Program Director
| Tomasz R. Bielecki Professor, Applied Mathematics Research interests and expertise: Mathematical finance, quantitative methods for risk management in finance and insurance, stochastic control, stochastic analysis, probability and random processes Office: Mies Campus, Rettaliata Engineering Center, Room 125A Phone: 312.567.3165 Email: tbielecki@iit.edu | 
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Program Faculty
| Igor Cialenco Professor, Applied Mathematics Research interests and expertise: Mathematical finance, quantitative methods in fixed income and risk management, stochastic PDEs, statistical inference for stochastic processes, functional analysis and operator theory Office: Mies Campus, Rettaliata Engineering Center, Room 125B Phone: 312.567.3131 Email: cialenco@iit.edu | 
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| Fred J. Hickernell Professor, Applied Mathematics Research interests and expertise: Monte Carlo and quasi-Monte Carlo methods, computational complexity of numerical problems, experimental design, multivariate numerical approximation and integration Office: Mies Campus, Rettaliata Engineering Center, Room 208 Phone: 312.567.8983 Email: hickernell@iit.edu | 
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| Sang Baum "Solomon" Kang Assistant Professor of Finance, Stuart School of Business Research interests and expertise: Energy finance, commodities, derivatives, theoretical/empirical asset pricing, interdisciplinary studies of finance, applied math, operations and corporate social responsibility, nine years private-sector experience in energy derivatives and risk management including managerial responsibilities Office: Mies Campus, 10 West 35th Street, Room 18C4-1 Phone: 312.906.6577 Email: skang21@stuart.iit.edu | 
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| Andrei Lyashenko Adjunct Faculty Head of quantitative research at Quantitative Risk Management (QRM), the world's leading enterprise risk management consulting firm. Research interests and expertise: Mathematical finance, interest rate modeling, risk management, quantitative methods for pricing and hedging of financial products | 
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| Benjamin Van Vliet Associate Professor of Finance, Stuart School of Business Research interests and expertise: Systematic trading and investment, quality control of trading systems and technology Office: Conviser Law Center, Room 454 Phone: 312.906.6513 Email: bvanvliet@stuart.iit.edu | 
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Faculty with Research Interests in Quantitative Finance
John F. O. Bilson
Professor of Finance, Stuart School of Business
Research interests and expertise: International finance, market risk management
Charles Tier
Senior Lecturer, Applied Mathematics
Research interests and expertise: Asymptotic and singular perturbation methods, applied stochastic modeling, queueing theory, computational finance, mathematical biology