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Victoria Averbukh

Director, Cornell Financial Engineering Manhattan

Professor of Practice

School of Operations Research and Information Engineering

Victoria Averbukh
Victoria Averbukh
Graduate Field Affiliation
Operations Research and Information Engineering

Biography

Victoria Averbukh is a Professor of Practice in the School of Operations Research and Information Engineering at Cornell University and the Director of Cornell Financial Engineering Manhattan (CFEM). As Director, she designs and leads programs that provide practitioner-led education in quantitative finance for ORIE’s Master of Engineering students, while cultivating strong connections among students, alumni, and industry leaders. She also plays a central role in curating forums for professional exchange and idea sharing, most notably CFEM’s annual Future of Finance conference held each September.

In addition to her leadership responsibilities, Victoria teaches several courses. Bond Math and Mortgage-Backed Securities, a class grounded in her Wall Street experience; and the Financial Engineering Colloquium, which brings industry professionals into the classroom to expose students to cutting-edge developments in finance.

Before joining Cornell, Victoria worked in Fixed Income Research at Salomon Brothers (now Citi) as a strategist covering U.S. Treasury futures and Mortgage-Backed Securities. She later joined Deutsche Bank, where she became Head of Structured Residential Mortgage-Backed Securities Research.

Victoria received her B.A. in Mathematics from New York University and her M.S. and Ph.D. in Operations Research from Cornell University.

Research Interests

Victoria’s research focuses on financial modeling within area of fixed income and Mortgage-Backed Securities in particular.

Teaching Interests

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