three continents. Dr. Carr is also the Executive Director of the Math Finance program at NYU’s Courant Institute, the Treasurer of the Bachelier Finance Society, and a trustee for the Museum of Mathematics in New York. He has over 80 publications in various academic and industry-oriented journals and serves as an associate editor for 8 journals. Dr. Carr has received numerous awards including Risk Magazine’s Quant of the Year and IAFE/ Sungard’s Financial Engineer of the Year. Most recently Institutional Investor has included Dr. Carr in its prestigious ``Tech 50’’ for the last 3 years.

David Easley (Cornell University)

David Easley is the Scarborough Professor of Social Science, Professor of Economics, and Professor of Information Science at Cornell University. He served as Chair of the Cornell Economics Department from 1987 to 1993 and 2010 to 2012. He is a Fellow of the Econometric Society and has served as an associate editor of numerous economics journals. Professor Easley and Professor Jon Kleinberg, Cornell Computer Science, recently co-authored Networks, Crowds and Markets: Reasoning About a Highly Connected World. The book combines scientific perspectives from economics, computing and information science, sociology, and applied mathematics to describe the emerging field of network science.

Gary Kazantsev (Bloomberg Research) 

Gary Kazantsev runs the R&D Machine Learning group at Bloomberg LP, leading projects in the areas of computational linguistics and machine learning such as sentiment analysis, market impact indicators, machine translation, text classification and predictive modeling of financial markets. He holds degrees in physics, mathematics and computer science from Boston University.

Michael Kearns (University of Pennsylvania) 

Michael Kearns is Professor and National Center Chair in the Computer and Information Science department at the University of Pennsylvania. His primary interests are in machine learning, algorithmic game theory, and quantitative finance. He is the Founding Director of Penn's recently launched Networked and Social Systems Engineering program (www.nets.upenn.edu) and the new Warren Center for Network and Data Sciences. He has worked extensively in quantitative trading groups on Wall Street, including at Lehman Brothers, Bank of America, and SAC Capital.

Muthu Muthukrishnan (Rutgers and Microsoft Research) 

Muthu Muthukrishnan is a professor at Rutgers Univ and also a researcher at Microsoft Research. His research interest is in algorithmic issues with online ad markets, from auctioning to optimization problems and market design issues. His talk will be based on some of the work done at Google Inc.

Vinay Nair (ADA Investments) 

Dr. Vinay Nair is the Founder and CEO of Ada Investments, an investment company that provides equities-based solutions addressing asset allocation needs of institutional investors. Ada has developed a unique program of systematic and consistent investment strategies globally by applying innovative research ideas in a practical manner. The firm has offices in New York, NY and Mumbai, India. He is also an adjunct professor of finance at The Wharton School. Prior to becoming an investment manager, Dr. Nair was an Assistant Professor of Finance at The Wharton School where he developed a course on private equity and acquisitions for MBA students. He has also offered the course as a visiting professor at INSEAD and the Indian School of Business. Dr. Nair has been published in leading finance journals, and was quoted in several news media, in topics related to Investment Management, Emerging Markets, Sustainability, Corporate Governance, and Corporate Finance. He has also delivered talks on these topics to several audiences including universities as well as practitioner and policy forums. He is the author of 'Investing for Change' (Oxford University Press, 2008), a book on the use of social variables in investment management. Dr. Nair completed his PhD in Financial Economics from the Stern School of Business at New York University with an award for the best thesis. His undergraduate studies were at the Indian Institute of Technology, where he was awarded the Governor's Gold Medal.


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