Nigel Allington, Ph.D.
Dr. Allington has been lecturing in the fields of finance and economics at Grenoble Ecole de Management (GEM). A Ph.D. in economics, he has a long research and teaching experience on the subject of economics and has written numerous books, articles and research papers. He is a Fellow, Lecturer and Director of Studies in Economics, Downing College Cambridge. Dr. Allington is also Affiliated Lecturer in Economics, Department of Land Economy, University of Cambridge. Additionally, he is Fellow for the UK’s Cambridge Centre for Economic and Public Policy, which is focused on interpreting and understanding economic phenomena and public policy. Dr. Allington completed his studies in economics at University of Hull where he earned a bachelor of science degree (first class honors) and his doctorate.
Roger Lee, Ph.D.
Dr. Lee is an Associate Professor of Mathematics and the Director of the Financial Mathematics program at the University of Chicago. He serves on the editorial boards of leading journals in mathematical finance, and has published extensively on pricing, hedging and volatility. Dr. Lee has a Ph.D. from Stanford University and a BA summa cum laude from Harvard University.
Mr. Maqbool, a trained engineer with substantial multinational experience, has worked with and assisted a number of derivative trading, supply chain and manufacturing firms to achieve consistent growth and operational efficiency. He has developed financial control, cost management, risk management, audit, vendor management, IT and investor relations systems for companies across the commodities, financial services and energy sectors, including Infinium Capital Management, Barclays, Bunge Global Markets and Chevron.
Mr. Maqbool earned a MBA in General Management and Finance from Northwestern University’s Kellogg School of Management, a Masters of Engineering in Systems Engineering from Cornell University and a Bachelor of Science in Electrical Engineering from Ghulam Ishaq Khan Institute (GIKI) of Engineering Sciences and Technology located in Topi, Khyber Pakhtunkhwa, Pakistan.
Jack Mosevich, Ph.D.
Dr. Mosevich is currently an Adjunct Professor of Finance at DePaul University where he has been teaching and performing research for seven years. He is also one of the moderators of the University of Chicago’s Department of Mathematics Project Lab. Prior to DePaul, Dr. Mosevich joined the financial industry in 1986 at Merrill Lynch after several years as a professor of Mathematics and Computer Science. His main areas of expertise are quantitative finance, risk management, derivatives analytics and portfolio construction. Dr. Mosevich’s experience has been equally divided between the buy-side and sell-side. He has worked in both large corporations such as UBS and Merrill Lynch as well as small firms such as Stafford Capital Management. His experience at these firms entailed quantitative research and risk management.
Dr. Mosevich earned his Ph.D. in Mathematics from the University of British Columbia located in Vancouver, B.C., Canada. He obtained an M.S. degree in Mathematics from Northern Illinois University located in DeKalb, IL. Dr. Mosevich completed his undergraduate studies from the University of Illinois at Urbana-Champaign, earning a B.S. degree in Mathematics.
Robert E. Pardo
Mr. Pardo, an early pioneer of algorithmic trading in the futures industry, is the President and CEO of Pardo Capital Limited (PCL). After completing his B.A. in History, Philosophy and Sociology at Northwestern University in the mid-1970s, Pardo headed the floor operation for Salomon Brothers on the IMM division of the Chicago Mercantile Exchange (CME).
In the late ‘80s, Mr. Pardo established Pardo Group Limited, a boutique consulting firm providing design and analysis services to a select group of clients, including Goldman Sachs, Daiwa Securities and Transworld Oil among others.
Awarded multiple honors as a top trader, Mr. Pardo is the author of The Design, Testing and Optimization of Trading Systems (DTOTS), published by J. Wiley & Sons in 1991. Referred to in the industry as the “Black Bible”, this book expresses his ideas about the testing and development of trading systems which has long enjoyed the international acclaim of the trading community. Mr. Pardo updated DTOTS in 2007 in a renamed and greatly expanded 2nd edition, The Evaluation and Optimization of Trading Strategies.