Bios

Please visit our People page for an overview of the individuals whose biographies are collected on this page.

Faculty


Tim Leung, CFRM Director

EDUCATION

B.S., Operations Research, Cornell University
Ph.D., Operations Research & Financial Engineering, Princeton University

BIOGRAPHY

Professor Leung’s research areas are Financial Mathematics and Optimal Stochastic Control. He has worked on a variety of problems, such as derivatives pricing, algorithmic trading, credit risk, exchange-traded funds (ETFs), and more. His research has been funded by the National Science Foundation (NSF), and published in journals, such as Mathematical Finance, Quantitative Finance, Finance & Stochastics, SIAM Journals, etc. Professor Leung regularly supervises PhD, MS, and undergraduate research projects, and collaborates with academics, practitioners, and regulators. He is the Chair of the INFORMS Finance Section, and the Program Director of the SIAM Activity Group on Financial Mathematics & Engineering (SIAG FME).


Bahman Angoshtari

EDUCATION

Ph.D., Mathematics, University of Oxford

BIOGRAPHY

Bahman’s research interests include applications of stochastic optimization and control theory, with primary focus on models of optimal portfolio choice and risk management in finance and insurance. He holds a D.Phil. in Mathematics from University of Oxford, and has served as a postdoctoral researcher at the Chinese University of Hong Kong and at the Universe of Michigan, Ann Arbor.


Ryan Donnelly

EDUCATION

Ph.D., Mathematics, University of Toronto

BIOGRAPHY

Ryan Donnelly, a native of Toronto, Canada, completed his PhD in Mathematics at the University of Toronto. Recently he has been a postdoctoral researcher within the Swiss Finance Institute at EPFL in Lausanne, Switzerland. Ryan’s research interests currently include the application of stochastic control techniques to problems in finance, more specifically, limit order book modelling and the design of optimal trading algorithms. Other areas of market microstructure related to asymmetric information and information flow are also active areas of his research.


Dan Hanson

EDUCATION

MA, Mathematics, Indiana University Bloomington
MA, Economics, Ohio State University

BIOGRAPHY

Dan has over 25 years of private sector experience in quantitative modeling and software development, primarily in quantitative finance. His experience is primarily in the financial sector, and more recently in data analytics. He is a music aficionado and audio enthusiast. Dan is also fluent in spoken and written Japanese.


Matt Lorig

EDUCATION

Ph.D. Physics, University of California, Santa Barbara

BIOGRAPHY

Matt’s research interests include probability theory, stochastic analysis, financial mathematics, and partial differential and integro-differential equations. He holds a Ph.D. in Physics from University of California, Santa Barbara and has served as a postdoctoral researcher and lecturer in the Department of Operations Research and Financial Engineering at Princeton University.


Sasha Aravkin

EDUCATION

Ph.D. in Mathematics (Optimization), University of Washington, 2010
M.S. in Statistics, University of Washington, 2010
B.Sc. in Mathematics and Computer Science, University of Washington, 2004

BIOGRAPHY

Professor Aravkin works in large scale optimization, machine learning and data science. His interests include nons- mooth/nonconvex/stochastic/PDE constrained optimization, fast algorithms for machine learning, convex/variational analysis, robust statistics, signal processing, and 3D image reconstruction.

WEBSITE

AMATH Profile


Nathan Kutz

EDUCATION

B.S., Physics and Mathematics, University of Washington
Ph.D., Applied Mathematics, Northwestern University

BIOGRAPHY

Professor Kutz was awarded the B.S. in physics and mathematics from the University of Washington (Seattle, WA) in 1990 and the PhD in Applied Mathematics from Northwestern University (Evanston, IL) in 1994. He joined the department in 1998 and became Chair in 2007. Professor Kutz is especially interested in a unified approach to applied mathematics which includes modeling, computation and analysis. His area of current interest concerns phenomena in the optical sciences: laser dynamics and modelocking in fiber lasers, soliton propagation and mode-coupling dynamics for optical fiber communications, and pattern formation and stability of optical structures in optical parametric oscillators. Mathematically, the analysis and computation of the above phenomena naturally fall within the context of the methods of contemporary dynamical systems, nonlinear wave propagation, perturbation and asymptotic methods, and bifurcation theory applied to the underlying nonlinear differential equations and partial differential equations.


Randy LeVeque

EDUCATION

B.A., Mathematics, University of California, San Diego
Ph.D., Computer Science, Stanford University

BIOGRAPHY

Professor LeVeque completed his undergraduate work at the University of California at San Diego in 1977. He obtained his doctorate from Stanford University in 1982. He has held appointments at the Courant Institute, UCLA, and ETH-Zürich, and has been on the faculty at the University of Washington since 1985. Professor LeVeque enjoys teaching, and concentrates on classes in the fields of numerical analysis, partial differential equations, and nonlinear phenomena. He has written textbooks and lecture notes that are used at many universities. His research interests span many areas, including numerical analysis, computational fluid dynamics, nonlinear partial differential equations, mathematical theory of conservation laws, and software development, including the CLAWPACK software for solving conservation laws and other hyperbolic systems modeling wave propagation. He is also involved in research in many applications areas, including astrophysics, geophysics, and biophysics. Professor LeVeque is a Fellow of SIAM, the Society for Industrial and Applied Mathematics, and currently serves as Chair of the Journals Subcommittee.


Doug Martin

EDUCATION

B.S.E, EE/Physics, Princeton
M.S., Electrical Engineering, University of Washington
Ph.D., Electrical Engineering, Princeton

BIOGRAPHY

Martin is Professor Emeritus of Applied Mathematics, former Director of the Computational Finance and Risk Management graduate degree program, Professor Emeritus of Statistics and Adjunct Professor of Finance, and former Chair of the Department of Statistics. Martin was a consultant in the Mathematics and Statistics Research Center at Bell Laboratories from 1973 to 1983. In 1987, he founded Statistical Sciences to commercialize the S language for data analysis and statistical modelling in the form of S-PLUS. Subsequently he was a co-founder and Chairman of FinAnalytica, Inc., developer of the Cognity portfolio construction and risk management system, and served as CEO from 2006 to 2008. Martin has authored numerous publications on time series and robust statistical methods, and is co-author of two books: Modern Portfolio Optimization (2005), and Robust Statistics: Theory and Methods (2006). His research is on applications of modern statistical methods in finance and investment.


Hong Qian

EDUCATION

B.A, Astrophysics, Peking University
Ph.D., Biochemistry, Washington School of Medicine

BIOGRAPHY

Professor Qian received his B.A. in Astrophysics from Peking University in China in 1982, and his Ph.D. in Biochemistry from Washington University School of Medicine in St. Louis in 1989. Subsequently, he worked as postdoctoral researcher at University of Oregon and Caltech on biophysical chemistry and mathematical biology. Before joining the University of Washington, he was an assistant professor of Biomathematics at UCLA School of Medicine. From 1992-1994, he was a fellow with the Program in Mathematics and Molecular Biology (PMMB), a NSF-funded multi-university consortium. Professor Qian’s main research interest is the mathematical approach to and physical understanding of biological systems, especially in terms of stochastic mathematics and nonequilibrium statistical physics. In recent years, he has been particularly interested in a nonlinear, stochastic, open system approach to cellular dynamics. Similar population dynamic approach can be applied to other complex systems and processes, such as those in ecology, infection epidemics, and economics. He believes his recent work on the statistical thermodynamic laws of general Markov processes can have applications in ecomomic dynamics and theory of values. In his research on cellular biology, his recent interest is in isogenetic variations and possible pre-genetic biochemical origins of oncogenesis.


Ka-Kit Tung

EDUCATION

B.S., Engineering Science, California Institute of Technology
M.S., Aeronautics, California Institute of Technology
Ph.D., Applied Mathematics, Harvard University

BIOGRAPHY

Professor Tung’s current research is in time-series data analysis, in particular the analysis of past and present climate data to understand the factors that are responsible for the observed variation. Professor Tung received his baccalaureate and master’s degrees at the California Institute of Technology, both in 1972, in the field of Aeronautical Engineering. He earned his doctorate degree in Applied Mathematics at Harvard University in 1977. Professor Tung joined the Department in late 1988 and became Department Chair in August 1993, a position he held until July 2007. He teaches courses on Mathematical Modeling, Partial Differential Equations and Investment Science. His research on climate data analysis is supported by NSF and NASA. He is the Chief Editor of Journal of Atmospheric Sciences, and also serves as an Editor of Discrete and Continuous Dynamical Systems.


Anna Astrakhan

EDUCATION

B.A. Columbia University
J.D.  Boston University School of Law

BIOGRAPHY

Anna Astrakhan is an attorney at the Social Security Administration. Prior to joining the Social Security Administration, she worked in tort litigation and in international human rights litigation. She has also engaged in pro bono work for the Northwest Immigrant Rights Project and the King County Bar Association Neighborhood Legal Clinics. In Spring 2018, Anna co-taught a Statistics and the Law seminar at the UW Department of Applied Mathematics.


Brian Peterson

BIOGRAPHY

Brian Peterson has more than a decade of experience researching, designing, developing, and deploying production quantitative trading systems. Brian is a Managing Director at Hehmeyer Trading + Investments in Chicago where he leads the electronic market making and digital assets (cryptocurrency) teams. He has been the lead executive for quantitative trading in multiple Chicago proprietary trading firms where his personal assets have been at risk every day. Brian is co-author or maintainer of over 10 packages for using the R statistical language in finance, and acts as the organization administrator for R’s participation in the prestigious annual Google Summer of Code program. In addition, Brian has continued to research, publish, and teach, and has been part of the UW Applied Mathematics, Computational Finance and Risk Management program since 2013. Brian has deep experience delivering large, technically complex production systems utilizing the latest technologies and techniques, including advanced optimization, machine learning and artificial intelligence, low latency execution, and algorithm design, judged directly by their performance in live markets.


Chris Strickland

EDUCATION

B.A., Pure Mathematics, 1st Class Honours, University of Liverpool
M.Sc., Mathematics, University of Warwick. Ph.D., Financial Mathematics, University of Warwick – Warwick Business School

BIOGRAPHY

Dr. Chris Strickland is CEO and co-founder of Lacima – a specialist provider of valuation, optimization, and risk management software to the global energy and commodities markets. Chris has also worked for over 15 years extensively with senior executives consulting on energy risk management and complex derivative valuation issues, and is a recognized expert for witness testimonials. Previously Chris worked for RBC Gilts Ltd. and Kitcat and Aitken & Co. in London, England. Chris is the co-author (with Les Clewlow) of the books Energy Derivatives Pricing and Risk Management and Implementing Derivatives Models and co-editor of the book Exotic Options: The State of the Art. In 2005, Chris was named in the Energy Risk Hall of Fame and in 2009, he was named in an elite international group of five by Energy Risk Magazine as a pioneering quantitative analyst who has made an outstanding contribution to energy trading and has shaped today’s global energy markets. He is a Coordinator of the Risk Metrics Subcommittee of the Committee of Chief Risk Officers (CCRO) based in Houston, Texas, and a member of the Energy Oversight Committee for the Global Association of Risk Professionals (GARP) based in New York. Chris is an Honorary Fellow at Macquarie University in Sydney, Australia.


David Cariño

EDUCATION

B.S.E., Electrical Engineering and Mechanical Engineering, MIT; M.S., Electrical Engineering MIT
Ph.D. in Engineering Economic Systems, Stanford University

BIOGRAPHY

David Cariño is a research fellow at Russell Investments, where he conducts research on performance measurement and index methodologies and develops new index products. He has assisted numerous clients with multi-manager portfolio strategies and has served as director of investment strategy for Russell’s office in Sydney, Australia. David has published several influential articles on asset allocation and performance measurement since joining Russell in 1987. Most recently, he coauthored the book, Portfolio Performance Measurement and Benchmarking (McGraw-Hill, 2009), with Jon Christopherson and Wayne Ferson. He was the architect of the Russell-Yasuda Kasai model, an asset/liability management model using multi-stage stochastic programming, which received a 1993 Franz Edelman Award by The Institute of Management Sciences. His 1999 article “Combining Attribution Effects Over Time” received a Dietz Award by The Journal of Performance Measurement. He currently serves on the advisory board of that journal.


Garth Reistad

EDUCATION

B.S. with highest honors in Economics, Montana State University
M.A. in Economics, Columbia University

BIOGRAPHY

Garth Reistad is the Deputy Chief Investment Officer with over fifteen years’ experience with the investment program at the University of Washington. Prior to joining the University, he worked as an Analyst at Bank of America in San Francisco. Garth is a member of the Seattle Society of Financial Analysts and a CFA charter holder. He serves as a member of the Investment Committee for Seattle University.


George Zinn

EDUCATION

B.A. in Economics and Environmental Studies with a minor in Romance Languages, Bowdoin College
M.B.A., University of Washington

BIOGRAPHY

George Zinn is responsible for investing and managing Microsoft’s corporate assets. He leads a group which manages the company’s worldwide financial and corporate risk, investment portfolio, strategic portfolio, foreign exchange, corporate and structured project finance, dilution management, cash and liquidity, customer financing and collection activities. Zinn led Microsoft’s inaugural debt issuance which was awarded AAA credit rating. Additionally, he is a fiduciary for the company’s defined contribution plan. In 2009, George was recognized by Treasury & Risk Management Magazine as of the 100 Most Influential People in Finance. George began his career on the floor of the Chicago Mercantile Exchange, and his previous role at Microsoft was Chief Financial Officer of the Intellectual Property & Licensing Division. Zinn serves on the Alaska Permanent Fund Corporation (APFC) Investment Advisory Board.


Jay Henniger

EDUCATION

B.S., Physics and Mathematics, Gettysburg College
Ph.D., Applied Mathematics, Cornell University

BIOGRAPHY

Dr. Henniger is the Head of Financial Modeling at OneWest Bank, a southern California bank with over 25 Billion in assets. He leads a team focused on fixed income portfolio valuation, interest rate risk management, and estimating and stress testing credit risk. From 2008-2011 Henniger was a Sr. Manger and Risk Model Specialist at JP Morgan Chase, coordinating credit risk economic capital modeling and providing independent review of Basel II regulatory capital models. Dr. Henniger has more than ten years of experience building and analyzing quantitative financial models with particular emphasis on models for assessing valuation and risk relating to bank assets and liabilities.


John McMurray

EDUCATION

B.S., Trinity University
M.B.A, University of Texas San Antonio
M.S., MIT

BIOGRAPHY

John McMurray is chief risk officer for Russell Investments leading the global risk management function. With decades of experience in large commercial and government-sponsored institutions, John’s background includes more than 10 years in chief risk or chief credit officer roles. His background spans multiple asset classes across multiple market cycles with consumer, commercial and counterparty market and credit exposures for securities, options, whole loans, derivatives, guarantees and insurance.


Keith Ferguson

EDUCATION

B.A., Princeton
M.B.A., University of Washington

BIOGRAPHY

Keith Ferguson is currently the Chief Investment Officer at the University of Washington in Seattle. Mr. Ferguson has over twenty years of experience in the investment business, primarily working as a portfolio manager and research analyst. Prior to his current role, Mr. Ferguson worked for Fidelity Investments in senior investment roles, including Chief Investment Officer for Asia Pacific based in Hong Kong.


Mark Everitt

EDUCATION

B.Sc. degree with joint honors in Geography and Topographic Science, University of Wales
Passed all qualifications for associate membership, Chartered Institute of Bankers, United Kingdom

BIOGRAPHY

Mr. Everitt serves not only as Managing Director for Blackrock but also as Director of Risk Management for BlackRock Alternative Advisors, BlackRock’s fund of funds platform. Mr. Everitt joined BlackRock in 2007 following the acquisition of the fund of funds business of Quellos Group, LLC. At Quellos, he was a Principal responsible for overseeing the Risk Management Group. From 2000 to 2003, he was a Managing Director for Market and Liquidity Risk with BNP Paribas, leading a team responsible for risk management in fixed income, equity and commodity products in the Americas. Mr. Everitt joined BNP Paribas London in 1995, where he was the Global Head of the Counterparty Risk and Portfolio Analysis team, developing risk methodologies and sponsoring system developments which measured counterparty exposure risk and economic capital for derivative products. From 1988 to 1995, Mr. Everitt was a Senior Consultant at Price Waterhouse Management Consultants, as well as with NatWest Markets, where he completed the Graduate Program.


Steven Murray

EDUCATION

B.A., Mathematics, Whitman College
M.S. and Ph.D., Operations Research, Stanford University
Charterholder, CFA Institute

BIOGRAPHY

Dr. Murray is Director of Asset Allocation and Investment Solutions for Russell Investments where he is responsible for portfolio construction research as well as the development and maintenance of model portfolios. Model portfolio research informs the management of multi-asset, balanced portfolios and supports client service and sales activities across regional institutional and retail business units. Dr. Murray also serves on Russell’s endowment and foundation practice group. Murray joined Russell’s investment research and development group in 1992, when his initial responsibilities were as a team member and project technical manager of customized asset/liability management models. These models were developed for large financial institutions, including banks and insurance companies. Dr. Murray’s role included both developing theoretical algorithms and implementing large-scale stochastic programming models. Murray has led Russell’s strategic forecasting group as well as the asset/liability analysis group, and his recent Russell research commentaries include an update to “Endowments, Foundations and the Inflation Challenge”, “Are 5% Distributions an Achievable Hurdle for Foundations? Were They Ever?” and “Rebalancing and Enhanced Asset Allocation.” He is a member of the CFA Institute and the Seattle Society of Financial Analysts and INFORMS (formerly the Operations Research Society of America). Dr. Murray is a recipient of 1999, 2001 and 2008 Russell Team Excellence Awards and a 2004 Russell Leadership Award.


Guy Yollin

EDUCATION

B.S., Electrical Engineering, Drexel University
M.S., Computational Finance, Oregon Health & Science University

BIOGRAPHY

Mr. Yollin studied Electrical Engineering at Drexel University and has been heavily involved in computer programming since 1981. In 1986, Yollin founded Cybernetic Systems and Automation, Inc. a high technology manufacturer of pattern recognition systems. Upon the sale of the company to Electro Scientific Industries, Inc., Mr. Yollin served as the Director of Engineering for ESI’s Vision Products Division. In 2002, Mr. Yollin earned a master’s degree in computational finance and subsequently became the Director of Financial Engineering for the Insightful Corporation (the developers of S-PLUS). From 2007 through 2010, Yollin served as a Quantitative Research Analyst for Rotella Capital Management, a hedge fund manager specializing in the trading of global futures and foreign exchange markets. Yollin joined the UW Computational Finance program in 2011 and his current interests are focused on the R language for statistical computing (www.r-project.org) applied to portfolio optimization, time series forecasting, and predictive analytics.

CFRM Program Staff


Karen Gray Beaudry

EDUCATION

B.A., History of Science, Harvard University

BIOGRAPHY

Karen brings more than 25 years of information technology industry experience to her role in CFRM. Karen has held positions as a Systems Engineer at IBM Corporation, Assistant VP & Manager, Technology Development at Security Pacific Bank, Director of Marketing at an Internet start-up and as an Implementation Consultant at a large, publicly-traded healthcare technology company. She studied the History of Science, minored in Biology and was co-captain of Women’s Track & Field, at Harvard University. Outside of Lewis Hall, Karen can be found playing tennis, learning to fly fish and enjoying the Seattle food scene.


Laurie Feldman

EDUCATION

B.A., Sociology, Arizona State University

BIOGRAPHY

Laurie joined the Applied Math Department in July 2012 with nearly five years of student advising experience. In 2018 she transitioned from student advising to focusing on program management. She earned her Bachelor of Arts in Sociology from Arizona State University. Laurie’s interests include reading, crafts, watching sports, and travel. She has one cat named Sophie, a puppy named Theo, and resides in West Seattle.


Sarah Riley

EDUCATION

B.A., Art History, University of Texas at Arlington

BIOGRAPHY

Sarah joined the CFRM team in May 2018. She has more than nine years of experience working in higher education and academic advising from the University of Texas at Arlington, where she also studied Art History. As a new Seattle resident, Sarah spends her free time exploring the city and the greater PNW region. She also enjoys traveling, art, food and music.