■ Key highlights• Awarded `Quant of the Year' in 2021 by Portfolio Management Research (PMR) and Journal of Portfolio Management (JPM) for his contributions to the field of quantitative portfolio theory.• Accomplished and results-oriented academic and practitioner with a solid track record in the financial industry as professor (NYU Courant), lead researcher/principal investigator, expert witness and testimony, consultant, and advisory board member. Author of highly-regarded books in quantitative finance and numerous key research publications. • Effective communicator of results and outcomes, verbally and in writing, to technical and non-technical audiences, peers, clients, board members and stakeholders. Employs active listening and mediation skills to identify key requirements and build consensus. Considerable experience teaching and giving presentations in corporate and academic settings.• Extensive contact network in the financial and data science industries. • Invited speaker, presenter and moderator at 15-20 conferences and events in industry and academia annually. ■ Leadership• Director of NYU Courant’s M.S. in Mathematics in Finance program.• Advisory Board Member of investment management, financial machine learning, and alternative data companies.• Editorial board member of several journals in quantitative finance, portfolio management and financial data science. • On the Board of Directors of International Association of Quantitative Finance (IAQF) and Society of Quantitative Analysts (SQA). ■ Research interests Data science, econometrics, financial mathematics, forecasting models, high frequency trading, machine learning, portfolio optimization w/ transaction costs and taxes, quantitative and systematic trading, reinforcement learning, risk management, robo-advisory and investing, stochastic optimal control, transaction costs, and tax-aware investing.