This Ph.D is a senior quantitative analyst with expertise in a variety of financial markets, especially those for fixed income, credit derivatives, and foreign exchange.  Because of his reputation as an expert in financial risk management, he was asked in 2000 to teach the subject at Polytechnic University's Financial Engineering program, where he has been doing so ever since.  As a "hands on" software developer, he built pricing models of fixed income derivatives at HSBC, built foreign exchange and risk management systems at Deutsche Bank, and consulted for such clients as the New York Clearing House and CitiGroup. 

Prior to his financial career, he conducted research in mathematical biology at the Max Planck Institute in Germany, under the direction of Nobel Laureate Manfred Eigen and at the University of Pennsylvania, under the direction of MacArthur Prize Winner Stuart Kauffman.  His foundational papers in evolutionary "fitness landscapes" continue to be widely cited, 15 years after their publication.  His recent research combines his interest in mathematical biology and quantitative finance in a study of "pragmatic information," or the amount of information actually used in making a decision. 

He has authored or co-authored over 20 papers in refereed journals and one U.S. patent.  He has also spoken at numerous mathematical biological and quantitative financial conferences.

• Applied Probability and Statistics, including  Stochastic Calculus
• Combinatorial Optimization, esp. Evolutionary Algorithms
• Computer Programming in languages such as C++, EXCEL/VBA, and MatLab
• Database Design
• Financial Markets, especially Fixed Income, Foreign Exchange, and Credit Derivatives
• Information Theory
• Numerical Analysis, including Monte Carlo Simulation
• Ordinary and Partial Differential Equations
• Quantitative Financial Risk Management and Option Pricing Theory

• Ph.D.  Mathematics
• M.S.   Mathematics
• B.S     Mathematics

Expert Witness Services;

• Technical Consultant