Alumni

Risk Roundtable with Thomas Coleman, Executive Director of the Becker Friedman Institute

Chicago Booth Alumni Club of New York City

May 28, 2013: 6:30 PM - 8:30 PM

Please join us for an interactive dialogue with Thomas Coleman, currently with the Becker-Friedman Institute at the University of Chicago. The focus of discussion will be drawn from Dr. Coleman's extensive experience as a practitioner in risk management on the buy-side, as well as insights from his current role leading an institute that is at the center of economic research.

Where

Chicago Booth NYC Regional Office
1420
10 Rockefeller Plaza
New York, New York

Cost

$10 to cover snacks and beverages

Registration

Register Online

Deadline: 5/24/2013

Speaker Profiles

Thomas Coleman (Speaker)

Thomas Coleman is the author of "Quantitative Risk Management", published by Wiley (http://www.wiley.com/WileyCDA/WileyTitle/productCd-1118026586.html) and "A Practical Guide to Risk Management" published by the Research Foundation of the CFA (the most widely distributed Research Foundation monograph of all time, available for free download at http://www.cfapubs.org/toc/rf/2011/2011/3

Thomas Coleman has worked in the finance industry for over twenty years, with considerable experience in trading, risk management, and quantitative modeling. Currently Mr. Coleman is the Senior Advisor to the Research Director and Chairman at the Becker Friedman Institute for Research in Economics at the University of Chicago, a center for the support of inquiry on central questions of economic and social significance. He is also serving as Adjunct Professor of Finance at Chicago Booth School of Business. Previous positions have been head of Quantitative Analysis and Risk Control at Moore Capital Management, Llc (a large multi-asset hedge fund manager) responsible for firm-wide risk management and supporting quantitative infrastructure; and a director and founding member of Aequilibrium Investments Ltd., a London-based hedge fund manager, with responsibility for risk management, portfolio management, and research. Mr. Coleman worked on the sell side for a number of years, with roles in fixed income derivatives research and trading at TMG Financial Products, Lehman Brothers, and S.G. Warburg in London.

Before entering the financial industry Mr. Coleman was an academic, teaching graduate and undergraduate economics and finance at the State University of New York at Stony Brook. Mr. Coleman earned his PhD in economics from the University of Chicago, and his BA in physics from Harvard. He is the author of Quantitative Risk Management (published by Wiley in 2012) and, together with Roger Ibbotson and Larry Fisher, of Historical U.S. Treasury Yield Curves, and continues to publish in various journals.

Questions

Andrew Peters 

347-820-0843

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