ÂÜŔňÂŇÂ×

Alexander Lipton

Advisor at Numerix

Dr. Alexander Lipton is a Managing Director and Co-Head of the Global Quantitative Group at Bank of America Merrill Lynch and also a visiting Professor of Mathematics at Imperial College London. He was previously Managing Director and Head of Capital Structure Quantitative Research at Citadel Investment Group in Chicago. He has also worked at Credit Suisse, Deutsche Bank and Bankers Trust. Prior to these roles, Dr. Lipton was a Full Professor of Mathematics at the University of Illinois at Chicago and a Consultant at Los Alamos National Laboratory. He received his undergraduate and graduate degrees from Lomonosov Moscow State University. His current interests include: credit correlation and related topics, quantitative aspects of securitization, as well as technical trading strategies.

In 2000, Dr. Lipton was awarded the first “Quant of the Year” Award by Risk Magazine. Dr. Lipton is also the author of two books (“Magnetohydrodynamics and Spectral Theory” and “Mathematical Methods for Foreign Exchange”) and the editor of three more. He has published numerous research papers on hydrodynamics, magnetohydrodynamics, astrophysics, and financial engineering. Dr. Lipton has given dozens of invited lectures at leading universities and major conferences worldwide.

Links