Selected Presentations

  • Advanced Financial Technologies Laboratory, Stanford University, 11/2024.
  • Volatility and Risk Institute Seminars, NYU Stern, New York, 3/2024.
  • Finance Seminar Series, Columbia University, 3/2024.
  • International Association for Quantitative Finance, New York, 2/2024.
  • European Central Bank, Frankfurt, Germany, 1/2024.
  • Division of Economic and Risk Analysis, U.S. Securities and Exchange Commission, Washington DC, 10/2023.
  • Center for Risk Management Research and the Department of Economics, UC Berkeley, 10/2023.
  • Business Sweden and Handelsbanken, New York, 10/2023.
  • Finance Seminar Series, New York University, 10/2023.
  • Bank of England, London, 10/2023.
  • Investment Company Institute, Washington DC, 11/2022.
  • Finance Seminar Series, Federal Reserve Bank of Boston, 2/2022.
  • Division of Economic and Risk Analysis, U.S. Securities and Exchange Commission, Washington DC, 3/2022.
  • American Bankers Association, Washington DC, 8/2021.
  • Professional Risk Managers’ International Association, New York, 8/2021.
  • The Office of Chief Economist, FINRA, Washington DC, 5/2021.
  • Portfolio Management and Client Analytics, PIMCO, California, 4/2021.
  • LIBOR Transition Workshop, risk.net, London, UK, 4/2021.
  • Finance Seminar Series, New York University, 3/2021.
  • Department of Economics and Department of Mathematics, Columbia University, 3/2021.
  • Department of Finance, University of Maryland, 3/2021.
  • Portfolio Management and Investment Research, Capstone, New York, 3/2021.
  • Quant-Minds International, Frankfurt, Germany, 11/2020.
  • Bank of England, London, UK, 10/2020.
  • Center for Risk Management Research and the Department of Economics, UC Berkeley, 10/2020.
  • Monetary and Capital Markets Department, IMF, Washington DC, 9/2020.
  • Mathematical Institute, University of Oxford, Oxford, England, 1/2020.
  • Bank for International Settlements, Basel, Switzerland, 9/2019.
  • European Central Bank, Frankfurt, Germany, 9/2019.
  • Bank of England, London, UK, 9/2019.
  • Society for Industrial and Applied Mathematics (SIAM) Conference on Financial Mathematics & Engineering, Toronto, Canada, 6/2019.
  • Quant-Minds, Vienna, Austria, 5/2019.
  • Department of Mathematics, Columbia University, 4/2019.
  • Center for Risk Management Research and the Department of Economics, UC Berkeley, 2/2019.
  • Quantitative Finance Seminar Series, New York University, 12/2018.
  • Global Investment Research, Risk, and Securities Divisions, Goldman Sachs, New York, 10/2018.
  • Risk-Minds, Boston, 9/2018.
  • Quant-Minds, Boston, 9/2018.
  • Quant-Minds, Lisbon, Portugal, 5/2018.
  • Department of Mathematics, Columbia University, 3/2018. Workshop on Measurement and Control of Systemic Risk, the Centre de recherches mathématiques, HEC Montreal , Canada, 9/2017
  • Monetary and Capital Markets Department, IMF, Washington DC, 9/2017.
  • CFTC, Washington DC, 7/2017.
  • Quant Summit (hosted by Risk.net), New York, 7/2017.
  • RiskMinds, Miami, Florida, 6/2017.
  • Office of the Comptroller of the Currency, Washington DC, 4/2017.
  • Monetary and Capital Markets Department, IMF, Washington DC, 2/2017.
  • Society for Industrial and Applied Mathematics (SIAM) Conference on Financial Mathematics & Engineering, Austin, Texas, 11/2016.
  • Workshop on the Modelling and Simulation of Financial System Infrastructures, Bank of Canada, Ottawa Ontario, Canada, 10/2016.
  • Center for Risk Management Research, UC Berkeley, 10/2016.
  • RiskMinds, Chicago, 9/2016.
  • CFTC, Washington DC, 8/2016.
  • Monetary and Capital Markets Department, IMF, Washington DC, 8/2016.
  • Bank for International Settlements, Basel, Switzerland, 7/2016.
  • The Office of Financial Research, U.S. Department of the Treasury, Washington DC, 6/2016.
  • Bank of England, London, UK, 6/2016.
  • Imperial College Mathematical Finance Group, London, UK, 6/2016.
  • Research and Statistics, and the Office of Financial Stability Policy and Research, Board of Governors of the Federal Reserve System, 4/2016.
  • Financial Institution Supervision Group, Federal Reserve Bank of New York, 3/2016.
  • Department of Applied Mathematics, Illinois Institute of Technology, 2/2016.
  • Banking Supervision and Regulation, Board of Governors of the Federal Reserve System, 12/2015.
  • The Consortium for Systemic Risk Analytics, MIT Sloan School of Management, 12/2015.
  • INFORMS annual meeting, Philadelphia, PA, 11/2015. Risk USA, New York, 10/2015.
  • Financial Institution Supervision Group, Federal Reserve Bank of New York, 10/2015.
  • The Office of Financial Research, U.S. Department of the Treasury, Washington DC, 9/2015.
  • Finance and Banking Research Seminar Series, Board of Governors of the Federal Reserve System, Washington DC, 8/2015.
  • Quant Congress, New York, 7/2015.
  • INFORMS International Conference, Montreal, Canada, 6/2015.
  • RiskMinds, Miami, Florida, 6/2015.
  • Western Economic Association International Annual Conference, Honolulu, Hawaii, 6/2015.
  • The Consortium for Systemic Risk Analytics, MIT Sloan School of Management, 5/2015.
  • Systemic Risk and Financial Networks Workshop, Institute for Pure and Applied Mathematics, University of California Los Angeles, 3/2015.
  • Center for Financial and Risk Analytics, Stanford University, 3/2015.
  • Center for Risk Management Research, UC Berkeley, 3/2015.
  • Courant Institute of Mathematical Sciences, New York University, 2/2015.
  • Regulating Systemic Risk: Insights from Mathematical Modeling, Isaac Newton Institute for Mathematical Sciences, University of Cambridge, UK, 12/2014.
  • The Market Modeling Group, Morgan Stanley, New York, 12/2014.
  • Global Derivatives Conference, Chicago, 11/2014.
  • SIAM Conference on Financial Mathematics & Engineering, Chicago, 11/2014.
  • INFORMS annual meeting, San Francisco, 11/2014.
  • Incisive Media Risk Training, New York, 9/2014.
  • Quant Congress, New York, 7/2014.
  • Western Economic Association International Annual Conference, Denver, Colorado, 6/2014.
  • Credit Risk Symposium at the Risk Management Institute, National University of Singapore, 5/2014.
  • Financial Institution Supervision Group, Federal Reserve Bank of New York, 5/2014.
  • Center for Financial and Risk Analytics, Stanford University, 2/2014.
  • Center for Risk Management Research, UC Berkeley, 2/2014.
  • Economic Research Department, Federal Reserve Bank of San Francisco, 2/2014.
  • Financial Institution Supervision Group, Federal Reserve Bank of New York, 12/2013.
  • Banking Supervision and Regulation, Board of Governors of the Federal Reserve System, 11/2013.
  • INFORMS (Institute for Operations Research and Management Sciences) 2013 Best Presentation Award.
  • INFORMS annual meeting, Minneapolis, Minnesota, 10/2013.
  • INFORMS Applied Probability Conference, Costa Rica, 7/2013.
  • IBM Watson Research Center, New York, 2/2013.
  • Federal Reserve Bank of Richmond, Baltimore, Maryland, 2/2013.
  • Board of Governors of the Federal Reserve System, Washington DC, 1/2013.
  • INFORMS annual meeting, Phoenix, Arizona, 10/2012.
  • INFORMS annual meeting, Charlotte, North Carolina, 11/2011.
  • INFORMS annual meeting, Austin, Texas, 11/2010.
  • Department of Operations Research and Financial Engineering, Princeton University, 11/2009.
  • INFORMS annual meeting, San Diego, CA, 10/2009.
  • INFORMS annual meeting, Washington DC, 10/2008.