Jim’s 60th Celebration – Baruch MFE Alumni Viewpoints

Jim loves interaction with students in his class so much that he would bribe students with gummy bears to ask questions. Of course, such brilliant idea must have come from a brilliant student… πŸ™‚ And his course slides did help me a lot after I started working in option market making. Thank you, Jim!”

Ran Liu, Baruch MFE 2013

Jim has been hugely influential in my life and career. His Microstructure class put a framework around my trading experiences and his Volatility Surface class has been an indispensable resource in both preparing me for and guiding me through my current job. He truly cares about his students – I remember when I got the offer and told him that the class was a key part of passing the interview, he was so happy he actually bought me my choice of whiskey!”

Yike Lu, Baruch MFE 2011

Some interesting memories with Jim: we all admired Professor Gatheral’s good taste in fashion. It has always been a hot topic about how many blue jackets he has, and the story about his blue jacket.

Some sweet memories with Jim: I still remember the first day I started my full time job – I stepped onto the trading floor, and found that every equity derivatives trader had his Vol Surface book on their desks. So proud of having been his student.”

Bo Jessica Feng, Baruch MFE 2015

Taking classes with Jim inspired me to pursue a career in options. I find all kinds of ways to apply what he taught, without actually having to know anything. (Jim will know what I mean.)”

Brad Warren, Baruch MFE 2015

Words can’t describe how grateful I am to Professor Jim Gatheral. I’ll pick a different angle. Jim gave me his famous vol surface book as a reward. That’s something I can show off for the next 10 years although understanding the knowledge in the book requires more wisdom than I have.”

Yu Gan, Baruch MFE 2014

I started working for Merrill Lynch in 2007 doing Portfolio Analytics. I had heard from Jim Gatheral and read his Volatility Surface book but I had never met him in person. One day at the end of 2009, I was invited to “the class”. This was a gathering of colleagues to discuss relevant papers about electronic trading. I was really surprised when I arrived and Jim was leading the effort. We were discussing “the” seminal paper. He led the discussion and he was consummate professor helping us along to understand the paper. These sessions were easily some of the most fun time I had at Merrill. Fast Forward a year later when Dan asked me about Jim and I said:“He is God at Merrill. It will be great if he joins our Faculty.” Lo and behold! Happy birthday, Jim!”

Alain Ledon, Baruch MFE 2009

Being able to take classes with Prof. Jim Gatheral, having him as my adviser and friend in the past three years has been one of the best things to happen in my life. I could not imagine how my career would unfold without his advice throughout my job search process, especially this year. Prof. Jim Gatheral inspired me to achieve at a level much higher than I thought before in academia. His guidance and encouragement during the cutting-edge capstone project of rough volatility model was invaluable and truly helped me to fulfill my goal. I can’t thank Prof. Jim Gatheral enough and I wish him a happy birthday!”

Huasheng Roy Nie, Baruch MFE 2016

Jim is a great professor, great mentor, and great friend. His classes were brilliant and his office hour was fun. We also share the love for whiskeys – keep up the spirit, mate! Happy birthday!”

Yongyi Ye, Baruch MFE 2013

Jim brought charisma and years of expertise as practitioner to the program. I especially enjoyed the symposium after the class where student can schmooze with him πŸ™‚ ”

Biya Wu, Baruch MFE 2016

So here I am at the beginning of 2007, a fresh Baruch MFE graduate working at Merrill Lynch. New in the Equity Quant Analytics group, after a few days I stumble into Jim’s office noticing his expresso machine… he kindly invite me in for a doppio and for the next three years we ended up having quite of few of those… many times discussing not the stochastics models but more about books, coffee, travels and red wines. Best advice from Jim: Valentin, buy the Nesspresso 150 model not the 100! And I did, yes sir! Ten years later my expresso machine had a few setbacks but my friendship with Jim is still on. Happy birthday Jim! Cent’Anni!”

Valentin Ghitza, Baruch MFE 2007

I’ve been having a lot of fun interaction with Jim – through classes, Capstone, academic chat, and even job search. He is so knowledgeable, enlightening, kind, and humorous. Jim’s both classes, Market Microstructure and the Volatility Surface, made me feel confident to begin doing research in these areas. Because of him, it has never been easier to stay so close to those experienced industry experts and world-class academic gurus.”

Allen Chen, Baruch MFE 2016

Jim’s calibration for volatility surface is widely used in JP Morgan and it is really helpful that we learn from the master about vol surface models!”

Chi Franklin Ma, Baruch MFE 2016