Tim Siu Leung

Professor Tim S.T. Leung is the Boeing Professor in the Department of Applied Mathematics at the University of Washington (UW) in Seattle. At UW, he is the Director of the Computational Finance & Risk Management (CFRM) program and the CFRM Quantitative Analytics Lab. He obtained his PhD in Operations Research & Financial Engineering from Princeton University, and B.S. in Operations Research & Industrial Engineering from Cornell University. He was a tenure-track Assistant Professor in the Department of Applied Mathematics & Statistics at Johns Hopkins University and in the Department of Industrial Engineering & Operations Research at Columbia University, where he was affiliated with the Center for Financial Engineering, and the Data Science Institute (DSI). Professor Leung's research areas are Quantitative Finance and Optimal Stochastic Control. He has worked on a variety of problems, such as derivatives pricing, algorithmic trading, credit risk, exchange-traded funds (ETFs), and more. His research has been partially funded by the National Science Foundation (NSF). He has written in several books and published numerous journal articles. He is on the advisory board of the AI for Finance Institute and the editorial board for several journals, including Stochastic Models, SIAM Journal on Financial Mathematics, and Applied Mathematical Finance. He has served as the Chair of the Finance Section of the Institute for Operations Research & Management Sciences (INFORMS), and Vice Chair of the Society for Industrial and Applied Mathematics (SIAM) Activity Group on Financial Mathematics & Engineering (SIAG-FME). He's the 2016 winner of the Emerald Literati Network Award for Excellence.