ORIE Adds Marcos Lopez de Prado to Cornell Financial Engineering Manhattan

Marcos Lopez de Prado joins Cornell Financial Engineering Manhattan as a Professor of Practice after leaving his post at AQR as Principal and Head of Machine Learning. "We are delighted to welcome Marcos at CFEM. He has been instrumental in developing and advancing our Financial Data Science certificate, and he brings over 20 years of quant experience into our classroom,” said Victoria Averbukh, Director of CFEM. Before formally joining CFEM, Professor Lopez de Prado taught his graduate course “Advances in Financial Machine Learning” as a CFEM practitioner since 2016. Marcos has been named... Read more

CFEM Alumni and Associate Director Liz Drummond

CFEM's End of the Year Post: Happy Summer to All!

We had so much fun catching up with old friends at Kingston Hall last Thursday. Over drinks and beef patties, incoming CFEM students celebrated the end of their first year and discussed their current summer internships. 100% of incoming CFEMers were placed in summer internships (68% of summer internship offers were a direct result of alumni connections and CFEM resume drops!) 98% of the FE students who completed their studies in December 2018 have accepted full-time offers and/or will pursue Ph.D. programs. We look forward to greeting all new students in Ithaca and New York City in the fall... Read more

Celia Chen of Alliance Bernstein Talks to Crowd

Cornell-Citi Financial Data Science Seminar with Andrew Chin and Celia Chen

Alliance Bernstein's Andrew Chin (Chief Risk Officer and Head of Quantitative Research) and Celia Chen (Data Scientist) came to the Cornell Tech campus on April 10th to discuss major changes in the asset management industry as a result of big data. This concludes our seminar series with Citi for the semester! We hope to collaborate again in the future, and we thank everyone for the continued support. Read more

Fireside Talk Panelists

CFEM Fireside Talk

On Wednesday, April 3rd, our panelists and attendees from a variety of career paths gathered for an informal discussion as women in finance. The conversation included such topics as the setbacks that all of us have overcome in the industry, challenges that women still face, and our visions for the future. It was a memorable chat, and we are grateful to all participants for the newfound inspiration. Read more

Cornell-Citi Financial Data Science Seminar with Eric Newcomer

Cornell Financial Engineering Manhattan partnered with Citi for the first time last Tuesday night on January 29th, 2019. Eric Newcomer, Chief Architect for Treasury and Trade Solutions at Citigroup, was the first speaker in our seminar series to highlight machine learning applications in finance. His presentation, "Projects and Experiences in Treasury and Trade Solutions," was well-received and brought together attendees from a wide variety of fields. Our next seminar will be held on February 27th with Dan diBartolomeo of Northfield Information Services, Inc. We hope to see more people attend... Read more

CFEM Graduating Class of 2018

CFEM Graduation (Class of 2018)

CFEM's Class of 2018 held its graduation ceremony on Thursday, December 13th, at the Bloomberg Center. We had opening remarks from CFEM Director Victoria Averbukh and Senior Research Associate Sasha Stoikov, as well as guest appearances from ORIE Director Shane Henderson and the Director of Master of Engineering Studies, Kathryn Caggiano. We were thrilled to spend the semester with such promising young students, and we look forward to seeing their achievements in finance and beyond. Read more

Quant Finance Forum Panelists

CFEM 2018 Annual Quant Finance Forum

On November 13th, 2018, the Cornell community and industry experts from different sectors came together to discuss the transformative impact of AI on asset management. CFEM aims to be at the forefront as data analytics and new technologies become an integral part of quantitative finance. Seasoned professionals from the following companies came to share their insight: Point72 Asset Management / Cubist Systematic Strategies Voya Investment Management Tudor Investment Corporation Wolfe Research AQR Capital Management Millennium Management Seven Eight Capital We hope to host more opportunities for... Read more