Careers in Financial Engineering

Wednesday, March 29, 2017 - 3:00pm - 4:00pm EDT

Dear All,

You are cordially invited to attend the FRE Lecture.

Our invited guests from Numerix are alumnus Vincent Izzo, Senior Financial Developer and Andrew McClelland, Director of Quantitative Research who will present a lecture on the following topic:

Title

Careers in Financial Engineering

Abstract

Mr. Izzo and Dr. McClelland will discuss recent trends in the finance industry and application of the Financial Engineering major to real-life work experiences. They have a variety of experience including academic, military projects as well as Wall Street investment banks and software vendors.

Bios

Vincent Izzo, Senior Financial Developer, Numerix: Has 30 years of industry experience and has worked for AT&T Navy Systems, NYSE, Morgan Stanley, Bloomberg, JPMorgan, and Calypso. He also worked for investment banks and several software vendors in the fixed income quant space. Mr. Izzo has M.S. degrees in Applied Mathematics (SUNY StonyBrook), Electrical Engineering (SUNY StonyBrook)  and Financial Engineering (Brooklyn Poly/NYU).

Andrew McClelland’s Quantitative Research at Numerix: focuses on XVA pricing and hedging, generating counterparty credit risk metrics for structured products, and estimating risk model parameters via time-series estimation. He earned his PhD in finance at the Queensland University of Technology for a thesis on financial econometrics. He considered markets exhibiting crash feedback, option pricing for such markets, and parameter estimation for such markets using particle filtering methods. Dr. McClelland’s work has been published in the Journal of Banking and Finance, the Journal of Econometrics, and the Journal of Business and Economic Statistics.

Please mark your calendars and come join us. Refreshments will be served.