Participant Biographies
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Participant Biographies Robert Almgren, adjunct instructor at NYU since 2006, and co-founder in 2008 of Quantitative Brokers. Until 2008, Dr Almgren was a Managing Director and Head of Quantitative Strategies in the Electronic Trading Services group of Banc of America Securities. From 2000-2005, he was a tenured Associate Professor of Mathematics and Computer Science at the University of Toronto, and Director of its Master of Mathematical Finance program. Before that, he was an Assistant Professor of Mathematics at the University of Chicago and Associate Director of the Program on Financial Mathematics. Dr. Almgren holds a B.S. in Physics and Mathematics from the Massachusetts Institute of Technology, an M.S. in Applied Mathematics from Harvard University and a Ph.D. in Applied and Computational Mathematics from Princeton University. He has an extensive research record in applied mathematics, including several papers on optimal securities trading, transaction cost measurement, and portfolio formation. George H. Bodine is currently Director of Trading for General Motors Investment Management Corporation (GMIMCo). He is responsible for worldwide equity and derivative trading relating to GMIMCo's internal investment funds. Prior to assuming his current position in September, 1996, Mr. Bodine was Vice President of Schwab Institutional overseeing equities and options trading for the small to mid-tier investment advisors. Preceding that, he spent his career with Equitable/Alliance Capital starting in 1972. Mr. Bodine received his BS in Psychology in 1972 from Syracuse University and MS in Business Management in 1979 from Central Michigan University. Mr. Bodine is currently a member of the Securities Trader Association and National Organization of Investment Professionals. He is a former member of both the NYSE and AMEX Institutional Traders Advisory Committees. He is on the R.A. Schwartz et al. (eds.), Volatility: Risk and Uncertainty in Financial Markets, Zicklin 127 School of Business Financial Markets Series, DOI 10.1007/978-1-4419-1474-3, © Springer Science+Business Media, LLC 2011 128 Volatility Advisory Board of the Ballentine Investment Institute at the M. J. Whitman School of Management at Syracuse University. Harold Bradley is chief investment officer for the Ewing Marion Kauffman Foundation, where he is responsible for directing all aspects of the Foundation’s investment initiatives. Bradley leads a team that oversees a globally diversified $2.1 billion portfolio, characterized by individual securities, and a substantial allocation to alternative asset classes, including hedge funds, private equity, and commodities. Prior to joining the Foundation, Bradley spent nineteen years with American Century Investments, where he most recently served as chief investment officer of U.S. Growth Equity-Mid Cap/Small Cap/Sector. He was active at the forefront of investor advocacy issues and investment public policies, such as decimalization, to reduce investor trading costs. He was also instrumental in developing a number of the firm’s investment strategies. Previously, Bradley was principal of HKE Investments, Inc. and a member of the Kansas City Board of Trade, where he traded stock index, futures, and options. He also served as marketing director for the exchange. Bradley is a member of the Investment Company Institute Task Force on Market Structure. Formerly, he was appointed to the Federal Advisory Committee on Market Data and served on the Institutional Traders Advisory Committee of the NYSE, the NASDAQ Quality of Markets Committee, and on the executive committee overseeing the development of the Financial Information Exchange (FIX) protocol. He is the author of a series of public comment letters in response to SEC Concept Releases that made a significant impact on industry rule-making. He has extensive public speaking and advocacy experience, and has testified before Congress and the Senate. Bradley graduated Summa Cum Laude from Marquette University, and has completed the Kennedy School program on investment decisions and behavioral finance at Harvard University. Erin Burnett anchors CNBC's ‘Street Signs’ (2-3 pm ET) and co-anchors CNBC's ‘Squawk on the Street,’ (9-10 am ET) with Mark Haines. She also appears regularly on NBC's ‘Today’ and ‘Nightly News with Brian Williams’ and is a contributor on MSNBC's ‘Morning Joe’. She anchored CNBC's first live programs from the Middle East. Burnett joined CNBC from Bloomberg Television where she anchored two hours of programming daily. Prior to Bloomberg, Burnett was a Vice President at Citigroup, where she built an online financial news network targeted at institutional and retail investors. Burnett also has worked at CNN as a writer and booker for CNN's ‘Moneyline.’ She began her career at Goldman, Sachs & Co. as an investment banking analyst focused on mergers and acquisitions and corporate finance. She was a member of the team awarded the 2006 Deadline Club Award for Business Reporting. Burnett holds a Bachelor of Arts in Political Economy from Williams College in Williamstown, MA. Participant Biographies 129 Ian Domowitz is a Managing Director at Investment Technology Group, Inc., responsible for ITG Solutions Network, Inc., and a member of the company’s Management and Executive Committees. Prior to joining the company in 2001, he served as the Mary Jean and Frank P. Smeal Professor of Finance at Pennsylvania State University and previously was the Household International Research Professor of Economics at Northwestern University. A former member of the NASD’s Bond Market Transparency Committee, he also served as chair of the Economic Advisory Board of the NASD. Mr. Domowitz has held positions with Northwestern’s Kellogg Graduate School of Management, Columbia University, the Commodity Futures Trading Commission, the International Monetary Fund and the World Bank. He is currently a Fellow of the Program in the Law and Economics of Capital Markets at Columbia University. Brendan F. Doran is Vice President, Business Development for Chi-X Europe. Mr. Doran is based in New York and responsible for sales and managing all aspects of the on-boarding process for US firms interested in accessing Chi-X. Prior to joining Chi-X Mr. Doran worked as an institutional sales-trader at both Instinet and Morgan Stanley and began his career on the floor of the NYSE. Mr. Doran is a graduate of Iona College. Robert Engle, the Michael Armellino Professor of Finance at New York University Stern School of Business, was awarded the 2003 Nobel Prize in Economics for his research on the concept of autoregressive conditional heteroskedasticity (ARCH). He developed this method for statistical modeling of time-varying volatility and demonstrated that these techniques accurately capture the properties of many time series. Professor Engle shared the prize with Clive W. J. Granger of the University of California at San Diego. Professor Engle is an expert in time series analysis with a long-standing interest in the analysis of financial markets. His ARCH model and its generalizations have become indispensable tools not only for researchers, but also for analysts of financial markets, who use them in asset pricing and in evaluating portfolio risk. His research has also produced such innovative statistical methods as cointegration, common features, autoregressive conditional duration (ACD), CAViaR and now dynamic conditional correlation (DCC) models. Before joining NYU Stern in 2000, Professor Engle was Chancellor's Associates Professor and Economics Department Chair at the University of California, San Diego, and Associate Professor of Economics at the Massachusetts Institute of Technology. He received his bachelor of science in physics from Williams College and his master of science in physics and doctor of philosophy in economics from Cornell University. Born in Syracuse, NY, he grew up in Media, Pennsylvania, spent 25 years in San Diego, and now lives in New York. Reto Francioni (born in 1955) is CEO of Deutsche Börse AG. From April 2002 to October 2005, Reto Francioni was chairman and president of the SWX Swiss Exchange in Zurich. Prior to assuming this post, he was co-CEO 130 Volatility of Consors Discount-Broker AG, Nuremberg. Earlier in his career, he was appointed in 1993 to the board of Deutsche Börse AG, where he was responsible for its entire cash market division and, in 1999, became deputy CEO. He held different management positions in the securities exchange and banking sectors of Switzerland and the USA, as well as in the directorate of the corporate finance division of Hofmann LaRoche. Reto Francioni studied law in Zurich, where he also earned his Ph.D. in law. He is a professor for applied capital markets theory at the University of Basel, and was an adjunct professor of economics and finance at the Zicklin School of Business, New York. His publications include Equity Markets in Action and The Equity Trader Course. Willian Geyer joined JonesTrading in April 2007 as President and COO. In April 2008, Mr. Geyer assumed the title of CEO in addition to that of President. Mr. Geyer's experience spans 15 years of global, electronic and high- touch sell-side and buy-side trading experience. Prior to his appointment at JonesTrading, Mr. Geyer managed a number of Citigroup's global execution businesses including algorithms, DMA, program trading, transition services, the EMS platform and connectivity. Before joining Citigroup, Mr. Geyer managed US equity trading for Barclays Global investors. Mr. Geyer has a BA from the University of Southern California and has his Series 7, 24, 55, and 63 industry licenses. Robert Greifeld is Chief Executive Officer of The NASDAQ OMX Group, the world's largest exchange company. Mr. Greifeld has a 20-year history in technology and created one of the first electronic stock order matching systems. Today he leads one of the most dynamic companies in the exchange and technology sector, which delivers trading, financial market technology and public company services across six continents. With over 3,900 companies, NASDAQ OMX is number one in worldwide listings among major markets.