About Me

After 35 years as an applied mathematician in industry, the last 25 of which were spent in quantitative finance with the last decade spent as a managing director with Renaissance Technologies, I became a Research Professor in the Department of Applied Mathematics and Statistics (AMS) at Stony Brook University with a joint appointment in the Business School,. I am also the Director for the Program in Quantitative Finance in AMS and was graduated with a PhD in Applied Mathematics and Statistics (Operation Research) from Stony Brook in 1987.