2023暑期线下科研·海外：哥伦比亚大学教授量化金融与应用数

Alexei导师现任职于哥伦比亚大学，教授财务价格分析中的数学方法、资本市场和投资等课程，拥有普林斯顿大学应用与计算数学硕士及博士学位，是Systematic Alpha Management LLC (SAM）公司研究主管及合伙人。导师研究成果广受业界认可，曾发表多篇论文于International Journal of Theoretical and Applied Finance、World Scientific等业内学术期刊中。Alexei教授目前是达索系统公司的物理开发和哥伦比亚大学数学系的正教授。从2000年到2019年，他是Systematic Alpha Management, LLC的研究主管和投资组合经理。在共同创立SAM之前，Alexei博士曾在Wexford Management（定量分析师，期权定价和交易）、BNP Paribas（专有交易员，固定收入期货定量交易）、TrendLogic Associates（研究助理总监，期货和股票策略）工作。在他的科学和金融职业生涯中，导师的很多工作成果被发表在主要的物理和金融期刊上。 Dr. Alexei is currently a Physics Development Senior Specialist with Dassault Systemes and an Adjunct Professor with Columbia University, Mathematics Department. From 2000 until 2019 he was a Head of Research and Portfolio Manager for Systematic Alpha Management, LLC. He graduated from Moscow Institute of Physics & Technology in 1990 with Highest Honors in Theoretical Physics & Applied Mathematics. He earned his PhD. in Applied & Computational Mathematics from Princeton University in 1995. Prior to co-founding SAM, Dr. Alexei worked for Wexford Management (Quantitative Analyst, options pricing and trading), BNP Paribas (Proprietary Trader, quantitative global fixed-income futures trading, Fixed Income Swaps Desk), TrendLogic Associates (Assistant Director of Research, global futures and equities strategies).Dr. Alexei 's scientific background relates to such fields as hydrodynamic instabilities and fluid turbulence. Throughout his career in science and finance, certain results of Alexei's work were published in leading physics and finance periodicals.