2018 FinTech Conference

Kumesh Aroomoogan is the co-founder and chief executive officer of Accern, a data design startup that uses artificial intelligence to design predictive analytics solutions from more than one billion websites and premium financial news data feeds. Accern currently powers some of the world’s largest quantitative hedge fund strategies and Fortune 500 companies applications with predictive news analytics. Aroomoogan was recently named to the 2018 Forbes 30 Under 30 list for running the only fintech company in the enterprise technology category.

Sris Chatterjee is a professor of finance at the Fordham University Gabelli School of Business. He has taught a variety of courses, including Mergers and Acquisitions, Principles of Modern Finance, Behavioral Finance, and Impact Investing at the undergraduate, graduate, and executive MBA levels. In 1995, he received Fordham’s Gladys and Henry Crown Award for Faculty Excellence at the graduate school level. Sris got his undergraduate degree in mechanical engineering from the Indian Institute of Technology in Kharagpur and his postgraduate diploma in management from the Indian Institute of Management, Calcutta. He received his M.Phil. and Ph.D. from Columbia Business School. Before joining the Fordham faculty, Chatterjee taught at the State University of New York at Buffalo, Rutgers University, and Columbia University. He has taught in the Key Training Program at UBS Wealth Management, where he participated in curriculum development and in writing training material. His research has been published in the Journal of Banking and Finance, theJournal of Financial Economics, the Financial Management, the Journal of Financial and Quantitative Analysis, and the Journal of Futures Markets. Chatterjee is an associate editor of the Journal of Financial Stabilityand the International Journal of Banking, Accounting and Finance. He also sits on the editorial board of the International Journal of Behavioural Accounting and Finance.

Ren-Raw Chen is a professor of finance at the Fordham University Gabelli School of Business. He specializes in modeling term structure of interest rates and credit risks, automating pricing models for trading desks and rating agencies, deriving closed-form solutions, implementing lattice and Monte Carlo simulations, and complex calibrations. Chen has published papers in major finance and professional journals. He has implemented pricing models for financial companies, including credit derivatives pricing models for Lehman Brothers, structural default models for Moody’s KMV, convertible bond and fixed-income derivatives models for Grand Cathy Securities Corporation, and a two-factor HJM model for Polypaths Software. Chen received his Ph.D. in finance from the University of Illinois at Urbana-Champaign. He has taught at Rutgers University, the University of Pittsburgh, National Taiwan University, and Hong Kong University. He has worked at JPMorgan, Lehman Brothers, Grand Cathy Securities Corporation, Moody’s KMV, BlackRock, and Morgan Stanley.

Robert Chiang is an associate professor of information systems at the Fordham University Gabelli School of Business. He received his doctoral degree in information systems from the University of Washington. Prior to joining the Gabelli School of Business faculty, he was an assistant professor at the University of Connecticut School of Business and a manager at Accenture. Chiang’s research interests are in software process improvement, information-systems economics, and e-commerce design. His articles have appeared in leading journals such as Information System Research, Operations Research, Journal on Management Information Systems, IEEE Transactions, and INFORMS Journal on Computing. His consulting experience spans business process reengineering, project/program management, requirements management, organizational change enablement, and system development methodology improvement. His clients have included leading global and U.S. companies in the financial, health care, transportation, and energy industries.

N. K. “Chiddi” Chidambaran is an associate professor of finance at the Fordham University Gabelli School of Business. Previously he was a faculty member at Rutgers University and Tulane University. He received his Ph.D. from the NYU Stern School of Business and his bachelor’s degree from the Indian Institute of Technology, Bombay. Chidambaran’s research interests are in the field of corporate governance, risk management, and computational finance. He has published his research in leading academic journals such as the Journal of Financial Economics, and his work has also been presented at major research conferences and universities. His work has also been published in books, such as the Handbook of Quantitative Finance and Risk Management, and in conference proceedings. Chidambaran teaches financial market and corporate finance courses. He is the recipient of several teaching awards, most recently Fordham University’s Magis Award.

Lung-Yung Chu received a bachelor’s degree in computer science and engineering from Chung Yuan Christian University in Taiwan in 1987, and M.S. and Ph.D. degrees in computer science from the University of Connecticut in 1995 and 1999, respectively. While at the University of Connecticut, Chu implemented a graphical SQL editor that can perform distributed queries among multiple genome databases for users in the genome community. Besides graphical database query languages, Chu’s research interests also include design and analysis of algorithms, graph theory, high performance programming in multi-threaded environments, and new technologies for financial software. Chu currently lives in New Jersey and is employed at Bloomberg L.P. in New York City, where he is working in financial trading systems.

Sanjiv Das is the William and Janice Terry Professor of Finance at Santa Clara University’s Leavey School of Business. He previously held faculty appointments as associate professor at Harvard Business School and UC Berkeley. He holds postgraduate degrees in finance (M.Phil. and Ph.D. from New York University), and computer science (M.S. from UC Berkeley), as well as an MBA (from the Indian Institute of Management, Ahmedabad). He earned a B.Com. in accounting and economics (University of Bombay, Sydenham College), and is also a qualified cost and works accountant. He is a senior editor of the The Journal of Investment Management, co-editor of The Journal of Derivatives, and associate editor of other academic journals. Prior to becoming an academic, he worked in the derivatives business in the Asia-Pacific region as a vice president at Citibank. Das’ current research interests include the modeling of default risk, machine learning, social networks, derivatives pricing models, portfolio theory, and venture capital. He has published more than 80 articles in academic journals, and has won numerous awards for research and teaching. His recent book, Derivatives: Principles and Practice, was published in May 2010. He currently also serves as a senior fellow at the FDIC Center for Financial Research.

Hanna Halaburda is a visiting professor at the NYU Stern School of Business and a senior economist at the Bank of Canada. Before joining Stern, Halaburda was an assistant professor at the Harvard Business School. Her research uses game theory to study how technology influences network effects and interactions in the marketplace and how these changes affect business models. Much of her work focuses on competition between platforms, e.g., Apple’s iPhone vs. Android or eHarmony vs. Match. Most recently, her research applies platform competition concepts to analyze the development of digital currencies and blockchain technologies. Her work has been published in many journals, including American Economic Journal: Microeconomics Games, and Economic Behavior; Journal of Economics Management and Strategy; and Management Science. With her colleague Miklos Sarvary, she has also coauthored Beyond Bitcoin: The Economics of Digital Currency (Palgrave, 2016).

Julapa Jagtiani is senior special advisor at the Federal Reserve Bank of Philadelphia and a fellow at the Wharton Financial Institutions Center. Previously, Jagtiani was a senior economist at the Chicago Fed and Kansas City Fed. Before joining the Fed, she was associate professor of finance at Baruch College, CUNY. At the Federal Reserve, Jagtiani has participated in several supervisory policy projects, including serving on the Federal Reserve FinTech Task Force. She has published articles in top finance journals. Her recent research has focused on fintech lending and the roles of big data and ML in bank supervision. She also serves as a fintech subject matter expert at the Philly Fed. Outside the Fed, Julapa serves on the Leadership Council Board of Directors for the American Red Cross. She was a Rockefeller Foundation Fellowship recipient, and she received her Ph.D. and MBA from the NYU Stern School of Business.

Paul Johnson is managing director at Nicusa Investment Advisors and an adjunct associate professor of finance at the Fordham University Gabelli School of Business, where he teaches courses in value investing and fintech. Johnson has taught Value Investing at Columbia University for more than 20 years and he has received the Best Teacher Award from both the Gabelli School and Columbia Business School. He is the co-author of Pitch the Perfect Investment (Wiley, 2017).

Evangelos “Evan” Katsamakas is a professor of information systems at the Fordham University Gabelli School of Business. He is also the associate director of the University’s Center for Digital Transformation. Katsamakas holds a Ph.D. from the NYU Stern School of Business and an M.Sc. from the London School of Economics. His research analyzes the business and economic impact of digital technologies, focusing on digital strategy, digital transformation, networks and platforms, and open innovation. His research interests also include economics and game theory modeling, econometrics, and dynamic simulation of complex systems. Katsamakas’ research has appeared in Management Science, Journal of MIS, System Dynamics Review, International Journal of Medical Informatics, and in other major academic journals, conference proceedings, and books. He served as guest editor of the fall 2008 System Dynamics Reviewspecial issue on the dynamics of information systems. He teaches a variety of graduate and undergraduate business courses, including E-Business Strategies and Applications, Cloud Computing, Tech Startups, Systems Development, and Systems Analysis and Design.

Asani Sarkar is an assistant vice president at the Federal Reserve Bank of New York. His paper, “Stigma in Financial Markets: Evidence from Liquidity Auctions and Discount Window Borrowing During the Crisis,” received the 2011 Western Finance Association (WFA) Pearson Award for the best paper on financial institutions and markets. In the past, Sarkar has also held positions at Princeton University, Columbia University, and the University of Illinois at Urbana-Champaign. He research currently focuses on liquidity regulations, too-big-to-fail risk, bitcoin, corporate bond markets, and the real effects of the Federal Reserve’s liquidity provision programs during the crisis. Sarkar’s papers have appeared in the Journal of Finance, the Journal of Financial Economics, the Review of Financial Studies, the Journal of Financial and Quantitative Analysis, the Journal of Business, the Journal of Empirical Finance, and the Journal of Financial Intermediation. Sarkar received his Ph.D. from the University of Pennsylvania.

Michael Sternberg is managing director and head of quantitative analytics, New York, at RBC Capital Markets. Michael joined RBC Capital Markets recently to head the Global Quant group within the Global Markets group, working with the Sales and Trading group. He was previously a managing director at Morgan Stanley, which he joined in 1995 to run the MBS Structuring team. He most recently worked in London, where he ran risk analytics in the Risk Management Division. He also ran many global front-office quant teams during his tenure at Morgan Stanley, including Fixed Income, Investment Banking, Wealth Management, and XVA Trading teams. Before joining Morgan Stanley, Sternberg ran the Financial Strategies group and focused on Mortgage-Backed and Asset-Backed Securitization at Prudential Securities. He started in the industry in 1986 in the First Boston Corporation’s Mortgage Department. He holds a B.A. in economics from the University of California at Berkeley.

Macrae Sykes is a portfolio manager and research analyst at GAMCO Investors Inc. Mac co-manages the Gabelli Global Infrastructure Fund and leads the annual Gabelli institutional leadership conference at the Berkshire Hathaway Annual Meeting. He was previously ranked the No. 1 analyst by The Wall Street Journal’sBest on the Street Analyst Survey. Sykes is often quoted and interviewed by Barron’s, Bloomberg, CNBC, The Financial Times, and other prominent media outlets. He received his MBA from Columbia Business School in 2008.

Yi Tang is an associate professor of finance and the Robert B. McKeon Chair in Business at the Fordham University Gabelli School of Business. He received his Ph.D. in finance from Baruch College, CUNY in 2008. Tang’s research covers asset pricing, behavioral finance, risk management, corporate finance, and international finance. His work has been accepted for publication in top-tier journals, including the Journal of Financial Economics, the Journal of Financial and Quantitative Analysis, Management Science, Review of Financial Studies, and many leading field journals. His work has also been presented at world-renowned finance/economics conferences hosted by organizations such as the American Finance Association, the Western Finance Association, and the American Economic Association. His article on investor demand for lottery-type stocks and the betting-against-beta effect won the 2014 Jack Treynor Prize, an annual prestigious award sponsored by the Q Group.

Yesha Yadav is a professor of law at Vanderbilt Law School. Her research interests lie in the area of financial and securities regulation, notably with respect to the evolving response of regulatory policy to innovations in financial engineering, market microstructure, and globalization. Before joining Vanderbilt’s law faculty in 2011, Yadav worked as a legal counsel with the World Bank in its Finance, Private-Sector Development, and Infrastructure unit, where she specialized in financial regulation and insolvency and creditor-debtor rights. Before joining the World Bank in 2009, she practiced from 2004 to 2008 in the London and Paris offices of Clifford Chance, in the firm’s Financial Regulation and Derivatives group. As part of her work in the area of payments regulation, she was assigned to advise the European Payments Council on the establishment of the Single Euro Payments Area (SEPA), an initiative that seeks to integrate the domestic payments markets legally and operationally across the European Economic Area and Switzerland. Yadav has also served as a senior research associate and interim research director to the Committee on Capital Markets Regulation. Since joining Vanderbilt, Yadav has served as honorary adviser to India’s Financial Services Law Reform Commission (FSLRC) and on the Atlantic Council’s Task Force on Divergence and the Transatlantic Financial Reform and G-20 Agenda. She has also recently joined the CFTC’s Tech Advisory Committee. She earned an M.A. in law and modern languages with First Class honors at the University of Cambridge, after which she earned an LL.M. at Harvard Law School, where she focused on financial and capital markets regulation, payment systems, and terrorist financing. Yadav teaches Securities Regulation, Corporate Bankruptcy, International Financial Regulation, and Market Microstructure. She was honored in 2015 as a winner of the Hall-Hartman Prize Outstanding Professor Award for excellence in teaching.

Tyler Yang has more than 28 years of experience in financial engineering and mortgage risk management. His specialties include affordable housing policies, international housing finance systems, risk-based capital, mortgage termination analytics, and fixed and structured securities. He has wide-ranging project management experience, ensuring the timely delivery of high quality results within budget, even under extremely tight timelines. Yang is a patent owner of HAPN™, an innovative, affordable, and sustainable shared equity homeownership tool. He has published many articles in prestigious academic journals and frequently gives speeches at professional seminars and conferences. He was ranked one of the top real estate researchers in the world over the past two decades by the Journal of Real Estate Literature. He is also active in several academic and practitioner organizations, is ex-President of the Asian Real Estate Society, and co-editor of several leading real estate finance journals. Prior to founding IFE Group, Yang held several positions, including senior director of credit portfolio engineering at Freddie Mac, director of housing finance at PricewaterhouseCoopers LLP, and senior research economist at Fannie Mae. He has also taught at a number of universities. Yang received his M.S. and Ph.D. in finance and a master’s degree in Architecture from the University of Illinois at Urbana-Champaign.