Top Mathematicians At Cornell Financial Engineering’s Future Of Finance Conference

Top Mathematicians At Cornell Financial Engineering’s Future Of Finance Conference

Professor Raphael Douady, Research Professor, Sorbonne

Giuseppe Paleologo, Head Of Risk Management at Hudson River Trading

Amal Moussa, Managing Director, Head of US Single Stocks Exotic Derivatives Trading at Goldman Sachs, Adjunct Professor, Mathematics of Finance Masters Program at Columbia University

Professor Gilles Duranton, Dean’s Chair, Wharton School of Business

Professor Matthew Dixon, Quant of The Year 2021

Cornell Financial Engineering Manhattan 2022 Future of Finance Conference

Cornell Financial Engineering Manhattan’s 2022 Future Of Finance Conference Speaker Profile: Matthew Dixon 2022 Quant Of The Year

Matthew Dixon is a British applied mathematician working in the area of algorithmic finance. His research focuses on applying concepts in computational and applied mathematics to financial modeling, especially in the area of algorithmic trading and derivatives. Matthew’s research is currently funded by Intel Corporation and he develops codes for high performance architectures. His work in deep learning with Diego Klabjan (NWU) has brought wide recognition and he is a frequently invited speaker at quant and fintech events around the world in addition to be referenced as a computational finance expert in multiple reputed media outlets including the Financial Times and Bloomberg Markets.

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Machine Learning For Investing. The Good, The Bad & The Ugly. Professor Matthew Dixon

Cornell Financial Engineering Manhattan’s 2022 Future Of Finance Conference Speaker Profile: Dr. Giuseppe Paleologo Head Of Risk Management Hudson River Trading

Giuseppe Paleologo is the Head of Risk Management at Hudson River Trading. His interests lie in equities quantitative risk management, portfolio construction, and alpha signal research. Prior to HRT, Paleologo served as Head of Enterprise Risk at Millennium Management and as a Visiting Lecturer at Cornell University, where he taught a course on selected topics in risk and portfolio management. He also worked at Citadel, managing quantitative research and risk for the largest relative-value business at the firm. Early in his career Dr. Paleologo was a mathematician at IBM Research and was responsible for world-wide credit risk models for IBM Global Financing. Dr. Paleologo received his Ph.D from Stanford in Management Science & Engineering. In addition, Dr. Paleologo also holds Master’s Degrees from Stanford in both Operations Research and Statistics, and an M.S. and B.S. in Physics from the University of Rome.

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See our profile of his book: Advanced Portfolio Management By Giuseppe A. Paleologo

Our interview with Dr. Paleologo:

Hudson River Trading Head of Risk, Fmr Citadel & Millenium’s Director of Risk Dr. Gappy Paleologo

Cornell Financial Engineering Manhattan’s 2022 Future Of Finance Conference Speaker Profile: Dr. Amal Moussa Managing Director Head of US Single Stocks Exotic Derivatives Trading Goldman Sachs

Dr. Amal Moussa is a Managing Director at Goldman Sachs where she leads the Single Stocks Exotic Derivatives Trading desk. Prior to that, Amal held senior level positions in equity derivatives trading at other leading financial institutions such as J.P. Morgan, UBS and Citigroup. In addition to her work in Markets, Amal is an Adjunct Professor at Columbia University where she teaches a graduate course on Modeling and Trading Derivatives in the Mathematics of Finance Masters program.

Amal has a Ph.D. in Statistics, obtained with distinction, from Columbia University. Her thesis “Contagion and Systemic Risk in Financial Networks” shed light on the importance of the network structure in identifying systemic financial institutions and formulating regulatory policies, and has been cited by several scholars and industry professionals including former Federal Reserve president Janet Yellen.

She was also awarded the Minghui Yu Teaching Award at Columbia University. Prior to her Ph.D., Amal graduated with a Masters in Mathematical Finance from Sorbonne University (former Paris VI) and a Grande Ecole engineering degree from Télécom Paris. Amal is a board member of Teach for Lebanon, an NGO working to ensure that all children in Lebanon have access to education regardless of socioeconomic background, and she is an active member of the Women in Trading network at Goldman Sachs.

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Cornell Financial Engineering Manhattan’s 2022 Future Of Finance Conference Speaker Profile: Raphael Douady Research Professor Sorbonne

Raphael Douady is a French mathematician and economist.

He held the Frey Family Endowed Chair of Quantitative Finance at Stony Brook University (SUNY, 2015-18), and was, prior to that, Academic Director of the Laboratory of Excellence on Financial Regulation (Labex ReFi, a joint initiative of Paris 1-Sorbonne University, ESCP-Europe, CNAM and ENA, 2013-16). Furthermore, he is affiliated with Paris 1-Pantheon-Sorbonne University and the French National Centre for Scientific Research (CNRS). He co-founded fin-tech firms Riskdata (1999) and Datacore (2015) and now advises Matrics, a cloud-based system using AI for the buy-side industry.

He has more than twenty years of experience in the banking industry and thirty-five years of research in pure and applied mathematics.

His current research focus is systemic risk and the anticipation of financial market crises. As well as the use of advanced data science and statistical techniques for long-term investment. His background in pure mathematics is in dynamical systems, chaos theory and symplectic geometry. He studied at Ecole Normale Supérieure in Paris. Moreover, earned his PhD in mathematics in 1982 from the University of Paris 7. He is a board member of Friends of IHES, a charity supporting the French Institut des Hautes Etudes Scientifiques.

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Cornell Financial Engineering Manhattan’s 2022 Future Of Finance Conference Speaker Profile: Professor Gilles Duranton Chair of Wharton Real Estate Department & Economist

Education

PhD, London School of Economics, 1997; BSc, HEC, 1991

Recent Consulting

Urban and regional development, transportation, local public finance

Academic Positions Held

Wharton: 2012-present; named Dean’s Chair in Real Estate Professor July 2013; Chair, Real Estate Department 2013-2019; University of Toronto: 2005-2012; London School of Economics: 1996-2005.

Professional Leadership

Former President, Urban Economics Association; Co-editor, Journal of Urban Economics; Editorial board member for several journals; Research Associate, National Bureau of Economic Research; Research fellow, Centre for Economic Policy Research; Faculty Affiliate, LSE International Growth Centre; Affiliate, LSE Centre for Economic Performance, Urban and Spatial Programme.

Awards and honors

Fellow of The Regional Science Association (2014); Walter Isard Prize for Scholarly Achievement (Regional Science Association, 2014); Dean’s Excellence Award (University of Toronto) 2012, 2011; In addition, President of the North American Regional Science Council, 2011;  Hewings Prize (Regional Science Association), 2007. Lastly, winner of the August Lösch Prize, 2006; Philip Leverhulme Prize, 2003; European Investment Bank, 2001; Aydalot prize, 1996.

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See our piece on Gilles: Wharton Professor Gilles Duranton, Dean’s Chair in Real Estate : A Profile