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Twenty-first Annual Financial Mathematics Quant Symposium

February 23, 2019 12:30pm

Department of Mathematics, 101


Hamed Firouzi (Alphabist L.L.C., New York City)

Hamed Firouzi received the B.Sc. degrees in Electrical Engineering and Pure Mathematics from Sharif University of Technology, Tehran, Iran, in 2009, and the M.Sc. degrees in Financial Engineering and Applied Mathematics, from the University of Michigan, Ann Arbor, MI, USA, in 2014. He received the PhD degree in Electrical Engineering from the University of Michigan, Ann Arbor, MI, USA, in 2015. He is the founder of Alphabist L.L.C. which specializes in Algorithmic Trading of Digital Currencies. Formerly, he was a Senior Data Scientist at the Goldman Sachs Group Inc. in New York. His research interests include Statistical Signal Processing, Predictive Modeling and Reinforcement Learning in Financial Markets.

Alicia Wang (Citi Bank, Tampa, FL)

Alicia (Hongli) Wang is senior analyst with Citibank’s QRS (Quantitative Risk and Stress testing) and is located in Tampa. She is primarily working on the regulatory Counterparty credit risk review. She partners with Finance team on Citigroup trading book Stress testing, such as CCAR and ICAAP. She works on the enhancement of Counterparty Credit Risk Weighted Asset (RWA) calculation and capital allocation. She worked in Dublin for one year and collaborated with EMEA team on several European Regulation projects. Alicia holds a MS in Finance from the Johns Hopkins University. She serves her community as Enactus Mentor with CITI volunteer program.

Linghang Ying (Citi Bank, Tampa, FL)

Linghang joined Citi in 2013 as quantitative analyst in market risk analytics team in New York. He re-located to Tampa in 2017 to help build up the local quant team’s knowledge base. Most recently, he mainly focusing on maintaining Monte Carlo simulation VaR model framework and developing new Historical simulation framework for future Basel 3.5 regulatory requirement. Linghang holds a Ph.D. degree in computational physics from Tulane University with a focus on ocean wave simulation and quantum computation gate optimization.

Dan Pirjol (Vice President at J.P. Morgan, New York City)

Dan Pirjol works in the Model Risk Group at J.P. Morgan, and his research is focused on applied probability, numerical methods and financial engineering. He has a PhD in theoretical physics from the University of Mainz. After doing research in theoretical physics, he worked for Bank of America and Markit, before joining J.P. Morgan in 2009.

Andrew Fan (Quantitative Risk Analyst at Citi, Tampa, FL)

David Mandel (Associate at JP Morgan, New York City)

Jon Yeatman (Portfolio Manager at State Board of Administration of Florida, Tallahassee, FL)

Ming Zhu (Vice President at Bank of America Merrill Lynch, New York City)


  • Department of Mathematics, Florida State University
  • College of Arts and Sciences, Florida State University