Ronald Slivka ,

  • Retired Adjunct Professor


Ronald Slivka

Dr. Ronald Slivka was among the earliest quantitative specialists on Wall Street. During his Wall Street career, he managed option portfolio strategies at JP Morgan, was the first Ph.D. on the trading floor at Salomon Brothers, and held sales and management positions in derivatives at large investment banking firms. Throughout his career, he specialized in the construction of practical derivative solutions for managing risk and creating rewards for clients which included the largest US corporations, banks, and financial firms seeking solutions in the US, global, and emerging markets. Dr. Slivka has over 40 publications in journals and books and serves on the Editorial Board of several financial journals including the Indian Journal of Finance. Measured by all-time downloads his papers remain in the top 10% of over 503,000 authors posting research on

Dr. Slivka teaches two different derivative courses each semester and supervises Capstone students on derivative research projects with the objective of publishing results for students to use in their career development. Separately, he serves annually as Faculty Advisor to student teams that have won annual national trading competitions six years in a row. In 2007 and 2015 he received Adjunct Professor awards for dedication and outstanding service beyond all expectations to students, faculty, and staff.

Research Interests
Derivative Applications for Investing and Issuing, Algorithms for Derivative Hedging and Trading, India and China Capital Markets, Financial Engineering Models and Tools

University of Pennsylvania
Ph.D., Physics
MS, Physics

Carnegie Mellon University
BS, Physics

ABN AMRO Inc., NY, 1999 - 2007
Director, Equity Derivatives

Portfolio Advice Associates, 1996 - 1999
Founder & Principal

ING Baring Securities, Inc.. 1995 - 1996
VP and Marketing Head, Emerging Markets Equity Derivatives for The Americas

JP Morgan Securities, Inc., 1992 - 1995
VP and Marketing Head, Equity Derivatives for North American Investors

Salomon Brothers, NY, 1982 - 1992
VP and Manager, Equity Derivatives, North America

The Options Group, 1981-1982
Founding Partner

JP Morgan Bank, 1976-1981
Operations Research Officer; VP Morgan Capital Corp.