Dr. Andrew Lesniewski joins Baruch MFE program


Professor Andrew Lesniewski, a renowned expert on interest rate modeling and celebrated in particular as one of the originators of the SABR model, who joined the Baruch MFE Program and the mathematics department at Baruch College in August 2013 as tenured full professor, has assumed the role of Curriculum Director of the Baruch MFE Program in January 2015.

Professor Lesniewski will continue working on keeping the curriculum of the Baruch MFE Program cutting edge, introducing three new courses in the 2015-2016 academic year, to go along more than fifteen new courses introduced since Fall 2010.

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.