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.
$10 to cover snacks and beverages
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