Ed began his post-Ph.D. career as a researcher in theoretical evolutionary biology at the University of Pennsylvania and the Max Planck Institute, but he transferred his skills in applied math to quantitative finance when he became a quant on the interest rate desk of HSBC. Upon joining Deutsche Bank, Ed became interested in financial risk management, where he helped establish GARP’s Financial Risk Manager (FRM) exam. Since then, he has since consulted on a number of projects in quantitative finance and financial technology (“fintech”), including his ongoing fintech work at Bank of America. Besides being a long-time adjunct in what is now Tandon’s Department of Finance and Risk Engineering (FRE), Ed was a visiting professor of finance at Clark University from 2014-2016.
Ed currently teaches numerical methods and Python programming in the FRE department.