Mission
Our mission is to promote research projects in credit risk that
- Have an impact on the practice in financial institutions,
- Bring together faculty, graduate students and researchers in industry and regulatory authorities,
- Draw from the broad expertise available in the Department such as probability and stochastic processes, finance, optimization and numerical analysis.
Sponsors
The CreditLab is funded by generous grants from JP Morgan Chase and Mizuho-DL Financial Technology. We also received support from Morgan Stanley, Moody's Credit Markets Research Fund, from GARP's Risk Management Research Program and from Credit Suisse and American Express through their membership in the Affiliate Program of the Department of Management Science and Engineering.
Members
Shahriar Azizpour, Vice President, Quantitative Research, Deutsche Bank
Vibhav Bukkapatanam, PhD Candidate, Management Science and Engineering
Xiaowei Ding, Quantitative Analyst, Citadel
Eymen Errais, CEO and Founder, CreditFlow
Kay Giesecke, Assistant Professor, Management Science and Engineering
Lisa Goldberg, Executive Director, Analytic Initiatives, MSCI Barra
Igor Halperin, Executive Director, Quantitative Research, JP Morgan
Hossein Kakavand, PostDoctoral Fellow, Management Science and Engineering
Baeho Kim, Assistant Professor of Finance, Korea University Business School
Jack Kim, Quantitative Analyst, JP Morgan
Matt Leduc, PhD Candidate, Management Science and Engineering
Mohammad Mousavi, PhD Candidate, Management Science and Engineering
Alexander Papanicolaou, PhD Candidate, Institute for Computational and Mathematical Engineering
Camilo Andres Rivera, PhD Candidate, Statistics
Gustavo Schwenkler, PhD Candidate, Management Science and Engineering
Alexander Shkolnik, PhD Candidate, Institute for Computational and Mathematical Engineering
Justin Sirignano, PhD Student, Management Science and Engineering
Dmitry Smelov, PhD Candidate, Management Science and Engineering
Hideyuki Takada, Senior Financial Engineer, Mizuho-DL Financial Technology
Gerald Teng, PhD Candidate, Management Science and Engineering
Pascal Tomecek, Vice President, Quantitative Research, JP Morgan
Anca Vacarescu, PhD Candidate, Mathematics
Shilin Zhu, PhD Candidate, Statistics