Elementary and high-school years in Rio de Janeiro, Buenos Aires and Paris. Moved from Europe to South America in 1970. Lived in Rio de Janeiro until mid-seventies and obtained a BS/MS in Mathematics at the University of Buenos Aires in 1981. Graduate studies at the University of Minnesota in the early 1980’s. Joined the faculty of New York University in 1985. Travels extensively, with frequent visits to Latin America and Europe. U.S. Citizen since October 2002. Research focuses on the application of mathematics and statistics to real-life situations, and the development of technology that uses mathematics to handle information and data in real-time, such as statistical trading algorithms.

Joseph is a senior investment manager on the U.S. equity team. Joseph joined Aberdeen in 2007 following the acquisition of Nationwide Financial Services’ equity investment management team, where since September 2000 he served as a portfolio manager. Previously, Joseph was an equity analyst at Pitcairn Trust Company. Joseph graduated with a BS in accounting from Saint Joseph’s University, and received a MS in mathematics of finance at Courant Institute of Mathematics, New York University. He is a CFA® Charterholder.

Petter’s experience and research interests include quantitative trading strategies, portfolio management, financial econometrics, risk management, and dynamic portfolio strategies. Previously, Petter worked in the Quantitative Strategies Group at Goldman Sachs Asset Management where his responsibilities included researching and developing new quantitative investment strategies for the group’s hedge fund. He coauthored the books Financial Modeling of the Equity Market: From CAPM to Cointegration (Wiley, 2006), Trends in Quantitative Finance (CFA Research Institute, 2006), and Robust Portfolio Management and Optimization (Wiley, 2007). Petter is a member of the editorial board of the Journal of Portfolio Management and holds a doctorate in mathematics from Yale University, an M.Phil. in applied mathematics from the Royal Institute of Technology in Stockholm, and an M.S. in mathematics from ETH Zurich.

Lee has over twenty years of experience on Wall Street and has worked and consulted for some of its largest and best known firms. Since 1991, Lee has worked primarily in the trading and investment management fields, specializing in the application of statistical methods, modeling, and high frequency simulation. From 1993 to 1997, Lee ran a quantitative trading department for Mint Investment Management, which, at the time, was one of the largest commodity trading advisors in the world. In 2002, Lee was one of the founding partners of Pragma Financial Systems and, for the next six years, served as its Director of Research. At Pragma, Lee’s work focused on the development of optimal execution and dynamic portfolio management tools. He is a frequent speaker on the topic of algorithmic trading and computational finance.