CDAR Directory

Xubin Cao

Member (2017-2021)

Xubin Cao is Director of the Economic Management Experimental Teaching Center at Southwestern University of Finance and Economics (SWUFE). He joined SWUFE in 1995 and has long been responsible for the campus IT strategy and laboratory management. He is also a Microsoft Certified Systems Engineer (MCSE, 2000) and an Apple Distinguished Educator (ADE, 2005). He was a Visiting Scholar at Marrietta College (2001-2002) and Texas Tech University (2012-2013). He obtained his Masters (2006) and Ph.D. (2013) in the School of Information at SWUFE. His research fields involve Fintech, Business...

Jingmei Zhao

Board Member (2017-2021)

Professor ZHAO Jingmei joined the School of Finance, Southwestern University of Finance and Economics, in 2003 as a Lecturer, Associate Professor in 2005, Professor in 2009 and Vice Dean in 2007. She was appointed Executive Dean of the School of Finance in 2016. Prof. Zhao served as Primary Secretary of the Chinese Embassy in France from 2012 to 2016. She won a Fulbright Scholarship in 2008 and lectured at Benedictine University. She obtained Humboldt Research Fellowships and did Post-Doctoral research at the University of Mannheim. Her research fields involve international economics...

David Mongeau

Board Member (2018-2021)

David Mongeau is the Executive Director of BIDS. With the Director and Faculty Council, he sets strategic direction and oversees the institute’s research, training, and outreach. David also leads the institute’s industry and foundation relations and its engagement with other UC and global research institutes – all toward the overarching mission at BIDS to create and deploy data science methods, practices, and technologies to enable discovery.

Previously, David co-led the data analytics institute at Ohio State; worked at Battelle, where he championed its proposal for an AI and...

Jeffrey Bohn

Board Member and Affiliated Researcher

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...

Kathleen Houssels

Board Member

Kathleen is the Global Chief Investment Officer (CIO) at AXA Investment Managers Rosenberg Equities, a pioneer in quantitative equity investing and ESG integration. As Global CIO, she leads Rosenberg’s investment and research organization. Kathleen joined Rosenberg Equities in 1999 and has held a number of investment leadership roles including Head of Investment Modelling, Deputy Chief Investment Officer for the Americas, and most recently Head of Research and Investment. She received her B.A. in Economics from Harvard University in 1999 and a...

Alex Papanicolaou

Postdoc (2016-2018)

Alex Papanicolaou completed his Ph.D. from the Institute for Computational and Mathematical Engineering at Stanford University in 2013 and obtained a B.Sc. in Applied Mathematics and B.A. in Economics from UCLA in 2007. At Stanford, Alex developed statistical testing methods for volatility models under Kay Giesecke, Professor in Management Science and Engineering. From 2013 to 2016, Alex was a Senior Data Scientist at Integral Development Corporation working on applied statistical and machine learning problems for electronic trading in OTC FX. At CDAR...

Alex Shkolnik

Affiliated Researcher

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...

Allan Rosenberg

Affiliated Researcher (2018-2021)

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-...

Ola Mahmoud

Affiliated Researcher

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...

Kay Giesecke

Board Member

Kay Giesecke is Professor of Management Science & Engineering at Stanford University. He is the Director of the Advanced Financial Technologies Laboratory and the Director of the Mathematical and...