Capital Market Risk Advisors

NYU Financial Mathematics

Current Members

  • Steve Allen Former Managing Director of JPMorgan Chase, in charge of Risk Methodology

  • Robert Almgren Founder, Quantitative Brokers

  • Tanya Beder Chairman, SBCC Group Inc.

  • Professor Robert Engle Professor of Finance, Stern School of Business, Michael Armellino Professorship in the Management of Financial Services

  • Ananth Madhavan Managing Director, BlackRock

  • Saman Majd Former Vice Chairman, Deutsche Asset Management

  • Michael Mendelson Principal, AQR Capital Management LLC

  • David K.A. Mordecai President, Risk Economics Inc., and Co-Managing Member, Numerati Partners LLC

  • William Morokoff William Morokoff, Managing Director, Head of Analytics Research, Qontigo

  • Leslie Rahl Managing Partner, Capital Market Risk Advisors

  • Luis Reyna Independent Consultant

  • Jeffrey Rosenbluth Former Managing Director, Head of U.S. Arbitrage, Salomon Brothers

  • Samim Ghamami Senior Economist and Managing Director at the Financial Services Forum, a senior researcher at UC Berkeley Center for Risk Management Research, an Adjunct Professor of Finance Courant Institute and Tandon School of Engineering at New York University, Adjunct Associate Professor of Economics at Columbia University

  • Til Schuermann Partner at Oliver Wyman

  • Bruce Tuckman Senior Fellow at Center for Financial Stability (CFS), and Clinical Professor of Finance, Stern School of Business, New York University

Emeritus Members

  • Andrew Abrahams Managing Director, JPMorgan

  • Clifford S. Asness Managing and Founding Principal, AQR Capital Management LLC

  • Neil Chriss Managing Principal, Hutchin Hill Capital, LP

  • Professor Nicole El Karoui Professor of Applied Mathematics, Centre de Mathématiques Appliquées, Ecole Polytechnique

  • Alexander Eydeland Managing Director in Charge of Global Commodities Analytic Modeling, Morgan Stanley

  • Vladimir Finkelstein Managing Partner of Cheget Investments LLC and a principal of Winhall Consulting

  • William H. Heyman Vice Chairman and Chief Investment Officer, The Travelers Companies Inc.

  • Thomas S. Y. Ho President, Thomas Ho Company

  • Stanley Jonas Managing Director, FIMAT Futures

  • Harry M. Markowitz President, Harry Markowitz Company

  • Peter Muller Founder and CEO of Process Driven Trading; Chairman and Board of Advisors, Chalkstream Capital

  • Professor Jose A. Scheinkman Professor Emeritus at Princeton, Charles and Lynn Zhang Professor of Economics at Columbia University

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