M.S.Q.F. Advisory Board
Albert An
Albert An serves as the chief executive officer of Tower Research Capital, a diversified financial services firm. It is known for its leading quantitative trading platform that is home to the world’s best systematic portfolio managers. Tower has a 25-year track record of innovation and a reputation for finding unique market opportunities where highly intelligent and motivated employees inspire each other to reach their greatest potential. Since 1998, Tower has been headquartered in New York City and employs over 1,200 people in more than a dozen offices globally.
Before Tower Research Capital, An held numerous roles in financial markets as head of Electronic Volatility Trading at UBS, head of Automated Market Making at Credit Suisse, and head of Automated Market Making, Equity Trading at Merrill Lynch. An started his career with Wolverine Trading where he spent 10 years as a principal and was a founder of its European trading business. He holds a B.A. in Economics from The University of Chicago and an MS.c. in Mathematical Trading and Finance from Bayes Business School, City University of London.
Alexander Fleiss
Alexander Fleiss is the current CEO, chairman, and co-founder of Rebellion Research, an educational think tank & AI asset manager. Rebellion Research was one of the first purely machine learning-focused hedge funds on Wall Street.
In 2006, Fleiss was featured in Bloomberg Businessweek for his development of AI algorithms. He was on the covers of The Wall Street Journal and The Mathematical Association of America in July 2010 for his work with machine learning that correctly predicted the Greek debt crisis. In 2011, he was profiled in Institutional Investor for his machine learning's correct call of a market rebound.
Fleiss also serves as the editor-in-chief of Rebellion's daily research publication, which has over 5 million annual readers and for which he has authored and edited over 10,000 articles. He is an editorial board member of The Journal of Financial Data Science and sits on the Cornell Financial Engineering Board of Advisors.
In addition, Fleiss has over 20 publications on SSRN, three articles in the Journal of Financial Data Science, and one in the United States Air Force Journal. He also had a paper published in the International Journal of Cryptocurrency Research.
Fleiss holds a bachelor of arts degree from Amherst College.
Lourenco Miranda
Regional Head of Capital Management, Resolution (Risk), and Model Risk Management for the Americas, Société Genérale
Lourenco Miranda is the regional head of capital management, resolution (risk), and model risk management for the Americas at Société Genérale. He joined the bank in February 2016 as managing director, head of capital planning, assessment, and review (CCAR) in New York. Prior to that, during his 20 years of financial industry experience, Miranda held multiple leadership roles in risk management and finance at internationally active financial institutions in multiple regions and regulatory jurisdictions.
On the academic side, for the past 25 years, Miranda has held faculty positions in multiple academic centers worldwide in the field of financial mathematics, has been in the board of international professional institutions, and has been a regular speaker at major international risk conferences. Miranda is a published writer of books in risk and finance and an author of articles in peer-reviewed journals. He is also a reviewer of professional and academic journals in risk as well as a regular contributor/writer for the renowned Risk Magazine, the same magazine that nominated him for the Risk Manager of the Year Award in 2006 for implementing a risk-innovation program in an international European bank. He holds a Ph.D. in statistical physics applied to risk measurement.
Rob Li
Michael Sternberg
Michael Sternberg is a managing director and head of Aladdin Financial Engineering at BlackRock. He joined from RBC Capital Markets in 2022, where he ran the front office quantitatively analytics team globally. Prior to this role, he was a managing director at Morgan Stanley, most recently in London, running risk analytics in the risk-management division. He ran many global front-office quant teams including fixed income, investment banking, wealth management, and XVA trading during his tenure. Sternberg joined Morgan Stanley in 1995 to run MBS structuring from Prudential Securities, where he ran the financial strategies group and focused on mortgage-backed and asset-backed securitization.
Sternberg started in the industry at The First Boston Corporation in 1986 in the mortgage department. He holds a B.A. in Economics from the University of California at Berkeley and a Master’s in Public Administration from the NYU Robert F. Wagner Graduate School of Public Service.
Harvey J. Stein
Senior VP, Labs Group, Two Sigma
Harvey Stein, Ph.D., is a senior VP in the Labs group at Two Sigma, where he addresses various research issues from around the firm. From 1993 – 2022, Stein was at Bloomberg, where he served as the head of several departments including Quantitative Risk Analytics, Counterparty and Credit Risk, Interest Rates Derivatives, and Quantitative Finance R&D. He is well known in the industry, having published and lectured on credit risk modeling, financial regulation, interest rate and FX modeling, CVA calculations, mortgage-backed security valuation, COVID-19 data analysis, and other subjects. Stein is on the board of directors of the IAQF, a board member of the Rutgers University Mathematical Finance program, an adjunct professor at Columbia University, and organizer of the IAQF/Thalesians financial seminar series. He's also worked as a quant researcher on the Bloomberg for President campaign. Stein holds a Ph.D. in Mathematics from the University of California, Berkeley (1991) and a B.S. in Mathematics from Worcester Polytechnic Institute (1982).
Georgiy Zhikharev
Managing Director and the Director of Investments and Research, J.P. Morgan Private Bank
Georgiy Zhikharev is a managing director and the director of investments and research at J.P. Morgan Private Bank, based in New York. His team is responsible for enhancing the investment process and coordinating investment research and technology efforts across the wealth-management investment-solutions platform, as well as fostering and overseeing a robust investment-governance framework for internal and external investment solutions. He is a member of the Private Bank’s global investment committee, as well as the investment review committee and investment performance governance committee, responsible for the onboarding and evaluation of investment vehicles.
Prior to his current role, Zhikharev was the global head of portfolio construction with responsibilities for multi-asset class solutions across the risk spectrum; was the global head of quantitative research and analytics for the global markets strategy team; spent five years as the portfolio manager for the global access hedge fund portfolios; and was the risk officer for the global access team, overseeing quantitative-risk analytics and research and evaluating the risk impact of portfolio trades.
Prior to his role on the global access team, he helped to develop the non-discretionary risk-management unit of the Private Bank. Before joining J.P. Morgan, Zhikharev was director and partner at Dialogue Investments, an investment-management and consulting company in Russia, responsible for proprietary portfolio investments and investment-management advisory business.
Zhikharev holds a master’s degree in business administration with a concentration in finance from DePaul University in Chicago. He also holds a PhD-equivalent degree in economics from the Kazan State University, Russia, and a financial risk manager (FRM) designation from the Global Association of Risk Professionals. He teaches graduate-level courses at the Gabelli School of Business.