Stony Brook Center for Quantitative Finance
Robert Frey is the Chair of the Advisory Board and the Director of the Center for Quantitative Finance in the Department of Applied Mathematics and Statistics at SUNY Stony Brook, where is a Research Professor. He is the CEO and founder of Harbor Financial Management. Professor Frey has designed mathematically based financial trading systems at Morgan Stanley, Kepler Associates and at Renaissance Technologies, from which he retired in 2004. Prof. Frey also chairs the advisory committee of the University of Chicago Financial Mathematics Program. Prof. Frey received his Ph.D. and B.S. in Applied Mathematics from SUNY Stony Brook.
James Glimm is the Chair of the Department of Applied Mathematics and Statistics at SUNY Stony Brook where he is a Distinguished Professor. Prof. Glimm has made fundamental contributions to nonlinear analysis, quantum field theory, and computational fluid dynamics. He has been honored with the American Mathematical Society’s Steele Prize, the American Physical Society’s Heineman Prize, and the National Medal of Science. Prof. Glimm is a member of the National Academy of Science and Academia Sinica.
Paul Broder is a Managing Director and Trading Desk Head at Renaissance Technologies, a well known hedge fund company in Setauket, NY.
Glenn R. Christal is the Treasurer of Tudor Investment Corporation, a position he has held since 2006, and where has worked since 1996. Mr. Christal has held positions as COO of Millenium Partners, COO and Controller of Pecksland Associates, and Senior Financial Analyst at AIG Trading Corporation, the successor firm to Drexel Burnham Lambert Trading Corporation. Mr. Christal received his B.S. in Applied Mathematics and Statistics from SUNY Stony Brook.
Michael Driscoll is a Managing Director at Cogent Partners, specializing in capital markets and risk management advisory services in Private Equity and Alternative Investments. Dr. Driscoll has been a Principal and Global Head of Risk Management for Allianz (ART Group) and a member of their Underwriting, Risk and Investment Management Committees. He began his career in the research division of AT&T Bell Laboratories and received his Ph.D., M.S. and B.S. degrees from SUNY Stony Brook where he was elected to Sigma Xi and Tau Beta Pi.
Peter Fanelli is a Managing Director in a systematic equity trading group at Morgan Stanley where he has worked for the past twenty years. Mr. Fanelli received his M.S. in Applied Mathematics and B.S. in Electrical Engineering from SUNY Stony Brook.
Robert C. Merton is the John and Natty McArthur University Professor at the Harvard Business School. After receiving a Ph.D. in Economics from MIT in 1970, he served on the finance faculty of MIT’s Sloan School of Management until 1988 when he moved to Harvard. Professor Merton is past President of the AFA, a member of the National Academy of Sciences, and a Fellow of the American Academy of Arts and Sciences. He received the Alfred Nobel Memorial Prize in the Economic Sciences in 1997.
Andrew Mullhaupt recently retired as Director of Research and Portfolio Manager at SAC Meridien Fund, a systematic hedge fund. Dr. Mullhaupt has worked at Renaissance Technologies as a Senior Research Analyst and at Morgan Stanley. He has held various academic posts at SUNY Buffalo, the University of New Mexico and the Courant Institute. Dr. Mullhaupt received his Ph.D. in Applied Mathematics from the Courant Institute and his B.S. from Stevens Institute of Technology.
John Mulvey is Professor of Operations Research and Financial Engineering at Princeton University and a founding member of the Bendheim Center for Finance. Prof. Mulvey is a leading expert in large-scale optimization models and algorithms, with applications in financial systems. He has worked with a large pension fund consultant to optimize defined benefit pension systems and with insurance and reinsurance companies to build integrated risk management.