Description: Sought-after expert in quantitative finance and software implementation, with 30 years experience in: expert testimony, most recently in U.S. v ALLEN (LIBOR manipulation) teaching financial engineering courses at NYU, Clark University, and NJIT quantitative analysis at HSBC, pioneering the convexity adjustment to the LIBOR yield curve • software development at Deutsche Bank and Bank of America consulting, including o a structuring tool for CBO based on mortgage-backed securities for a boutique issuer o validating a multi-way netting system for the Clearing House Interbank Payments System (CHIPS) Previously, widely cited researcher in evolutionary fitness landscapes

Location: New York, NY