CFMAR is expanding again as we welcome Alex as a new core member of CFMAR. Alex obtained his Ph.D. in Computational Mathematics & Engineering from Stanford University in 2015. His thesis work centered on computational methods for models used in the quantification and management of credit risk. In the past 3 years, he was a Postdoctoral Scholar at the Center for Risk Management Research and the Department of Statistics at UC, Berkeley. There, he concentrated on building models for financial markets like Repo and CDS and applying modern statistical data analysis tools to identify risk factors in global equity markets.
July 4, 2018 - 3:10pm