Join fellow alumni and students for a talk given by Dr Capozzoli at the UChicago campus, Singapore. Dr Capozzoli will be giving the following talk: "Future of Quantitative Finance and Remaining Competitive in Today's Job Market" on March 7 at lunch. Dr Capozzoli is an Adjunct Professor on the MSFM Program at the University of Chicago, he is also Director of FX Corporate Client Analytics at Credit Suisse.
Lunch will be served before the event from 12.00 - 12.45 with the presentation 12.45 - 1.30pm
Program
12:00 PM-12:45 PM: Lunch
12:45 PM-1:30 PM: Speaker Event
Speaker Profiles
Dr Anthony Capozzoli (Speaker)
Dr. Capozzoli manages the the FX corporate client analytics group in the Investment Banking Department of Credit Suisse, the international financial services company and bulge-bracket investment bank.
His group applies techniques from modern portfolio theory to the currency exposures of multinational corporations with the aim of determining cost-efficient risk management solutions. The group earned the Alexander Hamilton Award 2010 "Solution of the Year" from Treasury and Risk magazine. The award recognized quantitative risk management solutions developed for the global technology company Cisco Systems, an investment banking client of Credit Suisse. His group's work applied robust estimation methods to Monte Carlo models of currency correlation and diversification, and enabled Cisco to better understand tail-risk scenarios, concentrate its hedging on a small number of key currencies, and reduce operational hedging costs.
Dr. Capozzoli's career in finance began in 1987 and includes positions in quantitative financial modeling, derivatives trading, foreign exchange sales, and corporate risk management advisory.
At Credit Suisse he was formerly the head of FX structured product distribution for the Americas. Prior to Credit Suisse, he was a director in the Global Finance Analytics group of Barclays Capital, a senior vice president in the Foreign Exchange and Risk Solutions departments of Lehman Brothers, a principal in the FX Risk Analysis group of Bank of America, a trader and senior mathematician with NationsBank/Chicago Research and Trading, and a trader with the Princeton, New Jersey-based hedge fund Commodities Corporation.
He holds a Ph.D. in Mathematics from the University of Chicago. His dissertation was directed by University President Robert J. Zimmer.
Dr. Capozzoli currently teaches FINM 37300 "Foreign Exchange" for the Financial Mathematics Program.