Ciamac C. Moallemi: Curriculum Vitae

Academic Appointments

2007–present

Columbia University, Graduate School of Business
Decision, Risk, and Operations Division

New York, NY

2022–present

Director, Bridger Family Digital Finance Lab.

2020–present

William von Mueffling Professor of Business.

2015–2020

Associate Professor of Business (with tenure).

2013–2015

Barbara and Meyer Feldberg Associate Professor of Business.

2011–2012

Associate Professor.

2008–2011

Assistant Professor.

2007

Instructor.

Education

2003–2007

Stanford University

Stanford, CA

Ph.D., Electrical Engineering, 2007
Advisor: Benjamin Van Roy
Dissertation: A Message-Passing Paradigm for Optimization

1996–1997

University of Cambridge (King's College)

Cambridge, UK

Master of Advanced Study in Mathematics (with distinction), 1997
(Part III of the Mathematical Tripos)

1991–1996

Massachusetts Institute of Technology

Cambridge, MA

S.B., Mathematics (Course 18 General), 1996
S.B., Electrical Engineering & Computer Science (Course 6-2), 1996

Professional Experience

2024–present

Paradigm

San Francisco, CA

Research Advisor. Research in blockchain technology and decentralized finance.

2021–present

Compass Lexecon Inc

Chicago, IL

Senior Consultant. Economic consulting.

2014–2022

Bourbaki LLC

New York, NY

Managing Member. Developed high Sharpe, short-term systematic trading strategies.

1999–2003

NeoGenesis Pharmaceuticals, Inc

Cambridge, MA

Director, Scientific Computing. Managed a group of developers and scientists responsible for development and implementation of mathematical algorithms for chemical library design, experimental data analysis, and bioinformatics. Acquired by Schering-Plough Corp.

1993–1999

Delta Global Trading, LP

Boston, MA

Partner. Managed a fixed-income relative value hedge fund with US$200 million in assets under management. Developed mathematical and computational models for identifying and exploiting economic mispricings in sovereign debt markets.

Honors and Awards

Sponsored Research Gift, J.P. Morgan, 2019 ($150,000)
Dean's Award for Teaching Excellence in a Core Course, Columbia Business School, 2014
Best Simulation Publication Award, INFORMS Simulation Society, 2014
NSF Grant CMMI-1235023, 2012–2015 ($229,782; co-PI: Garud Iyengar)
Title: Optimization Based Methods for Systemic Risk Management
Meritorious Service Award, Operations Research, 2011, 2012
1st Place, INFORMS Junior Faculty Paper Competition, 2011
Benchmark Stanford Graduate Fellowship, 2003–2007
Marshall Scholarship, 1996–1997
5th Place, Westinghouse Science Talent Search, 1991

Publications

See Research and Publications.

Teaching

See Teaching.

Professional Activities

Member, INFORMS
Member, Columbia Business School Program for Financial Studies
Member, Columbia University Center for Financial Engineering
Member, Columbia University Data Science Institute
Member, Columbia University Center for Applied Probability
Associate Editor, Operations Research, 2010–present
Associate Editor, Management Science, 2012, 2015–present
Guest Editor, Special Issue on FinTech, Information Systems Research, 2017–2018
Associate Editor, Operations Research Letters, 2014–2015
Council Member, INFORMS Applied Probability Society, 2011–2013
Committee Member, INFORMS Nicholson Prize, 2013–2014
Committee Member, INFORMS JFIG Junior Faculty Forum Paper Competition, 2023
Technical Reviewer (Journals): Management Science, Operations Research, Mathematics of Operations Research, Stochastic Systems, Quantitative Finance, SIAM Journal on Financial Mathematics, Mathematical Finance, Journal of Computational Finance, Journal of Financial Markets, Market Microstructure and Liquidity, Queueing Systems, European Journal of Operations Research, Computational Optimization and Applications, IIE Transactions, IEEE Trans. Information Theory, IEEE Trans. Signal Processing, IEEE Trans. Automatic Control, IEEE Trans. Wireless, Journal of Machine Learning Research, IEEE J. Selected Areas in Communications, Automatica
Technical Reviewer (Conferences): Winter Simulation Conference, IEEE ISIT, NIPS, IEEE Infocom, IEEE CDC, IJCAI, MSOM
Technical Reviewer (Funding Agencies): National Science Foundation, Research Grants Council (Hong Kong)

Doctoral Students Supervised

Vijay V. Desai (Ph.D. 2011, Columbia IEOR)
Thesis Title: Approximate Dynamic Programming for Large Scale Systems
First Position: SAS Institute
Yiping Du (Ph.D. 2011, Columbia IEOR, co-advisor: Mark Broadie)
Thesis Title: Efficient Methods for Estimating Risk Measures
First Position: Barclays Capital
Mehmet Sağlam (Ph.D. 2012, Columbia GSB)
Thesis Title: Dynamic Trading Strategies in the Presence of Market Frictions
First Position: Postdoctoral Associate, Bendheim Center for Finance, Princeton University
Chen Chen (Ph.D. 2014, Columbia IEOR, co-advisor: Garud Iyengar)
Thesis Title: Theory of Systemic Risk
First Position: Assistant Professor, ShanghaiTech University
Juan Chaneton (Ph.D. 2015, Columbia GSB, co-advisors: Omar Besbes & Garrett van Ryzin)
Thesis Title: Decision Making with Coupled Learning: Applications in Inventory Management and Auctions
First Position: Celect (aquired by Nike)
Hua Zheng (Ph.D. 2015, Columbia GSB, co-advisor: Costis Maglaras)
Thesis Title: Microstructure Analysis of Dynamic Markets: Limit Order Books and Dynamic Matching Markets
First Position: J.P. Morgan
Nikhil Bhat (Ph.D. 2015, Columbia GSB)
Thesis Title: Tractable Algorithms for Sequential Decision Making Problems
First Position: Airbnb
Kai Yuan (Ph.D. 2017, Columbia GSB)
Thesis Title: Essays on Liquidity Risk and Modern Market Microstructure
First Position: Two Sigma Investments
Seungki Min (Ph.D. 2021, Columbia GSB, co-advisor: Costis Maglaras)
Thesis Title: Modern Dynamic Programming Approaches to Sequential Decision Making
First Position: Assistant Professor, KAIST (Korea Advanced Institute of Science and Technology)
Muye Wang (Ph.D. 2021, Columbia GSB, co-advisor: Costis Maglaras)
Thesis Title: Essays on the Applications of Machine Learning in Financial Markets
First Position: Two Sigma Securities

Personal

Citizenship: USA
Year of Birth: 1975