Peter Carr
Managing Director and Global Head of Market Modeling, Morgan Stanley

Dr. Peter Carr is a Managing Director at Morgan Stanley in New York. He is also the Executive Director of the Masters in Math Finance program at NYU's Courant Institute. Prior to his current positions, he headed quantitative research groups at Bloomberg LP and at Banc of America Securities. His prior academic positions include 4 years as an adjunct professor at Columbia University and 8 years as a finance professor at Cornell University. Since receiving his PhD. in Finance from UCLA in 1989, he has published extensively in both academic and industry-oriented journals. He is currently the treasurer of the Bachelier Finance Society and an associate editor for 8 journals related to mathematical finance and derivatives. He has given numerous talks at both practitioner and academic conferences. He is also credited with numerous contributions to quantitative finance including:  co-inventing the variance gamma model, inventing static and semi-static hedging of exotic options, and popularizing variance swaps and corridor variance swaps. Peter has won awards from Wilmott Magazine for ``Cutting Edge Research'' and from Risk Magazine for ``Quant of the Year''.

Rama Cont
Columbia University

Rama Cont Associate professor at Columbia University's IEOR Dept and director of the Columbia Center for Financial Engineering. His research focuses on mathematical modeling in finance, stochastic analysis, quantitative risk management and complex networks.   He is the author of "Financial Modeling with Jump Processes" (2004) and the Editor-in-Chief of the Encyclopedia of Quantitative Finance,  and has consulted for  financial institutions and regulatory bodies inEurope and the US.

Stephen Figlewski
Stern School of Business

Stephen Figlewski is a Professor of Finance at the New York University Leonard N. Stern School of Business, where he has been since 1976. He holds a B.A. in Economics from Princeton University and a Ph.D in Economics from the Massachusetts Institute of Technology. He has published extensively in academic journals, especially in the area of financial futures and options. He is the founding Editor of The Journal of Derivatives and he also edits the Financial Economics Network's two "Derivatives" series published over the Internet.  He is the director of the NASDAQ OMX Derivatives Research Project, which is a research initiative at the Stern School to support applied and theoretical research on derivatives and promote intellectual interchange between academics and practitioners in derivatives, risk management, and financial engineering.

Professor Figlewski has also worked on Wall Street, most recently at Citigroup, where  he worked on margin setting for credit-sensitive securities .  Previously, he spent a year at the First Boston Corporation, in charge of research on equity derivative products, and was at one time a member of the New York Futures Exchange and a Competitive Options Trader at the New York Stock Exchange

Ali Hirsa
Caspian Capital Management

Ali Hirsa is partner and head of analytical trading strategy at Caspian Capital Management, LLC. Prior to his current position, he worked at Morgan Stanley, Banc of America Securities, and Prudential Securities. He is also an adjunct professor at Columbia University and Courant Institute of New York University.

Ali received his PhD in applied mathematics from University of Maryland at College Park under the supervision of Professor Dilip B. Madan.

Andrey Itkin
HAP Capital LLC

Dr. Andrey Itkin is Director of Financial Engineering at HAP Capital LLC and Adjunct Professor of computational and algorithmic finance at NYU Poly. His academic experience includes positions of Full Professor of the Department of Applied Mathematics and Physics at the Moscow State Aviation University, Visiting Fellow at Department of Chemistry and Biochemistry at UCLA, and PTL at Department of Math at Rutgers University, New Jersey. He also held senior managerial positions at some Russian and American companies. He received his PhD in computational physics in 1984 and degree of Doctor of Science in computational physics in 1991. During his academic carrier he published 12 books on chemical and theoretical physics and 130 papers including articles in peer-reviewed journals and proceedings of international conferences on chemical, molecular and computational physics, math finance and programming. He is a member of multiple professional associations in finance and physics.

Petter Kolm
Director of the Mathematics in Finance M.S. Program and Clinical Associate Professor, Courant Institute of Mathematical Sciences, NYU
Petter Kolm is the Director of the Mathematics in Finance Masters Program and Clinical Associate Professor at the Courant Institute of Mathematical Sciences, New York University. His interests include high frequency finance and algorithmic trading, quantitative trading strategies, financial econometrics, risk management, and optimal 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.  Petter coauthored the books Financial Modeling of the Equity Market: From CAPM to Cointegration (Wiley, 2006), Trends in Quantitative Finance (CFA Research Institute, 2006), Robust Portfolio Management and Optimization (Wiley, 2007), and Quantitative Equity Investing: Techniques and Strategies (Wiley, 2010). He holds a Ph.D. in mathematics from Yale, an M.Phil. in applied mathematics from Royal Institute of Technology, and an M.S. in mathematics from ETH Zurich.  Petter is a member of the editorial board of the Journal of Portfolio Management.  Web:

Andrew Lesniewski
Managing Director and Head of Quantitative Research, Ellington Management Group

Andrew  Lesniewski  is  a  Managing  Director  and  Head  of  Quantitative  Research  at  Ellington  Management  Group,  a  hedge  fund  focusing  on  fixed  income  markets.  He  and  his  team  are  responsible  for  the  development  of  mathematical  models  supporting  the  firm’s  trading  and  risk  management.  Prior  to  joining  Ellington  in  2002,  Andrew  was  the  Head  of  FIRST,  the  quantitative  research  team  in  charge  of  fixed  income  modeling,  in  the  New  York  office  of  BNP  Paribas.  He  also  worked  there  as  a  structured  products  trader.  Since  2007,  he  has  been  an  Adjunct  Professor  at  the  Courant  Institute,  where  he  teaches  a  course  on  interest  rate  and  credit  modeling  in  the  M.  S.  program  in  Mathematics  in  Finance.  Before  moving  to  finance,  Andrew  was  on  the  faculty  of  Harvard  University.  He  holds  a  PhD  in  Mathematics  from  the  Swiss  Federal  Institute  of  Technology  (ETH)  in  Zurich,  Switzerland.

Dilip Madan
Professor, Robert H. Smith School of Business, University of Maryland

Professor of Finance at the Robert H. Smith School of Business, University of Maryland at College Park. He did his PhD in Economics (1971), University of Maryland and PhD in Mathematics (1975), University of Maryland. He serves as a consultant to Morgan Stanley, Caspian Capital LLC, and the FDIC. He is a founding member and immediate Past President of the Bachelier Finance Society, Co-Editor of Mathematical Finance and Associate Editor for the Journal of Credit Risk and Quantitative Finance.
His work is dedicated to improving the quality of financial valuation models, enhancing the performance of investment strategies, and advancing the understanding and operation of efficient risk allocation in modern economies. Recent major contributions have appeared in Mathematical Finance, Finance and Stochastics, Quantitative Finance, The Journal of Computational Finance, among other journals. His particular area of expertise is Mathematical Finance with its wide array of theoretical, applied and innovative concerns that range from issues of formulating and testing our understanding of market price determination to the more detailed aspects of pricing particular claims, like the wide range of equity and fixed income derivatives now traded, and improving the quality of risk management through the development of innovative financial products and better methods for processing financial information.

Fabio Mercurio, Bloomberg LP
Fabio is a Senior Business Manager at Bloomberg LP, New York joining them in 2008 as a senior quant researcher. He is responsible for the implementation of interest rate and inflation derivatives models.

Fabio has published extensively in books and international journals. He is the most cited author in Risk Magazine for the year 2008, and he has jointly authored the book ‘Interest rate models: theory and practice’. He has been an Adjunct professor at Bocconi University and regular teacher at Master and PhD programs.

Fabio holds a BSc in Applied Mathematics from the University of Padua and a PhD in Mathematical Finance from the Erasmus University of Rotterdam.

Liuren Wu
Professor, Zicklin School of Business, Baruch College

Liuren is a professor of economics and finance at Zicklin School of Business, Baruch College, City University of New York. Before he joined Zicklin in 2003, he was an assistant professor at Fordham University. Liuren's major research interests include option pricing, credit risk and term structure modeling, market microstructure, and general asset pricing. During the past ten years, Liuren has published over 30 articles, many of them in top finance journals such as the Journal of Finance, the Journal of Financial Economics, Review of Financial Studies, the Journal of Financial and Quantitative Analysis, Management Science, and Journal of Monetary Economics. Liuren has worked extensively as consultants in the finance industry, including Bloomberg, Morgan Stanley, Royal Bank of Canada, and several fixed income and equity hedge funds. As a consultant, he has developed statistical arbitrage strategies, risk management procedures, and quantitative models for pricing fixed income and equity derivative securities.