Dr. Rupak Chatterjee

RESEARCH ASSOCIATE PROFESSOR; FINANCIAL ENGINEERING DEPUTY DIRECTOR
School: School of Business
Building: Babbio
Room: 545
Email: Rupak.Chatterjee@stevens.edu
Education
• Postdoctoral Fellow (1997), University of Chicago

• Ph.D. in Theoretical Physics (1996), SUNY at Stony Brook

• M. Math. in Applied Math (1991), University of Waterloo
Research

• The Optimal Hedging Monte Carlo (OHMC) method

• Systematic Trading Strategies

• "Gap Risk" pricing and hedging

General Information
Experience - Citigroup (2005- ), Director - HSBC (2001-2005), Senior Vice President - Credit Suisse (1999-2001), Vice President - Barclays Capital (1997-1999), Quantitative Analyst