Financial Engineering

Office: OR Manhattan
55 Broad Street
New York, NY 10004

Phone: 212-363-2915

Victoria Averbukh returns to Cornell School of Operations Research and Information Engineering (ORIE) in 2007, after 10 years on Wall Street, to serve as a Senior Lecturer and the Director of Financial Engineering Manhattan, ORIE's Manhattan office at 55 Broad Street in New York City. Victoria received her B.A. in Mathematics from NYU in 1993 and her M.S. and Ph.D. from Cornell ORIE in 1997.

After completing her Ph.D., Victoria worked in Fixed Income Research at Salomon Brothers (now Citigroup) as a strategist covering US Treasury futures, and later in Mortgage-Backed Securities. In 2004 she joined Deutsche Bank where she became the Head of Structured Residential Mortgage-Backed Securities Research. During her Wall Street career, Victoria focused on transaction-oriented research. She has been quoted by the Wall Street Journal, the New York Times, and Bloomberg Radio.

Professional Publications

“Primer on Inverse-Floaters and Inverse IOs”, proprietary publication at Citigroup, 2003

“Guide to the Delivery Option Model”, proprietary publication at Citigroup, 2000

“Pricing American-Style Options Using Monte Carlo Simulation” – Ph.D. Thesis under the advisement of Professors David Heath and Robert Jarrow, 1997