Ph.D. Job Placement

Graduating Year: 2024
Name Advisor(s) Thesis Title First Position Title Employer 
Chandak, RajitaCattaneoAdaptive Nonparametric Statistical Theory and ImplementationBernoulli InstructorÉcole Polytechnique fédérale de Lausanne
Underwood, WilliamCattaneoEstimation and Inference in Modern Nonparametric StatisticsPost Doctoral Research Associate in StatisticsCambridge University
Tissot-Daguette, ValentinSonerFree Boundaries, Functional Expansions, and Occupied ProcessesQuantitative ResearcherBloomberg LP
Graduating Year: 2023
Name Advisor(s) Thesis Title First Position Title Employer 
Aydinhan, Onat MulveyEssays on Advanced Methods in Portfolio OptimizationQuantitative ResearcherRBC Capital Markets
Bayle, PierreFanSurvival Analysis in Distributed and High-Dimensional Environments and Theory of Cross-ValidationQuantitative ResearcherTower Research
Duzgun, Ahmet CagriPowellFrom 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 ModelsQuantitative ResearcherSquarepoint Capital
Jelassi, SamyHaninAlgorithmic and Architectural Implicit Biases in Deep LearningPostdoctoral ResearcherHarvard University
Lin, MingqianMulveyEssays on Applications of Networks and Discrete Optimization  
Luo, XiaohePowellEntropic Stochastic Search for Expensive, Unimodal Functions and its Application to Stochastic Gradient Algorithms and the Optimazation of Parameterized Policies for Supply Chain PlanningQuantitative ResearcherSchonfeld Strategic Advisors LLC
Rigobon, DanielRaczCollective Good and Optimization in Socioeconomic Systems  
Wang, BingyanFanStatistical Analysis on Convex and Nonconvex Methods in Low-Rank Matrix RecoveriesQuantitative AnalystD.E. Shaw Group
Yan, YulingFan/Y. ChenStatistical Learning and Optimal Decision Making Under UncertaintyAssistant ProfessorUniversity of Wisconsin at Madison
Yu, MengxinFanHigh-Dimensional Robust Statistical InferencePostdoctoral ResearcherUniversity of Penn, Wharton School
Zhou, XuchenTangpiUtility Maximization in a Market with Competitive Heterogenous Agents: Backward Propagation of Chaos and LearningQuantitative Research AssociateJ.P. Morgan Chase
Graduating Year: 2022
Name Advisor(s) Thesis Title First Position Title Employer 
Dayanikli, Gokce CarmonaMean Field Models with Heterogenous Agents: Extensions and LearningTerm Assistant ProfessorColumbia University
Duan, YaqiWangPolicy Evaluation in Batch Reinforcement LearningAssistant ProfessorNew York University
Gitelman, DanielFanTensor Methods for Network AnalysisQuantitative StrategistGoldman Sachs
Guo, YongyiFanComputationally and Statistically-Efficient Methods in Data ScienceAssistant ProfessorUniversity of Wisconsin at Madison
Leal, LauraCarmonaTopics in High Frequency Optimal Execution and Microstructure of Produce RepricingsAssociateGoldman Sachs
Li, Xiaoyue (Lexie) MulveyPortfolio Management under Multi-Period Frameworks with Modern ApproachesQuantitative Research AnalystCitadel
Liu, SuqiRaczGeometry of Random GraphsPost Doctoral Research FellowHarvard University
Silin, IgorFanHigh Dimensional Statistics Under Covariance Eigenvalue DecayQuantitative ResearcherTwo Sigma Investments
Tang, FrancescaFanStatistical Machine Learning Meets Social SciencePost Doctoral Research AssociatePrinceton University
Tian, PeterKlusowskiStatistical Guarantees for Adaptive Recursive Partitioning Based EstimatorsQuantitative ResearcherTwo Sigma Investments
Yang, ZhuoranFanTopics in the Statistical and Computational Complexities of Modern Machine LearningAssistant ProfessorYale University
Yu, ZhengWangDecision-Making with Non-Markovian Rewards: Multi-Agent Learning and Applications to Medical DiagnosticsAlgorithm EngineerAlibaba 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 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