Dr Robert Benhenni is Visiting Professor of Practice in Finance, NYU Shanghai. He has extensive experience in the financial industry, with nearly 20 years in New York at investment banks and hedge funds, where he held various roles in portfolio management, quantitative analysis, and risk management. He started his career at Bell Labs working on stochastic queueing models to predict network performance, before moving to the financial industry, where he has been involved in credit derivatives pricing, capital structure valuation, and credit default models with Wall Street firms such as Morgan Stanley and Credit Suisse. He was a portfolio manager at various funds, where he created systematic investment strategies in the High Yield credit markets and commodities futures. He is currently the executive officer of QFA, providing advisory services in systematic investment strategies covering credit, commodities, and global indices.
He has maintained strong contact with academics, lecturing in both the US and Europe and presenting at various international conferences. He has published on various financial topics, including derivatives, High Yield and distressed debt, and optimization.
Education
- Ph.D., Applied Mathematics (Probability/Statistics)
University of California, Los Angeles, United States - MBA, Analytic Finance
University of Chicago Booth School of Business, United States