Alec Kercheval is a Professor of Mathematics at Florida State University, where he has been Director of the Financial Mathematics MS and Ph.D. programs. Prior to that, he was a Senior Research Consultant from 1999 to 2001 at Barra, a leading provider of quantitative risk management tools, where he worked in fixed income risk modeling. He was an Assistant Professor of Mathematics at the University of Texas at Austin from 1989 to 1998, where he was supported by a National Science Foundation mathematical sciences postdoctoral research fellowship and two single-PI NSF research grants. He obtained his Ph.D. in Mathematics from UC Berkeley in 1987 and BA, MA in Mathematics from the University of Oxford in 1982 as a Marshall Scholar. He graduated with distinction and first in the class of 1980 from Harvey Mudd College.
Alec has published numerous research articles, co-authored a book on asset pricing, and given numerous invited talks around the world. As of 2018, he has directed 17 Ph.D. dissertations, whose authors have gone on to positions in academia and as quants in the financial industry. His research interests include stochastic analysis, dynamical systems, geometric analysis, mathematical and financial economics, portfolio risk, credit risk, high-frequency models of the limit order book, and machine learning applications to finance.