Ph.D. Job Placement


Graduating Year: 2023
Name  Advisor(s)  Thesis Title  First Position Title  Employer 
Aydinhan, Onat  Mulvey Essays on Advanced Methods in Portfolio Optimization Quantitative Researcher RBC Capital Markets
Bayle, Pierre Fan Survival Analysis in Distributed and High-Dimensional Environments and Theory of Cross-Validation Quantitative Researcher Tower Research
Duzgun, Ahmet Cagri Powell From Learning to Optimal Learning: Understanding the Impact of Overparameterization on Features of Neural Networks to Optimal Learning of Expensive, Noisy Functions Using Low-Dimensional Belief Models Quantitative Researcher Squarepoint Capital
Jelassi, Samy Hanin Algorithmic and Architectural Implicit Biases in Deep Learning Postdoctoral Researcher Harvard University
Lin, Mingqian Mulvey Essays on Applications of Networks and Discrete Optimization    
Luo, Xiaohe Powell Entropic Stochastic Search for Expensive, Unimodal Functions and its Application to Stochastic Gradient Algorithms and the Optimazation of Parameterized Policies for Supply Chain Planning Quantitative Researcher Schonfeld Strategic Advisors LLC
Rigobon, Daniel Racz Collective Good and Optimization in Socioeconomic Systems    
Wang, Bingyan Fan Statistical Analysis on Convex and Nonconvex Methods in Low-Rank Matrix Recoveries Quantitative Analyst D.E. Shaw Group
Yan, Yuling

Fan/Y. Chen

Statistical Learning and Optimal Decision Making Under Uncertainty Assistant Professor University of Wisconsin at Madison

Yu, Mengxin

Fan High-Dimensional Robust Statistical Inference Postdoctoral Researcher

University of Penn, Wharton School

Zhou, Xuchen Tangpi Utility Maximization in a Market with Competitive Heterogenous Agents: Backward Propagation of Chaos and Learning Quantitative Research Associate J.P. Morgan Chase
Graduating Year: 2022
Name  Advisor(s)  Thesis Title  First Position Title  Employer 
Dayanikli, Gokce  Carmona Mean Field Models with Heterogenous Agents: Extensions and Learning Term Assistant Professor Columbia University
Duan, Yaqi Wang Policy Evaluation in Batch Reinforcement Learning Assistant Professor New York University
Gitelman, Daniel Fan Tensor Methods for Network Analysis Quantitative Strategist Goldman Sachs
Guo, Yongyi Fan Computationally and Statistically-Efficient Methods in Data Science Assistant Professor University of Wisconsin at Madison
Leal, Laura Carmona Topics in High Frequency Optimal Execution and Microstructure of Produce Repricings Associate Goldman Sachs
Li, Xiaoyue (Lexie)  Mulvey Portfolio Management under Multi-Period Frameworks with Modern Approaches Quantitative Research Analyst Citadel
Liu, Suqi Racz Geometry of Random Graphs Post Doctoral Research Fellow

Harvard University

Silin, Igor Fan High Dimensional Statistics Under Covariance Eigenvalue Decay Quantitative Researcher

Two Sigma Investments

Tang, Francesca

Fan Statistical Machine Learning Meets Social Science Post Doctoral Research Associate

Princeton University

Tian, Peter Klusowski Statistical Guarantees for Adaptive Recursive Partitioning Based Estimators Quantitative Researcher Two Sigma Investments

Yang, Zhuoran

Fan Topics in the Statistical and Computational Complexities of Modern Machine Learning Assistant Professor

Yale University

Yu, Zheng Wang Decision-Making with Non-Markovian Rewards: Multi-Agent Learning and Applications to Medical Diagnostics Algorithm Engineer

Alibaba Inc.

Graduating Year: 2021
Name  Advisor(s)  Thesis Title  First Position Title  Employer 
Avanesyan, Levon  Shkolnikov, Sircar  Optimal Investment in Incomplete Markets with Multiple Brownian Externalities  Quantitative Strategist  Ergoteles Capital LLC 
Cho, Woon Sang  Wang  Multi-Source Text Generation and Beyond using Reinforcement Learning  Quantitative Researcher  Citadel 
Dibek, Cemil  Ahmadi, Chudnovsky  Perfect Graphs and Sums of Squares  Post Doctoral  Princeton University 
Gong, Hao  Wang  Primal-Dual Method for Reinforcement Learning and Markov Decision Processes  Quantitative Researcher  Two Sigma 
Hervieux-Moore, Zachary  Kornhauser  Modern Reinforcement Learning Techniques to Deal with Large Action Spaces  Postdoctoral Reseacher  Harvard University 
Lu, Hao  Wang  Machine Learning for Decision Making: Applications to Off-Policy Learning and Combinatorial Optimization  Quantitative Researcher  Susquehanna International Group 
Lu, Kun  Mulvey  Statistical and Machine Learning Methods for Financial Data  Quantitative Trader  Tower Research Capital LLC 
Martinet, Guillaume  Englehardt, Cattaneo  Invariant Mechanisms in Transfer Learning and Causal Inference: Some Theoretical Perspectives and Algorithms  TBA  TBA 
Uysal, Ayse Sinem  Mulvey  Risk Budgeting Portfolios Under a Modern Optimization and Machine Learning Lens  Research Analyst  MarketAxess 
Xue, Lirong  Fan  Big Data in Financial Economics  Quantitative Researcher  Jane Street 
Ye, Zhi Jiang (Tony)  Cattaneo  Essays in Micro Finance and Statistics  Consultant  L.EK. Consulting 
Zhang, Jiacheng  Shkolnikov  Topics in McKean-Vlasov Equations: Rank-Based Dynamics and Markovian Projection with Applications in Finance and Stochastic Control  Post Doctoral Researcher  Department of Industrial Engineering and Operations Research, University of California, Berkeley 
Zhou, Yifeng  Fan  Mean-Variance Functional Estimation for Optimal Portfolios  Quantitative Trader  Tower Research 
Graduating Year: 2020
Name  Advisor(s)  Thesis Title  First Position Title  Employer 
Ekwedike, Emmanuel  Massey, Liu  Optimal Decision Making via Stochastic Modeling and Machine Learning: Applications to Resource Allocation Problems an Sequential Decision Problems  Research Scientist  Perspecta Labs 
El Khadir, Bachir  Ahmadi  Semidefinite Representations in Semialgebraic Optimization and Dynamics-Oriented Learning  Herman H. Goldstine Memorial Post Doc Fellow  IBM 
Fu, Guanghong  Fan  Predicting Credit Risk inMSE Thesis- Consumer Loan: A Machine Learning Approach Using Multimodal Features  Financial Analyst  Goldman Sachs 
Gaudreau-Lamarre, Pierre Yves  Shkolnikov  Semigroups for One-Dimensional Schrodinger Operatiors with Mutliplicative Gaussian Noise  William H. Kruskal Instructor  University of Chicago 
Gong, Wenyan  Fan  Sparse Estimation for High-Dimensional Statistical Problems  Quantitative Researcher  Two Sigma Investment, LP 
Joseph, Joane  Vanderbei  An Efficient Row Reduction Algorithm for Solving Fourier-Constrained Linear Programs Using the Simplex Method  Data Scientist  BuzzFeed Inc. 
Li, Nongchao  Mulvey  A New Generation of Risk Management System for Global FinTech Enterprises  Quantitative Researcher  Quantitative Brokers LLC 
Li, Zongxi  Sircar  Games on Portfolio Optimization and Bitcoin Mining  Quantitative Trader  Barclays Investment Bank 
Ma, Cong  Y. Chen, J. Fan  Statistics Meets Nonconvex Optimization: Computational Efficiency and Uncertainty Quantification  Assistant Professor  University of Chicago, Department of Statistics 
Pumir, Thomas  Fan  On the Geometric Structure of Problems in Statistics and Optimization  Researcher  The Voleon Group 
Shenfeld, Yair  van Handel  The Alexandrov-Fenchel Inequality and It's Extremal Structures  C.L.E. Moore Instructor and NSF postdoc  MIT, Department of Mathematics 
Wang, Kaizheng  Fan  Latent Variable Models: Spectral Methods and Non-Convex Optimization  Assistant Professor  Columbia University, IEOR Department 
Zhang, Jeff  Ahmadi  Complexity Aspects of Fundamental Questions in Polynomial Optimization  Visiting Professor  Carnegie Mellon, Mathematical Sciences Department 
Graduating Year: 2019
Name  Advisor(s)  Thesis Title  First Position Title  Employer 
Cerenzia, Mark  Carmona  Intergrable Models, Coulomb Interactions, and Mean Field Game Theory  Instructor  University of Chicago 
Eisenach, Carson  Liu, Fan  Modern Optimization for Statistics and Learning  Data Scientist  ACE Research 
Ge, Jian  Wang  Statistical Optimization for High Dimensional Machine Learning with Privacy and Sparsity Constraints  Researcher  Snark AI, Inc 
Han, Weidong  Powell  Lookahead Approximations for Online Learning with Nonlinear Parametric Belief Models  Quantitative Researcher  Two Sigma Investments 
Hao, Han  Mulvey  A Regime-Aware Agent Based Framework for Financial Planning  Quantitative Associate  JP Morgan Chase 
Huang, Tiange  Fan  MSE Thesis: An Analysis of Merton-KMV Model and Machine Learning in Default Prediction in China  Data Scientist  Harvest Fund Management 
Liu, Jun  Kornhauser  MSE Thesis: Sensitivity of Departure Delay on Vehicle Mile Traveled to Serve Everyone's Mobility Need on a Typical Day in the USA  Engineer  SenseSim Incorporated 
Naghib, Elahesadat  Vanderbei  High Dimensional Optimzation Problems in Decision-making and Discrete Geometry  Data Scientist  Convoy, Incorporated 
Wang, Peiqi  Carmona  Finite State Mean Field Games  Credit Algorithmic Trading Quant  Bank of America, Merrill Lynch 
Zhong, Yiqiao  Fan  Spectral Methods and MLE: A Modern Statistical Perspective  Post Doc  Stanford University 
Graduating Year: 2018
Name  Advisor(s)  Thesis Title  First Position Title  Employer 
Aboagye, Nana  Powell  Knowledge Gradient for Expensive Locally Quadratic Functions and Stochastic Optimization of Aid Allocation  Research Scientist  Air Liquide 
Bose, Koushiki  Fan  Robust Dependence-Adjusted Methods for High Dimensional Data  Quantitative Research Analyst  Prudential Financial 
Hall, Georgina  Ahmadi  Optimization over Nonnegative and Convex Polynomials With and Without Semidefinite Programming  Assistant Professor  INSEAD Business School 
Lu, Junwei  Liu  Combinatorial Inference for Large-Scale Analysis  Assistant Professor  Harvard University 
Perkins, Raymond  Powell  Multistage Stochastic Programming with Parametric Cost Function Approximations  Researcher  T. Rowe Price 
Wang, Zhaoran  Liu  Nonconvex Statistical Optimizaiton  Assistant Professor  Northwestern University 
Ye, Jing  Mulvey  Portfolio Optimization with mean-reverting Assets: Combining Theory with Deep Learning  Finance  Morgan Stanley 
Zhu, Xiuneng  Carmona  Mean Field Games With Major and Minor Players  Trader  Goldman Sachs 
Zhu, Ziwei  Fan  Distributed and Robust Statistical Learning  Assistant Professor  University of Michigan 
Graduating Year: 2017
Name  Advisor(s)  Thesis Title  First Position Title  Employer 
Funk, Jacob  Sircar  Game Theoretic and Financial Models for Energy Commodities and Futures Prices  Trader  Jane Street 
Liu, Che Yu  Bubeck  Thompson Sampling for Bandit Problems  Quantitative Researcher  Two Sigma Investments, LP 
Zhao, Tianqi  Liu  Statistical Inference for Big Data  Quantitative Trader  Barclays Capital 
Graduating Year: 2016
Name  Advisor(s)  Thesis Title  First Position Title  Employer 
Chen, Chenyi  Kornhauser  Extracting Cognition out of Images for the Pupose of Autonomous Driving  Engineer  Nvidia Corporation 
Fang, Xingyuan  Liu  Some Interactions of Modern Optimization and Statistics  Asssistant Professor  Penn State 
Jiang, Daniel  Powell  Risk-Neutral and Risk-Averse Approximate Dynamic Programming Methods  Assistant Professor  University of Pittsburgh 
Li, Yan  Powell  Optimal Learning in High Dimension  Post Doc  IBM Watson Research Center 
Lin, Changle  Mulvey  Integrated Asset Allocation Strategies: Application to Institutional Investors  Robo Quant Advisor  Merrill Lynch 
Sagredo, Juan  Cheridito  Existance Results in General Equilibrium Theory  Post Doc  ETH, Zurich Switzerland 
Wang, Weichen  Fan  High Dimensional Covariance Learning  Quantitative Researcher  Two Sigma Investments, LP 
Wang, Yuyan  Fan  Robust High-Dimensional Regression and Factor Models  Data Scientist II  Uber Technologies 
Graduating Year: 2015
Name  Advisor(s)  Thesis Title  First Position Title  Employer 
Ararat, Cagin  Rudloff  On Set-Valued Functionals: Multivariate Risk Measures and Aumann Integrals  Assistant Professor  Bilkent University 
Furger, Alexander  Fan  High Frequency Asset Factor Models: Application to Covariance Estimation and Risk Management  Trade Logic Developer  Transmarket Group in Chicago, IL 
Goer, Maximilian  Mulvey  Synthetic Diversification, Smart Randomization, and Commodity Indexing  Trader  D.E. Shaw 
Lacker, Daniel  Carmona  Stochastic Differential Mean Field Game Theory  Assistant Professor  Columbia University 
Sepin, Tardu  Cheridito  Studies on Optimal Trade Execution  Credit Derivatives Quant  Bank of America Merrill Lynch 
Ulus, Firdevs  Rudloff  Algorithms for Vector Optimization Problems  Assistant Professor  Bilkent University 
Xia, Lu  Fan/Rigollet  Statistical Methods for Complex Datasets  Stein Fellow/Lecturer  Stanford University 
Yao, Jiawei  Fan  Factor Models; Testing and Forecasting  Quantitative Researcher  Citadel LLC 
Zhu, Zhikai  Cheridito  Currency Crashes, Tail Risk and Contingent Capital  Associate  AQR Capital management 
Graduating Year: 2014
Name  Advisor(s)  Thesis Title  First Position Title  Employer 
Berthet, Quentin  Rigollet  Statistical and Computational Tradeoffs in High-dimensional Problems  Lecturer  University of Cambridge 
Dai, Wei  Fan  Statistical Methods in Finance  Research Associate  Dimensional Fund Advisors 
Feinstein, Zachary  Rudloff  Set-Valued Risk Measures  Assistant Professor  Washington University, St. Louis 
Ke, Zheng  Fan  Inference on Large-Scale Structures  Assistant Professor  University of Chicago, Department of Statistics 
Luo, Haifeng  Carmona  Optimal Execution in a Limit Order Book: A Stochastic Control Approach  Associate  Bank of America Merrill Lynch 
Ma, Yi  Carmona  Implied Volatility Surface Simulation with Tangent Levy Models  Senior Investment Manager  Baidu 
Mehta, Chintan  Fan/Hallin  Rank Based Inference for Independent Component Analysis  Post Doc  Yale University 
Mincheva, Martina  Fan  High-Dimensional Structured Covariance Matrix Estimation with Financial Applications  Assistant Professor  Temple Business School 
Rebeschini, Patrick  van Handel  Nonlinear Filtering in High Dimension  Associate Professor  Oxford University 
Shi, Xiaofeng  Fan  Large Portfolios Risks and High-Dimensional Factor Models  Investment Associate  Vertex Venture Management, Temasek Group 
Wan, Ke  Kornhauser  Estimation of Travel Time Distribution and Travel Time Derivatives  Quantitative Associate  JP Morgan 
Webster, Kevin  Carmona  The Thermodynamics of High Frequency Markets  Research Associate  Deutsche Bank 
Graduating Year: 2013
Name  Advisor(s)  Thesis Title  First Position Title  Employer 
Barut, Ahmet Emre  Fan  Variable Selection and Prediction in High Dimensional Problems  Post Doc  IBM Research 
Li, Tianhui  Carmona  Dynamic Programming and Trade Execution  Data Scientist  Foursquare 
Pender, Jamol  Massey  Dynamic Rate Queues: Estimation, Statbilization, and Control  Post Doc  Columbia IEOR 
Reus, Lorenzo  Mulvey  Robust Portfolio Optimization with Applications in Currencies and Private Equity     
Tong, Xin (Thomson)  van Handel  Filter Stability in Infinite Dimensional Systems  Assistant Professor  National University of Singapore 
Graduating Year: 2012
Name  Advisor(s)  Thesis Title  First Position Title  Employer 
Choi, Edmond  Sircar  An Estimation of the Systematic Risks in the Multi-Name Credit and Equity Markets  Sr. Quantitative Analyst  TD Securities 
Gu, Weijie  Fan  Estimating False Discovery Proportion Under Covariance Dependence  Associate  Barclays Capital 
Scott, Warren  Powell  Energy Storage Application of the Knowledge Gradient for Calibrating Continuous Parameters, Approximate Policy Iteration using Bellman Error Minimization with Instrumental Variables, Covariance Matrix Estimation using an Error-in-Variables Factor Model  Post Doc Researcher  Energy trading (self employed) 
Stein, Michael  Sircar    Associate Consultant  Dean Ventures 
Tong, Xin  Fan/Rigollet  Learning with Asymmetry, High Dimension and Social Networks  Statistics Instructor  MIT, Department of Mathematics 
Graduating Year: 2011
Name  Advisor(s)  Thesis Title  First Position Title  Employer 
Bradic, Jelena  Fan  Sparse Estimation and Oracle Properties of Regularized Regression with Non-Polynomial Dimensional Covariates  Assistant Professor, Tenure Track  Mathematics Dept. University of California at San Diego 
Klyman, Jared  Cheridito  Systemic Risk Measures: DistVaR and Other "Too Big to Fail" Risk Measures  Associate, Asset Management  Goldman Sachs 
Krishnamurthy, Vijay  d'Aspremont  Convex Optimization with Applications in Sparse Multivariate Statistics  Sr. Investment Analyst  LL Funds LLC 
Ledvina, Andrew  Sircar  Differential Games in Oligopolistic Markets  Post Doc  California Institute of Technology 
Ma, Jun  Powell  Approximate Policy Iteration Algorithms for Continuous, Multi-Dimensional Applications and Convergence Analysis  Jr. Trader  Parhelion Ltd. 
Prajogo, Astrid  Mulvey  Analyzing Patterns in the Equity Market: ETF Investor Sentiment and Corporate Cash Holding  Manager  Ernst & Young 
Qi, Lei  Fan  Essays on the Estimation of Time Series Models  Quantitative Analyst  Athena Capital Research 
Ryzhov, Ilya  Powell  Information Collection in Stochastic Optimization  Assistant Professor  University of Maryland, Robert H. Smith School of Business 
Sun, YouHong  Carmona  Spread Options, Implied Correlation and Local Correlation  Quantitative Research Associate  Goldman Sachs 
Wugalter, Alexander  Cheridito  Pricing and Hedging in Affine Models with Possibility of Default and Characteruistic Functions of Log Stock Prices  Associate Sales Trading  Citigroup 
Graduating Year: 2010
Name  Advisor(s)  Thesis Title  First Position Title  Employer 
Feng, Yang  Fan  High-Dimensional Statistical Learning and Nonparametric Modeling  Assistant Professor  Columbia University, Department of Statistics 
Hannah, Lauren  Powell  Stochastic Search, Optimization and Regression with Energy Applications  Assistant Professor  Columbia University, Department of Statistics 
Ling, Lee  Mulvey  Portfolio Management for Private and Illiquid Investments  Consultant  Oliver Wyman, NYC 
Yang, Zhou  Carmona  A Study on Differential Games with Applications to Asset Management and Market-Liquidity Research  Junior Portfolio Manager  Goldman Sachs, Asset Management, Capital Market Investment Management 
Yu, Ke  Fan  High Frequency Data Based Asset Allocation and Dynamic Covariance Matrix Modeling  Associate  J.P. Morgan, NY Commodities Group 
Graduating Year: 2009
Name  Advisor(s)  Thesis Title  First Position Title  Employer 
Bilgili, Mehmet  Mulvey  Clustering Techniques and Multi-Regime Stochatic Optimization with Applications in Finance  Quantitative Associate  Alliance Bernstein, Verition Fund Management 
Frazier, Peter  Powell  Knowledge-Gradient Methods for Statistical Learning  Assistant Professor  Cornell University, Rhodes Hall, Ithaca, NY 14853 
Kim, Woo Chang  Mulvey  Re-engineering Financial Planning for Institutional Investors  Assistant Professor  Korean Advanced Institute of Science and Technology (KAIST) 
Luss, Ronnie  d'Aspremont  Mathematical Programming for Statistical Learning with Applications in Biology and Finance  Post Doc  Tel Aviv University, School of Mathematical Sciences 
Nadtochiy, Sergey  Carmona  Market Models for European Options: Dynamic Local Volatility and Tangent Levy Models  Associate Professor  University of Michigan 
Niu, Yue  Fan  Validations Tests and Genewise Variance Estimation for Microarray Data  Post Doc  University of Arizona, Mathematics Department 
Stadje, Mitja  Cheridito  Dynamic Risk Measures and Backward Stochastic Differential Equations: From Discrete to Continuous Time  Assistant Professor  Tilburg University 
Yamazaki, Kazutoshi  Dayanik-Powell  Essays on sequential Analysis: Multi-Armed Bandit with Availability Constraints And Sequential Change Detection and Identification  Assistant Professor  Osaka University, Center for the Study of Finance and Insurance 
Zhang, Jingjin  Fan  Asset Allocation with Gross Exposure Constraints and Factor Selection    Barclays Capital 
Graduating Year: 2008
Name  Advisor(s)  Thesis Title  First Position Title  Employer 
Enders, Johannes  Powell  Mitigating Failure Risk in an Aging Electric Power Transmission System  Associate  Louis Dreyfus Highbridge Energy 
Kaya, Hakan  Mulvey  Applying Statistical Learning Theory: Agricultural Commodities and Weather Risks  Research & Development  Lehman Brothers 
Lam, Wai Fung  Fan  High-Dimensional Profile Likelihood Inference and Covariance Matrices Estimation  Lecturer  London School of Economics 
Leung, Siu Tang  Sircar  Accounting for Risk Aversion in the Valuation of Employee Stock Options and Credit Derivitives  Assistant Professor  Johns Hopkins University, Department of Appplied Mathematics & Statistics 
Nascimento, Juliana  Powell  Approximate Dynamic Programming for Complex Storage Problems  Research & Development  McKinsey Co 
Saksena, Nitin  Carmona  Relative Entropy Calibration of Point Process Models for Multi-name Credit Derivatives  Research Associate  Merrill Lynch, Associate-Equity Derivatives Research 
Graduating Year: 2007
Name  Advisor(s)  Thesis Title  First Position Title  Employer 
Fan, Yingying  Fan  Volatility Matrix Estimation and High Dimensional Classification  Lecturer  Harvard University, Statistics Department 
Godfrey, Gregory A.  Powell  A Nonlinear Approximation Method for Solving Stochastic, Dynamic Resource Allocation Problems  Senior Engineeer  Metron Inc. 
Hampshire, Robert  Massey  (2 Volumes) Dynamic Queueing Models for the Operations Management of Communication Services  Assistant Professor  University of Michigan 
Papageorgiou, Evangelos  Sircar  Single-Name and Multi-Name Credit Derivatives: Pricing and Calibration Using Multiscale Asymptotic Methods  Consultant  Citigroup 
Toussaint, Antoine  Sircar  Hedging and Pricing with L2 Convex Risk Measures in Incomplete Markets  Professor  Stanford University 
Graduating Year: 2006
Name  Advisor(s)  Thesis Title  First Position Title  Employer 
Bicer, Batur  Mulvey  Stock Valuation for Investment and Corporate Decisions  Quantitative Associate  Barclays Capital 
Erkan, H. Gaye  Mulvey  Decentralized Enterprise Risk Management for Global Companies  Strategists/Assoc Level  Goldman Sachs 
Sezer, Semih  Dayanik  Bayesian Sequential Change-Point Detection and Hypotheses Testing Problems for Compound Poisson and Wiener Processes  Assistant Professor  University of Michigan, Mathematics Department 
Thompson, Allan J.  Mulvey  A Levy Model for Default Dependence  Quantitative Analyst  King Street Capital Management 
Ural, Cenk  Mulvey  A Modeling Framework for Multi-Strategy Hedge Funds  Associate  Lehman Brothers 
Zhang, Zhuojuan  Mulvey  Stochastic Optimization for Enterprise Risk Management  Associate  Blackrock 
Graduating Year: 2005
Name  Advisor(s)  Thesis Title  First Position Title  Employer 
Danilova, Albina  Carmona  Emergence of Stochastic Volatility from Informational Heterogeneity  Post Doc  Oxford University 
Darius, Dries  Sircar  The Constant Elasticity of Variance Model in the Framework of Optimal Investment Problems  Associate  Citigroup 
Egami, Masahiko  Dayanik  Contributions to Stochastic Optimization Applied to Financial Engineering  Assistant Professor  University of Michigan, Math Department 
George, Abraham  Powell  Optimal Learning Strategies for Multi-Attibute Resource Allocation Problems  Research Associate  AT&T Bell Laboratories 
Ludkovski, Michael  Carmona  Optimal Switching with Applications to Energy Tolling Agreements  Assistant Professor  University of Michigan, Math Department 
Sen, Arun  Vanderbei  An Optimization Approach to Economic Equilibrium  Consultant  National Economic Research Associates, NY 
Wu, Tongqiang  Powell  The Optimizing Simulator for the Military Airlift Problem  Post doctoral researcher  Lawrence Livermore National Lab 
Graduating Year: 2004
Name  Advisor(s)  Thesis Title  First Position Title  Employer 
Durrleman, Valdo  Carmona  From Implied to Spot Volatilities  Assistant Professor  Stanford University 
Ilhan, Aytac  Sircar  Hedging Exotic Options in Incomplete Markets  Post Doc  Oxford University 
Simsek, Koray D.  Mulvey  Stochastic Programming in Multistage Financial Planning  Assistant Professor  EDHEC Business School, France 
Wang, Lixin  Carmona  Malliavin Calculus and Applications to Sensitivity Analysis of Stochastic Partial Differential Equations  Senior Associate  Lehman Brothers 
Graduating Year: 2003
Name  Advisor(s)  Thesis Title  First Position Title  Employer 
Diko, Pavel  Carmona  Pricing Precipitation Based Derivatives  Quantitative Trader  Electrabel, Bruxelles, Belgium 
Graduating Year: 2002
Name  Advisor(s)  Thesis Title  First Position Title  Employer 
Marar, Arun  Powell  Information Representation in Large-Scale Resource Allocation Problems: Theory, Algorithms and Applications  Consultant  Amaranth Advisors 
Papadaki, Katerina  Powell  Structural Adaptive Dynamic Programming for a Stochastic Multidimensional Aging and Replenishment Problem  Lecturer  London School of Economics 
Graduating Year: 2001
Name  Advisor(s)  Thesis Title  First Position Title  Employer 
Benson, Hande Y.  Vanderbei  Interior-Point Methods for Nonlinear, Second-Order Cone, and Semidefinite Programming  Professor  Drexel University 
Morrison, Julia E.  Smith  Extreme Value Statistics with Applications In Hydrology and Financial Engineering    McKinsley and Co 
Spivey, Michael Z.  Powell  The Dynamic Assignment Problem  Assistant Professor  Math Department, Samford College 
Topaloglu, Huseyin  Powell  Dynamic Programming Approximations for Dynamic Resource Allocation Problems  Asssistant Professsor  Cornell University, OR & IE Department