Other Professional Activities

  • Advisory Board Membership
    • I currently serve on the advisory board of the Mathematics in Finance Program at NYU’s Courant Institute.
  • National Science Foundation
    • I have served as a finance and applied mathematics panelist on NSF’s Division of Mathematical Sciences in 2017 and 2018.
  • Invited Referee
    • Journal of Finance; Journal of Financial Economics; Management Science; Mathematical Finance; Operations Research; Journal of Banking and Finance, Journal of Credit Risk; Journal of Risk; Journal of Risk Management in Financial Institutions; Journal of Empirical Finance; Probability in the Engineering and Informational Sciences; Risk Magazine; Quantitative Finance; Journal of Financial Regulation and Compliance.
  • Finance and Economics Sessions Organized and Chaired
    • SEC Division of Economic and Risk Analysis Meeting with Darrell Duffie, Washington DC, 7/2023.
    • CCPs: Theory and Practice. SIAM Conference on Financial Mathematics, Austin, Texas, 2016.
    • Quantitative Finance and Risk Management. INFORMS Annual Meeting, Philadelphia, PA, 2015.
    • Dynamic Asset Pricing. Risk USA, New York, 2015. Quantitative Finance.
    • Quantitative Finance and Macroeconomics. INFORMS International Conference, Montreal, Canada, 2015.
    • Quantitative Finance and Macroeconomics. INFORMS Annual Meeting, San Francisco, CA, 2014.
    • Quantitative Finance and Macroeconomics. INFORMS Annual Meeting, Minneapolis, MN, 2013.
    • Quantitative Finance and Macroeconomics. INFORMS Applied Probability Conference, Costa Rica, 2013

Selected Presentations →