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Financial Math Students, Post Docs, and Faculty

Former Faculty:

  • Johannes Muhle-Karbe.  January 2016- August 2017. (Now Professor at Carnegie Mellon University, Department of Mathematical Sciences). 
  • Sergey Nadtochiy.  2018-2018.  (Now at Illinois Institute of Technology, Department of Applied Mathematics.)  

Past and Present Financial Math Post Docs:

  • Ronnie Sircar, 1997-2000. (Now Professor at Princeton University, Department of Operations Research and Financial Engineering).
  • Yevgeny Goncharov, 2003-2004. (Now Research Analyst at Quantitative Risk Management, Chicago).
  • Masahiko Egami, 2005-2007. (Now Full Professor at Kyoto University, Graduate School of Economics, Japan).
  • Mike Ludkovski, 2005-2008. (Now Full Professor at the University of California at Santa Barbara, Department of Applied Probability and Statistics).
  • Semih Sezer, 2006-2008. (Now Associate Professor at Sabanci University, Department of Industrial Engineering, Turkey).
  • Ahmet Duran, 2006-2010. (Now Associate Professor at Istanbul Technical University, Department of Mathematical Engineering, Turkey).
  • Song Yao, 2008-2011. (Now Associate Professor at the University of Pittsburgh, Department of Mathematics).
  • Qingshuo Song, 2009. (Now Associate Professor at the City University of Hong Kong, Department of Mathematics).
  • Tom Emmerling, 2009-2012. (Senior Quantitative Risk Analyst at M\&T Bank Corporation.).
  • Jose Alcala Burgos, 2010-2013. (Now CONACYT fellow at CIMAT, Facultad de Matematicas, Mexico).
  • Arash Fahim, 2011-2013. (Now Assistant Professor at Florida State University, Department of Mathematics).
  • Xiang Yu, 2012-2015. (Now Tenure track Assistant Professor, Hong Kong Polytechnic University, Department of Applied Mathematics).
  • Gu Wang, 2013-2015. (Now Tenure track Assistant Professor at WPI, Department of Mathematical Sciences).
  • Jinniao Qiu, 2015-2018. (Now Tenure track assistant professor at the University of Calgary, Department of Mathematics and Statistics).
  • Bahman Angoshtari, 2014-2017. (Now term assistant professor at the University of Washington, Department of Applied Mathematics).
  • Asaf Cohen, 2014-2017. (Now tenure track assistant professor at the University of Haifa, Department of Statistics).
  • Zhou Zhou, Fall 2017. (Now tenure track assistant professor at University of Sydney, Department of Mathematics.)
  • Christian Keller, 2015-2018. (Now tenure track assistant professor at University of Central Florida, Department of Mathematics).
  • Yavor Stoev, 2015-2018. (Now at JP Morgan, London.)
  • Parsiad Azimzadeh, Winter 2018. (Now at Google, Mountainview.)
  • Ibrahim Ekren, 2017-2018. (Now tenure track assistant professor at Florida State, Department of Mathematics).
  • Sebastian Hermann, 2016-2019.  (Now a lecturer at University of Manchester, School of Mathematics.)
  • Nicolas Hernandez, 2017-2020. (Now holding a CMM–CNRS chair of Excellence for Young Researchers at CMM, Universidad de Chile.)
  • Alexandros Saplaouras, 2017-2020.  (Now principal investigator for a Hellenistic Foundation for Research and Innovation Grant.)
  • Suman Chakraborty, 2018-2020. (Now a post-doc at Eindhoven University of Technology.)
  • Gaoyue Guo, 2018-2021. (Now at Centralesupelec, Paris-Saclay University, Department of Mathematics)
  • Ruoyu Wu, 2018-2020. (Now a tenure track assistant professor at Iowa State University, Department of Mathematics.)
  • Thomas Bernhardt, 2019-2021. (Lecturer at University of Manchester, School of Mathematics.)
  • Shuoqing Deng, 2019-2022.  (Now Assistant Professor Hong Kong University of Science and Technology.)
  • Prakash Chakraborty, 2020-2023. (Now Assistant Professor at Penn State Industrial Engineering.)
  • Dominykas Norgilas, 2019-2023.
  • Tao Chen, 2020-2023.
  • Zhenhua Wang, 2020-2023.
  • Wei Yan, 2020-2023.
  • Qi Feng, 2021-2022.
  • Ali Devran Kara, 2021-2024.
  • Donghan Kim, 2021-2024.
  • Purba Das, 2022-2025.
  • Bingyan Han, 2022-2025.

 

Past and Present Financial Math Ph.D. Students:

  • Georgios Dalakouras, Quant Analyst at Barclays Capital. Defended in 2003. (Advisor: Kristen Moore)
  • Jungmin Choi, Assistant Professor of Mathematics at East Carolina University. Defended in 2005. (Advisor: Mattias Jonsson)
  • Hyekyung Min, Assistant Professor at the University of Minnesota State University-Mankato. Defended in 2007. (Advisor: Joe Conlon)
  • Bo Yang, Executive Director, Morgan Stanley. Defended on August 13, 2008. (Advisor: Erhan Bayraktar)
  • Hao Xing, Associate Professor of Finance at Boston University. Defended on the 20th of April, 2009. (Advisor: Erhan Bayraktar)
  • Ting Wang, VP at JP Morgan Chase, Defended in April 2011. (Advisor: Jenny Young)
  • Sohhyun Chung, Samsung Life Insurance. Defended in 2012. (Advisor: Joe Conlon)
  • Ashley Holland, Assistant Professor of Math at Cedarville University. Defended in 2012. (Advisor: Jenny Young)
  • Xueying Hu, Vice President, Market risk modeling, Goldman Sachs. Defended on the 6th of January, 2012. (Advisor: Erhan Bayraktar)
  • Huaiying Gu, Quantitative/Modeling Associate at KeyBank. Defended in 2013. (Advisor: Joe Conlon)
  • Ross Kravitz, Data Science at Stripe. Defended on the 10th of January 2013. (Advisor: Erhan Bayraktar)
  • Yu-Jui Huang, Tenure track Assistant Professor, Department of Applied Mathematics, University of Colorado Boulder. Defended on April 30th, 2013. (Advisor: Erhan Bayraktar)
  • Jingchen Wu, Research Scientist at Amazon. Defended November 2013. (Advisor: Joe Conlon)
  • Zhou Zhou Fall 2017. (Now tenure track assistant professor at University of Sydney, Department of Mathematics.)
  • Yuchong Zhang Term limited Assistant Professor at Columbia University 2015-2018; tenure track assistant professor at the University of Toronto, Department of Statistics starting May 2018. Defended on March 31, 2015. (Advisor: Erhan Bayraktar).
  • Jiaqi Li Equity Derivatives Quant at CLSA, Hong Kong. Defended on August 16, 2016. (Advisor: Erhan Bayraktar)
  • Alex Munk Financial Engineer at Chicago Trading Company, Defended on May 31, 2017. (Advisor: Erhan Bayraktar)
  • Roman Gayduk, An Associate at Barclays. Defended on May, 2017. (Advisor: Sergey Nadtochiy).
  • Jia Guo  Risk Strategy Expert, JD Technology, Beijing. Defended on November 16, 2020. (Advisor: Erhan Bayraktar)
  • Jingjie Zhang University of International Business and Economics January 2022-, Defended on August 3, 2021. (Advisor: Erhan Bayraktar)
  • Xin Zhang University of Vienna, July 2021-. Defended on March 24, 2021.  Winner of the Sumner B. Myers Thesis Award (Best thesis in the Department of Mathematics) in 2020-2021; 2021 ProQuest Distinguished Dissertation Awards-Honorable Mention (University wide). (Advisor: Erhan Bayraktar)
  • Yili Zhang (Advisor: Asaf Cohen)
  • April Nellis (Advisors: Erhan Bayraktar and Asaf Cohen)
  • Ethan Zell (Advisor: Asaf Cohen)
  • Chuhao Sun (Advisor: Asaf Cohen)


Erhan Bayraktar - past students are listed here.