Princeton University Quant Trading Conference

Invited Speakers



Robert Almgren

Robert Almgren
Co-founder, Quantitative Brokers

Robert Almgren, co-founder of Quantitative Brokers, providing agency algorithmic execution and cost measurement in interest rate markets, and Fellow in the Mathematics in Finance Program at New York University. Until 2008, Dr Almgren was a Managing Director and Head of Quantitative Strategies in the Electronic Trading Services group of Banc of America Securities. From 2000-2005, he was a tenured Associate Professor of Mathematics and Computer Science at the University of Toronto, and Director of its Master of Mathematical Finance program. Before that, he was an Assistant Professor of Mathematics at the University of Chicago and Associate Director of the Program on Financial Mathematics.
Dr. Almgren holds a B.S. in Physics and Mathematics from the Massachusetts Institute of Technology, an M.S. in Applied Mathematics from Harvard University and a Ph.D. in Applied and Computational Mathematics from Princeton University. He has an extensive research record in applied mathematics, including papers on optimal trading, transaction cost measurement, and portfolio construction.



Matt Andresen

Matt Andresen
Co-CEO, Headlands Technologies LLC

Matt Andresen is co-CEO of Headlands LLC, a global quantitative proprietary trading firm headquartered in San Francisco and Chicago. Before joining Headlands, Mr. Andresen was co-CEO of Citadel Derivatives Group ("CDG").  During his five years running CDG, he helped build the world's premier market making and trading firm.  In 2008, CDG accounted for almost 10% of all stock trading volume and over 30% of all option trading volume in the US.
Prior to Citadel, Mr. Andresen was President and CEO of Island ECN, a firm he led from start-up to the largest electronic stock market in the US.  In 2002, he sold Island to Instinet for $568 million.  After the merger, he served as COO of the combined market.
Mr Andresen has appeared more than ten times as an expert before various US Congressional Committees.  He was named by Crain's Magazine as one of the "Top 40 New Yorkers under the age of 40", and by Institutional Investor as one of the "Top Ten Executives in Online Finance".  He is a graduate of Duke University.



Haim Bodek
CEO, Trading Machines LLC
Haim Bodek is CEO of Trading Machines LLC, a proprietary trading firm focused on high frequency trading in US options markets. He was formerly a Managing Director and Joint Global Head of Electronic Volatility Trading at UBS.  Prior to UBS, Haim was a financial engineer at Hull Trading (Goldman Sachs) and founded a scalable computer systems company.



Matt Cushman
Matt Cushman
Former MD, Head of Quantitative Strategies, Knight Trading Group

Matthew Cushman is responsible for quantitative trading research and strategy in the Electronic Trading Group. The team operates one of the most successful and innovative automated trading systems on Wall Street, using advanced algorithms to make Knight a preferred trade execution firm for broker-dealer clients.  Cushman's quant strategies team is also responsible for the Knight Link product.
Cushman has a Ph.D. in mathematics from the University of Chicago, and an M.S. in mathematics and B.S. in mathematics, philosophy and computer science from Carnegie Mellon University.  He is also a lecturer in the Rutgers University Department of Mathematics program on Mathematical Finance.





Andrei Kirilenko

Andrei Kirilenko
Chief Economist, Commodities Futures Trading Commission

Andrei Kirilenko, Chief Economist, has been with the Commodity Futures Trading Commission (CFTC) since 2008 and was appointed Chief Economist in December 2010. He received his Ph.D. in Economics from the University of Pennsylvania, where he specialized in financial markets. Prior to joining the CFTC, Dr. Kirilenko spent twelve years at the International Monetary Fund working on global capital markets issues. His research has focused on the informational properties and microstructure of securities and derivatives markets. He has published a number of journal articles appearing in the Journal of Finance, Journal of Financial Markets, and IMF Staff Papers. In 2010, Dr. Kirilenko was the recipient of the CFTC Chairman’s Award for Excellence (highest honor).



Joshua Ortego
Associate Director, Head of Index Algorithmic Trading, Susquehanna International Group
Joshua Ortego is the Head of Portfolio and Index Algorithmic Trading at Susquehanna International Group. He is involved with developing and implementing proprietary strategies and algorithms on behalf of SIG and our customers. Prior, he was the Index and Equity Option Specialist for SIG on the Chicago Board Options Exchange (CBOE).  DPM of the Russell 2000, SML 600, MMM, and Viacom option pit. Joshua Ortego is a graduate of the University of Pennsylvania's M&T program (Wharton and SEAS).



Michael Sotiropoulos
MD, Bank of America Merrill Lynch
Michael Sotiropoulos is the global head of algorithmic trading quantitative research at Bank of America Merrill Lynch. His group supports the Global Execution Services business, and focuses on market microstructure and algorithmic trading research and development.
Michael joined Bank of America in 2004, as an equity derivatives quant after spending three years at Bear Stearns in the same role. He was head of equities quantitative research for year 2008 before moving to algorithmic trading. He has a Ph.D. in Theoretical Physics from SUNY Stony Brook. Prior to joining the finance industry he taught and worked in quantum field theory and particle physics at the University of Southampton, England and at the University of Michigan.



Clara Vega

Clara Vega
Senior Economist, Division of International Finance, Federal Reserve Board

Clara Vega is a senior economist in the International Finance Division of the Federal Reserve Board of Governors and is an associate editor of the Journal of Business and Economic Statistics. Her research focuses on price discovery, how information is incorporated into asset prices, and market microstructure issues. Her research has been published in the American Economic Review, Journal of Financial Economics, Review of Financial Studies, Review of Economics and Statistics and other Journals.
Previously, Clara Vega was an assistant professor at the Simon School of Business at the University of Rochester. She holds a B.A. in Mathematics and Economics (summa cum laude) from Rutgers University and a Ph. D. degree in Economics from University of Pennsylvania.



 
 
 

 

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The Bendheim Center for Finance    Operations Research and Financial Engineering

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