Julia is a financial services professional and a visiting scholar with Berkeley Center for Risk Management Research. In her investment career she was responsible for systematic equities research and portfolio management for State Street Global Advisors, Wedbush Equity Management, Infinium Capital, BlackRock and Citadel. For several years Julia was also teaching market microstructure and high-frequency finance at Berkeley HAAS School of Business. Her current research interests are in using NLP and machine learning techniques in financial data analysis, with...
Dr. Bohn is the Chief Research & Innovation Officer and Head of Research & Engagement at the Swiss Re Institute. Most recently, he served as Chief Science Officer and Head of GX Labs at State Street Global Exchange in San Francisco. Before moving back to California, he established the Portfolio Analytics and Valuation Department within State Street Global Markets Japan in Tokyo. (He is fluent in Japanese.) He previously ran the Risk and Regulatory Financial Services consulting practice at PWC Japan.
Past appointments for Dr. Bohn include Head, Portfolio Analytics and...
Dangxing Chen is a Postdoctoral Scholar at the Consortium for Data Analytics in Risk at the University of California, Berkeley. There, his research concentrates on the study of the mathematical model and the development of efficient numerical methods in finance. His ongoing focus is on the understanding of the asset return distribution from the continuous-time stochastic volatility model perspective and the efficient numerical methods to the stochastic differential equations.
Dangxing obtained his Ph.D. in Applied Mathematics from the University of North Carolina...
Xiaowu Dai obtained his Ph.D. in Statistics from the University of Wisconsin-Madison in 2019 and a Master’s in Computer Science and a Master’s in Mathematics from UW-Madison. He graduated with distinction from Shanghai Jiao Tong University in 2014.
His research interests include kernel machines, statistical learning theory, stochastic optimization, and applications to problems in biomedical neuroimaging and matching markets.
He received the Hannan Award from the Institute of Mathematical Statistics, Student Paper Award from the American Statistical Association Nonparametric...
Samim Ghamami is currently an economist at the U.S. Securities and Exchange Commission, the Division of Economic and Risk Analysis (DERA), a senior researcher and an adjunct professor of finance at New York University, a senior researcher at UC Berkeley Center for Risk Management Research, and a senior advisor at SOFR Academy. Ghamami also serves on the advisory board of the Mathematics in Finance Program at the NYU Courant Institute.
Ghamami has been a senior economist, a senior strategist, and a senior vice president at Goldman Sachs. He has also been an...
Nicholas L. Gunther received his Ph.D. in Mathematics from Harvard in 1982 and his J.D. from Harvard Law School in 1986. Nick worked as an associate specializing in tax matters at Cleary, Gottlieb, Steen & Hamilton until 1992. From 1992 until the present, Nick has worked on the development, structuring and execution of financial products with a tax, accounting or regulatory emphasis, at AIG Financial Products, Goldman, Sachs & Co., Sosin & Co. LLC and other prominent investment banking firms. In 2005, with one of his colleagues, Nick founded GH Group LLC, a registered...
Ola Mahmoud is Assistant Professor of Corporate Finance at the University of Basel in Switzerland. She obtained her Ph.D. in Mathematics from the University of Cambridge in 2011, a Master of Advanced Study in Mathematics (also known as Part III of the Mathematical Tripos) from the Department of Pure Mathematics at the University of Cambridge in 2005, and a B.Sc. in Mathematics from the American University in Cairo in 2004. She was previously a postdoctoral researcher and lecturer at the University of St. Gallen (Switzerland), a Quantitative Investment Strategist at the Swiss private...
Allan Rosenberg is a financial risk modeler and software developer with a particular research interest in modeling the nonstationary covariance of financial risk factors. As a Researcher and Vice President at State Street Bank & Trust Co., he led a team that developed software for Monte Carlo-based multi-asset class portfolio risk assessment and the evaluation of the Environmental, Social, and Governance characteristics of portfolio companies. He also developed risk models for financial institutions at Quantal International and was the director of research of a fundamental analysis-...
Alex Shkolnik obtained his Ph.D. in Computational Mathematics & Engineering from Stanford University in 2015. His thesis work centered on computational methods for models used in the quantification and management of credit risk. Alex's expertise lies in transform and Monte Carlo methods for the estimation and prediction of these risks. In particular, his ongoing focus is on the development of importance sampling techniques for complex systems encountered in finance and other research areas. Alex is currently a Postdoctoral Scholar at the Center for Risk Management Research and...