On Friday, December 6th, Cornell University Professor Marcos Lopez de Prado testified to the U.S. House Committee on Financial Services about the Impact of AI on Capital Markets and Jobs in the... Read more about Cornell Professor Speaks to Wall Street’s Need to Train and Retain Diverse Technical Talent
Victoria Averbukh is a Professor of Practice at the School of Operations Research and Information Engineering and the Director of Cornell Financial Engineering Manhattan (CFEM). Victoria received her B.A. in Mathematics from NYU in 1993 and her M.S. and Ph.D. from Cornell ORIE in 1997.
After completing her Ph.D., Victoria worked in Fixed Income Research at Salomon Brothers (now Citi) as a strategist covering U.S. Treasury futures, and later Mortgage-Backed Securities. In 2004 she joined Deutsche Bank, where she became the Head of Structured Residential Mortgage-Backed Securities Research. During her Wall Street career, Victoria focused on transaction-oriented research in fixed income. She has been quoted by the Wall Street Journal, the New York Times, and Bloomberg Radio.
CFEM was established in 2007 to serve as a satellite Manhattan campus for ORIE M.Eng. students interested in careers in quantitative finance. As a director of CFEM, Victoria leverages her knowledge of financial markets and broad relationships within the financial industry to ensure that students receive the practical and hands-on education needed to start their careers.
Victoria’s research focuses on financial modeling within area of fixed income and Mortgage-Backed Securities in particular.
Victoria’s courses emphasize practical and transaction-oriented approach to valuation and pricing of interest-rate securities. In addition, the courses taught by Victoria Averbukh include presentation and independent project components to encourage students to learn about the relevant issues in the financial markets and practice their ability to present technical content to a wide audience.
In the News
Marcos Lopez de Prado joins Cornell Financial Engineering Manhattan as a Professor of Practice after leaving his post at AQR as Principal and Head of Machine Learning. "We are delighted to welcome... Read more about ORIE Adds Marcos Lopez de Prado to Cornell Financial Engineering Manhattan