Luis Roman

General Info

PhD
School of Mathematics

Alumni Info

PhD Awarded: 
2000
Masters Awarded: 
1999
Advisors: 
Krylov, Nicolai
PhD Thesis: 
On Numerical Solutions of Stochastic Differential Equations.
Last Known Institution: 

Massachussetts Pension Reserves Investment Management, Boston, MA

Remarks: 

Senior Investment Office-Director of Risk Management, Massachussetts Pension Reserves Investment Management, Boston, MA, 2017-present
U.S. Head of Multi-Asset & Alternative Investment Risk, Columbia Threadneedle Investments, Boston, MA, 2015-2017
U.S. Head of Fixed Income Investment Risk, Columbia Threadneedle Investments, Boston, MA, 2014-2015
Vice President, State Street Corp., Boston, MA, 2009-2014
Assistant Vice President and Quantitative Analyst, Fixed Income Division, Putnam Investments, , 2006-2008
Visiting Assistant Professor, Mathematical Sciences, Worcester Polytechnic Institute, Worcester, MA, 2003-2006
Visiting Assistant Professor, Department of Mathematics, University of California, Irvine, Irvine, CA, 2000-2003