Dr.Andrew Lesniewski joins the Baruch MFE Program

Dr. Andrew Lesniewski joins Baruch MFE program


We are very happy to announce that Dr. Andrew Lesniewski, a renowned expert on interest rate modeling and celebrated in particular as one of the originators of the SABR model, joined the Baruch MFE Program and the mathematics department at Baruch College in August 2013 as tenured full professor.

Since switching from an earlier successful academic career in mathematical physics, Dr. Lesniewski has had an very accomplished career in the financial industry, most recently as Head of Financial Engineering at DTCC, and prior to that as Managing Director and Head of Quantitative Research at Ellington Management Group.

Dr. Lesniewski has a PhD degree in mathematics from ETH Zurich and was Associate Professor of Mathematical Physics at Harvard University before joining the financial industry.