MSCF Adds Two New Adjunct Professors
Industry practitioners Jeff Greco & Peter Lambrakis bring a wealth of experience to the MSCF program in risk management and quant trading.
We are pleased to announce the addition of Jeff Greco and Peter Lambrakis as our newest MSCF adjunct faculty members. Jeff and Peter have decades of experience within multiple quantitative finance disciplines including risk management, quant research, market valuation, portfolio management and trading.
Jeff Greco is a Principal & Senior Director – Head of Strategy Research with Milliman Financial Risk Management, LLC. He holds a BS & MS in Mathematics from Carnegie Mellon University, and an MS in Applied Mathematics from the University of Chicago. He has worked in the finance industry since 1995 in the areas of quantitative research, capital markets valuation, risk management, and trading strategy development. Jeff has taught graduate level financial mathematics since 2002.
Peter started his career in 1994 as a quantitative developer for O’Connor & Associates which was owned by Swiss Bank. In 1997 he was hired by Susquehanna International Group, at the time the largest proprietary derivatives trading firm in the US. Peter started in the FX derivatives team and then migrated into equities whereby he focused on index and ETF arbitrage, dispersion and other volatility trading strategies. In 2005 Peter joined Deutsch Bank’s equity exotics desk where he was responsible for franchise equity correlation trading. Peter held various roles within the equities platform including building and running a global proprietary portfolio with a concentration on equity volatility and dispersion trading. In 2011 Peter joined Citi as America’s head of equity derivatives trading, 2015 was promoted to head of America’s equity trading and in 2018 Peter’s responsibilities expanded and he currently oversees equity cash globally.