Curriculum vitae

Rutgers Business School — Department Vice Chair

Department of Management Science and Information Systems (incoming, from January 2027).

Columbia University — Visiting Professor

Department of Industrial Engineering and Operations Research and the Data Science Institute, on sabbatical leave from Rutgers University (2026–27).

Rutgers University — Associate Professor

Department of Management Science and Information Systems, Rutgers Business School. Graduate faculty in Statistics and in Electrical & Computer Engineering; member of DIMACS.

Princeton University and the Wharton School — Visiting Professor

Center for Statistics and Machine Learning, Princeton University (July 2022 – June 2023), and Department of Statistics and Data Science, the Wharton School of the University of Pennsylvania (January – June 2023), on sabbatical leave from Rutgers.

Rutgers University — Assistant Professor

Department of Management Science and Information Systems, Rutgers Business School.

Massachusetts Institute of Technology

Postdoctoral associate, Laboratory for Information and Decision Systems (LIDS), hosted by Asuman Ozdaglar and Pablo A. Parrilo.

Ph.D. in Mathematics, Courant Institute, New York University

Kurt Friedrichs Prize for an outstanding dissertation. M.S. in Mathematics, 2009.

Diplôme d’ingénieur, École Polytechnique

Majors in applied mathematics and economics.

B.Sc. in Electrical–Electronics Engineering and B.Sc. in Mathematics, Boğaziçi University

Valedictorian — ranked first among all graduating engineering, mathematics, and double-major students.

Dean’s Research Seed Fund Award, Rutgers Business School

Dean’s Meritorious Teaching Award, Rutgers Business School

Dean’s Research Professor Award, Rutgers Business School

Dean’s Summer Fellowship Award, Rutgers Business School

Dean’s Young Research Fellow Award, Rutgers Business School

Best Paper Honorable Mention Award, ICML

Junior Faculty Research Excellence Award, Rutgers Business School

Householder Symposium XX Travel Award

SIAM Travel Award

Kurt Friedrichs Award for the best dissertation, NYU

Henry MacCracken Fellowship, NYU

French Government Scholarship (Bourse d’études), École Polytechnique

Valedictorian, Boğaziçi University; Nadir Orhan Bengisu Award (best graduating student, Electrical–Electronics Engineering)

Silver Medal, National Mathematical Olympiad (Turkey)

Office of Naval Research — PI. “Primal-Dual Algorithms for Minimax Problems with Applications to Distributionally Robust Learning.” $400,000.

Office of Naval Research — PI. “Robust Primal-Dual Algorithms for Saddle Point Problems with Applications to Multi-Agent Systems.” $326,647.

NSF, Division of Mathematical Sciences (DMS-2053485) — PI. “Langevin MCMC Methods for Machine Learning.” $180,009.

NSF, Division of Computing and Communication Foundations (CCF-1814888) — Single PI. “Communication-Efficient Distributed Algorithms for Machine Learning.” $464,412.

NSF, Division of Mathematical Sciences (DMS-1723085) — Single PI. “Beyond With-replacement Sampling for Large-Scale Data Analysis and Optimization.” $125,001.

Bloomberg LP, New York

Quantitative researcher — volatility extraction and dividend/borrow-cost prediction from options data.

Citadel LLC, New York

Quantitative researcher — models and strategies for high-frequency equity markets.

Barclays Capital, New York

Quantitative summer associate — quasi-Gaussian short-rate models with local volatility.

Jump Trading, Chicago

Summer intern — automated strategies for index futures.

AXA Investment Managers, Paris

Visiting quantitative researcher — variance reduction for Monte Carlo pricing.

Hamza Rafi — Ph.D. student, Department of Electrical and Computer Engineering, Rutgers University (co-advised with Waheed U. Bajwa)

Meija Chen — Ph.D. student, Rutgers Business School (co-advised with Thomas Lidbetter and Jian Yang)

Mustafa Ali Kutbay — Ph.D. student, Rutgers Business School

Yasa Syed — Ph.D., Department of Statistics, Rutgers University (co-advised with Guanyang Wang)

Now: Quantitative researcher and developer, Venerable (West Chester, PA)

Rishabh Dixit — Ph.D., Electrical & Computer Engineering, Rutgers University (co-advised with Waheed U. Bajwa)

Now: Visiting research scholar, UC San Diego

Yuanhan Hu — Ph.D., Operations Research, Rutgers Business School

Now: Data scientist, Wells Fargo

Landi Zhu — Ph.D., Operations Research, Rutgers Business School (co-advised with Andrzej Ruszczyński)

Now: Quantitative research engineer, Citadel Securities (Miami)

Yassine Laguel — Postdoctoral associate

Now: Tenured faculty member, Université Côte d’Azur (Nice)

Bugra Can — Ph.D., Operations Research, Rutgers Business School

Now: Applied scientist, Amazon (New York)