Khaldoun Khashanah, PhD

Dr. Khaldoun Khashanah,  Distinguished Service Professor and Program Director, Financial Engineering (FE), initiated the FE program at Stevens Institute of Technology in 2002.   He conducts research in stochastic systems dynamics and  modeling, high-frequency finance and algorithmic trading, systemic risk and systems of systems. He started his research in areas of underwater acoustics, porous media and Biot theory, functional analysis, and inverse problems in partial differential equations. He teaches  graduate and undergraduate mathematics courses in advanced engineering mathematics, probability and statistics, differential equations,  linear algebra, and advanced financial mathematics. He is the author, co-author, or contributor to 18 scholarly articles and papers  delivered at national and international professional conferences. Khashanah received his B.E. in Electrical Engineering from the King Fahd University of Petroleum and Minerals, Dhahran, Saudi Arabia, his M.S. in Applied Mathematics from the University of Cincinnati, and his Ph.D. in Applied Mathematics from the University of Delaware.

 
German Creamer, PhD
Germán Creamer is an Associate Professor in the School of Systems and Enterprises and in the Howe School of Technology Management at Stevens Institute of Technology. Dr. Creamer has been a senior manager in the Risk, Information and Banking Division in American Express where he worked in the enterprise-wide risk management and the information management groups. He has taught at Columbia University, Tulane University, and in several leading Latin American business schools. Professor Creamer has been the manager of planning and economic studies at Banco del Pacífico (Ecuador), program officer for the United Nations Development Programme, economic advisor to the president of Ecuador, and to the government of Equatorial Guinea.  He has also consulted for several hedge funds and international organizations such as United Nations Development Programme, and US Agency for International Development.  

Dr. Creamer has a PhD in Computer Science (specialized on computational finance), a MSc in Financial Engineering, both from Columbia University, and a PhD in Economics from the University of Notre Dame. He has published several books and articles, and presented several papers in major conferences in his area of specialization. Professor Creamer is also a CFA charter holder. His current area of research is on risk management, trading systems, financial information systems and data mining/machine learning applications to finance.
 
Natasha Dexter, PhD
Natasha Dexter is an Adjunct Professor of Financial Engineering Program at Stevens Institute of Technology. Natasha brings to Stevens over fifteen years of experience in the industry. During her work on Wall Street as a Quantitative Analyst, Market Risk Analyst, and Credit Risk Analyst, she was responsible for a variety of projects modeling and evaluating different fixed income and structured derivative products. Natasha received a BS, MS and Ph.D degree in Electrical Engineering from St. Petersburg Electrotechnical University, Russia.
 
Ionut Florescu, PhD
Ionut Florescu is an Assistant Professor in the Mathematical Sciences department at Stevens. His research interest is concentrated primarily in the area of Stochastic Processes and applications to Finance. Recently he became interested in applications of stochastic processes to other areas such as: Computer Vision tracking and Earthquake modeling. After receiving his Masters’ in Stochastic Processes from the Mathematics Department of the University of Bucharest Romania, Dr. Florescu came to United States and earned a Masters’ Degree in Computational Finance and a Ph.D. degree in Statistics from Purdue University. Since he graduated he has been doing research and taught primarily graduate courses at Stevens Institute of Technology.
 
Jonathan Kaufman, PhD
Dr Jonathan Kaufman has more than 25 years of experience investing in various securities and other markets.  Prior to graduate School, Dr. Kaufman was an account executive at Johnston, Lemon and Co., stock brokers in Washington, D.C.  From 1990 to 1994, Dr. Kaufman was a corporate tax attorney with the New York law office of Cravath, Swaine and Moore.  Dr. Kaufman re-entered the financial services industry in 1994 with Salomon Brothers/Citigroup, where he subsequently became Head of North American Capital Structuring for Salomon Brothers/Citigroup in New York and a Managing Director, and member of the Global Senior Management Committee of Global Capital Structuring.  In April 2003,  Dr. Kaufman left Salomon Brothers/Citigroup to pursue private investment management service opportunities in the financial services industry.  Since that time he has been the Chairman and Chief Executive Officer of Kaufman Global Capital Advisors, and a Partner in Olympus Capital Management, both hedge fund and capital advisory firms.


Dr. Kaufman was awarded a Ph.D. in Economics from the Department of Economics at the University of Chicago, as well as a Juris Doctorate Degree from the University of Chicago Law School.  Dr. Kaufman was awarded Bachelor of Arts Degrees in Biology and History from Brown University.
 
Linda Laird
Linda Laird came to Stevens from Lucent where she was the Managing Director of Lucent Worldwide Services.  She had a 27-year career of software management and development, product management, and as CIO. She is currently the Director of the Software Engineering Program at the School of Systems and Enterprises, where she develops and teaches courses in Software Engineering.  Professor Laird received her BS Computer Science and MS Electrical Engineering from Carnegie Mellon University, and has been the recipient of the Lucent CIO President's Award, Lucent Quality Achievement Award, Network Systems Quality Award.  She is the author of Software Measurement and Estimation: A Practical Approach, published in 2006 by Wiley.  Her research interests include estimation methodologies, complexity, and system safety and reliability.
 
Alan Steif, PhD
Dr. Steif has worked for the last 10 years on Wall St. as a quantitative analyst and programmer at Morgan Stanley, Goldman Sachs, Bank of America, and most recently as Vice-President at Lehman  Brothers.  He has a Ph.D. in physics from University of California, Santa  Barbara and was an assistant professor of physics at Syracuse University. In addition, he has published 24 articles in refereed journals in  physics and finance and worked as a postdoctoral research associate at Cambridge University under Stephen Hawking.
 
Jim Wang, PhD

Jim Wang is an Adjunct Professor of Financial Engineering Program at Stevens Institute of Technology. He received a BS degree in Physics from East China Normal University and came to study in the United States under the CUSPEA program. He also received a MS degree in Computer Science and PhD degree in Biomedical Engineering from Rutgers University, an MBA degree from the New York University. He holds a CFA designation from the CFA Institute. Jim works on Wall Street specializing in statistical arbitrage models in equity and financial derivatives trading and market making. His research interests include time-series prediction models, machine learning, and data mining.