In a move that will give financial mathematics students increased exposure to strategic internships and to experts working in today’s ultra-competitive financial services field, the Johns Hopkins University’s Whiting School of Engineering has entered into a partnership with Baltimore-based Campbell & Company, one of the oldest and largest investment management firms in the world.
Under the terms of the agreement, Campbell financial experts will teach a fall semester course in investment science through the university’s Department of Applied Mathematics and Statistics and will offer a paid internship to up to three Hopkins students throughout the year. During these internships, the students will collaborate with Campbell’s research team to solve advanced challenges in financial engineering and quantitative finance, acquiring and sharpening skills that will give them an edge when searching for permanent employment.
“This will be a mutually beneficial partnership, giving our students the opportunity to learn – inside the classroom and out -- from experts working in the field professionally and facing the issues that people in that industry face,” said Daniel Naiman, chair of the Department of Applied Mathematics and Statistics at Whiting. “And Campbell gets exposure to our very talented and motivated pool of students, both as interns in the short term and as future employees. We’re excited at the opportunity to grow our relationship with Campbell, which has already involved interactions between Hopkins faculty with Campbell researchers.”
The first investment science class under the new partnership gets underway next week and will be taught by Peng Liu, a researcher at Campbell and a 2013 Ph.D. graduate of the Department of Applied Mathematics and Statistics. Liu worked as a research intern at Campbell when he was a Hopkins student.
The course and internships are open to both undergraduate and graduate students studying in a variety of engineering disciplines.
Source: Press Release from the JHU Office of Communications dated 9/4/13. Written by Phil Sneiderman
Jue Wang (FM MSE '12) is now working in Risk Management at Fannie Mae in Washington, DC
Rong Fan (FM MSE '12) is a Financial Engineer I at Fannie Mae in Washington, DC
AMS Computing Lab update
New additions have been made to the AMS Computer Lab that allow students to develop familiarity and expertise in the use of cutting edge software tools that are pervasive in the financial industry. Three Bloomberg terminals have been added. Also, thanks to the generosity of Trading Technologies, we now host their online trading software in the lab.
Agostino Capponi coming to AMS at JHU
Agostino Capponi will join the Department of Applied Mathematics and Statistics of JHU in August 2013. He is currently an assistant professor of Operations Research in the School of Industrial Engineering at Purdue University. His main research interests are in financial mathematics with strong focus on counterparty risk, systemic risk stochastic dynamic equilibrium and continuous time portfolio optimization. Read more...
Tao Wang (FM MSE '12) is working as Consultant at World Bank Group in Washington, DC.
Yue Meng (FM MSE '12) is working at Constellation Energy as a Risk Analyst.
Jing Huang (FM MSE '12) is working for Argus Information and Advisory Company in White Plains, NY.
Jiayi Guo (FM MSE '12) is working for the Royal Bank of Scotland in Shanghai, China as a Graduate Trainee - Analyst.
Shuo Ding (FM MSE '12) has joined Citic Trust as an Associate in Beijing.
Guang Yang (FM MSE '12) is working as a Financial Engineer at Fannie Mae in Washington, DC.
Tian Xia (FM MSE '12) has joined Deloitte in Shanghai, China.
Dimitris Mytilinaios (FM MSE '10) has joined Barrie & Hibbert as a Quant Modeling Analyst.
Jung Kim (FM MSE '09) is working as an Asset-Liability Management Analyst at Pioneer Investments.
Darsh Singh (FM MSE '12 expected) is working at a startup hedge fund called Satori Alpha.
Tiantian Xu (FM MSE '11) is an Actuarial Analyst at Aon Hewitt.
Ye Li (FM MSE '11) is a Support Engineer at OneMarketData in New York.
Na Huang (FM MSE '11) is currently working as a Risk Analyst at Fannie Mae.
Yulong Wang (FM MSE '11) has been admitted to the University of Melbourne to study for a PhD in FInance.
Jianglong Li (FM MSE '11) is holding a Default Data Management professional position at Freddie Mac.
Eugene Young (FM MSE '10) is an Analyst at Morgan Stanley in the Global Strategy & Solutions Group.
Shuang Liang (FM MSE '10) is now at Civic Capital in their New York office.
Mo Li (FM MSE '10) is a Research Analyst at Pinpoint Asset Management in Shanghai.
Abraham Woldemichael (FM MSE '10) has taken a position at the World Bank.
Kan Zou (FM MSE '10) is an Analyst at BlackRock in Delaware.
Ngong Chiu (Sunny) Kam (FM MSE '10) will be taking a position as an Analyst at DC Energy starting in May.
Iqra Shukr (FM MSE '10) is a Software Developer at Bloomberg in the Fixed Income department.
Xu Wu (FM MSE '09) is Managemant Associate at Citibank China in Beijing.
Dimitris Mytilinaios (FM MSE '10) is an Analyst European Central Bank, Directorate General of Economics.
Zefan Guan (FM MSE '09) is a Quantitative Analysts in the Financial Engineering & Risk Management Dept at the Morgan Stanley Huaxin Fund in Shenzhen, China.
Helyette Geman appointed as Visiting Professor
Professor Helyette Geman has been appointed as a Visiting Professor during Fall of 2010. Dr. Geman is an internationally renowned expert in mathematical finance. She has been a scientific advisor to major financial institutions, insurance companies and energy, commodity and mining companies for the last 21 years, covering the spectrum of interest rates, catastrophic risk, credit, then crude oil, natural gas and electricity, metals and agriculturals. Dr. Geman will teach a short course on Commodities Finance in Fall 2010. Further information about Dr. Geman can be found at this URL: http://www.helyettegeman.com/
Jim Liew appointed as Adjunct Assistant Professor
Dr. Jim Liew received his PhD in 1999 from the Columbia University Business School in Finance and Econmics. Since then Dr. Liew has held several positions related to finance, including that of a Senior Researcher at Campbell Co., a Baltimore hedge fund. Dr. Liew has taught in Columbia University’s Financial Engineering program, and has published papers in scholarly journals related to investment. Dr. Liew will teach a short course in Fall 2010 on Statistical Arbitrage. Further information about Dr. Liew can be found at this URL: http://www.battleofthequants.com/london_panelists.html
Okay Kayaoglu (FM MSE '09) is in the Citigroup Quantitative Trading and Analysis program.
Rob Panariello (FM MSE '09) has taken a position at T. Rowe Price as Quantitative Analyst.
Enming Qin (FM MSE '09) will be enrolled in a PhD program in Finance in the Fall.
Xu Wu (FM MSE '09) has joined the Management Associates program at Citigroup.
Zefan Guan (FM MSE '09) is a Software Developer for China Merchant's Fund, a popular mutual fund in China.
Chuan AiXinJueLuo (FM MSE '09) is Managing Director for Royal Family Beauty & Health Care.
Grand Opening of the AMS Computer Lab
Zefan Guan awarded T. Rowe Price Foundation Fellowship
Zefan Guan, a first year Financial Mathematics Masters student has been named as the first T. Rowe Price Foundation Fellow in the Johns Hopkins Financial Mathematics Program. The award provides $20,000 to help cover his expenses in the program, and is in recognition of his outstanding performance. Zefan came to the program after receiving his bachelor's degree in Computer Science from Sun Yat-Sen University in Guangzhou, China. Read more about Zefan ...
Tim Leung appointed as Assistant Professor in Department of Applied Mathematics and Statistics
Tim Leung, who will soon obtain his Ph.D. from the Department of Operations Research and Financial Engineering at Princeton University, will join our department in the Fall of 2008. Tim received his Bachelor's degree magna cum laude at Cornell, majoring in Operations Research and Industrial Engineering. His research interests are in Financial Mathematics, especially in the valuation of employee stock options (ESOs) and credit derivatives. His work on ESO valuation has been featured in the general press, and his papers are available on his current website.
David Audley named Associate Director of Financial Mathematics
David Audley, who received his PhD in 1972 from the Johns Hopkins Electrical Engineering department, has been working on Wall Street for the past 20 years. He has experience in portfolio management, analytic trading, risk management, financial technologies, and has performed research in the quantitative modeling of securities and markets - specializing in term structure models and relative value analysis. He is part owner of two companies -- Watch Hill Investment Partners, a hedge fund and Beacon Capital Markets, whose main product for electronic bond trading is enabled by peer-to-peer computer technology. Before joining the department as a full-time faculty member, David taught Financial Mathematics courses in the Applied Mathematics and Statistics department while helping to guide the creation of the new Financial Mathematics Master's program.
Carey Business School Announces Inaugural Dean
Yash P. Gupta, PhD, described as "a visionary academic leader" by university President William R. Brody, will become the first dean of the Johns Hopkins Carey Business School. Read more ...