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.