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MSCF Speaker Series '07-'08

September 7, 2007 (From New York)
Harvey Stein — Bloomberg Analytics

Head, Quantitative Finance Research and Development
"Dealing with Skew in the Equity Markets"

Harvey Stein is the head of the Quantitative Finance Research and Development team at Bloomberg LP. Over the last thirteen years, Dr. Stein has developed derivative valuation models for the fixed income, equities, FX and commodities markets for Bloomberg Analytics and has built Linux clusters to supply these valuations to Bloomberg's customers. Harvey earned a BS in mathematics from Worcester Polytechnic Institute in 1982 and his PhD in mathematics from Berkeley in 1991.


September 14, 2007 (From New York)
Javed Ashraf — UBS

U.S. Head, Equities Quantitative Strategies
"Quantitative Volatility Strategies"

Javed Ashraf is the US head of Equities Quantitative Strategies at UBS. Over the last twelve years, Javed has developed derivative valuation models, trading strategies and auto hedging algorithms for the equity derivative/equity linked business. Javed earned a BEng in computer engineering from Salford, an MBA from City University and a MSc.in financial mathematics from the University of Chicago. Javed's presentation provides insight into the proprietary trading of equity/equity-linked derivatives.


October 5, 2007 (From New York)
Benjamin Bowler — Merrill Lynch
Managing Director and Co-Head, Global Equity Linked Research
"Credit Strategy Research"

Mr. Bowler co-heads Merrill's global team responsible for equity derivative product and strategy research, including assisting in structured product design and development. Prior to this, he was head of the Americas equity derivatives strategy group beginning in August 2001, after spending two years in Japan managing Merrill's Asia Pacific and Japanese equity derivatives strategy team. Before joining Merrill Lynch Japan, Benjamin was an equity derivatives analyst for Merrill Lynch in London. Ben received his bachelor of science degree in both mathematical physics and industrial engineering and management science from Northwestern University and a master's degree in econometrics and mathematical economics from the London School of Economics.
 

November 2, 2007 (From New York)
Dr. Laurie Hodrick — Deutsche Bank

Global Head, Alternate Investment Strategies 
"Bridging Theory and Practice: The Case of Dutch Auctions"

Dr. Hodrick is Global Head of Alternative Investment Strategies at Deutsche Bank and Professor of Finance and Economics at Columbia Business School. Her research on the corporate financial decisions made by firms has been published in such acclaimed journals as the American Economic Review, Journal of Finance, and Journal of Financial Economics. She has received numerous research awards and grants including the National Science Foundation Presidential Young Investigator Award. Professor Hodrick has also received many awards for teaching excellence including the Columbia University Presidential Award for Outstanding Teaching in 2006. Professor Hodrick earned a B.A. from Duke University and a Ph.D. in economics from Stanford University.


November 16, 2007 (From New York)
Brian Nigito — Getco Trading
Trader
"Algorithmic Trading"

Getco is a privately-held, electronic trading firm with offices in Chicago, New York, and London. Getco uses highly-automated algorithms to trade a variety of asset classes including stocks, derivatives, foreign currencies and bonds on many of the world's major electronic exchanges and alternative trading systems. Founded by traders Stephen Schuler and Daniel Tierney, Getco trades hundreds of millions of shares a day, sometimes accounting for 10% to 20% of the total daily trading in a single stock. The firm uses proprietary formulas to reap razor thin profits on fleeting inefficiencies in stock prices. To find the small gains, they send torrents of computerized buy and sell orders to exchanges, rivaling the activity of the biggest hedge funds and trading desks of Goldman Sachs Group, Morgan Stanley and Merrill. Brian has been with Getco for four years.


December 7, 2007 (From New York)
Zack Ling — Credit Suisse
V.P., Global Prop Trading
"High Frequency Trading"

Zack is a 1999 Alum of the MSCF program. Before joining Credit Suisse in 2003, Zack worked at Morgan Stanley and BoA conducting statistical arbitrage and high frequency trading on equity and FX. Prior to attending Carnegie Mellon, Zack worked at Johns Hopkins as a statistician. Zack holds masters degrees in statistics and psychology.

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