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Dan Loeb

Dan Loeb
Affiliation:
Susquehanna International Group
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Summary

Ever since high school, when I attended the Hampshire College Summer Studies in Mathematics, I planned a career in mathematics.

At MIT, I studied umbral calculus (a branch of combinatorics) under the direction of Prof. Gian-Carlo Rota and received my PhD in 1989. I then taught and continued my research at the University of Bordeaux in France. In 1996, I was looking to take a sabbatical and return for a while to the United States. A co-author of mine, Walter Stromquist, encouraged me to consider non-academic employment, so I applied to Daniel H. Wagner Associates where he was in charge of their Pennsylvania office.

My first projects at Wagner Associates were to redesign the corporate website (which was a great initial project since it exposed me to the wide variety of mathematical work done at the firm) and to the evaluation of a credit risk model used by BMW based on fuzzy logic.

However, I soon started working in mathematical finance for the Susquehanna International Group for their newly created Statistical Arbitrage Group in their Quantitative Research Department. As this project continued to be successful and grew in size, it took up all of my time and I eventually left Wagner Associates to work fulltime at Susquehanna where I am now responsible for a group of over a half-dozen mathematicians who develop proprietary trading strategies with which to invest the partner's money.

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Publisher: Mathematical Association of America
Print publication year: 2014

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  • Dan Loeb
    • By Dan Loeb, Susquehanna International Group
  • Edited by Andrew Sterrett
  • Book: 101 Careers in Mathematics
  • Online publication: 05 September 2014
  • Chapter DOI: https://doi.org/10.5948/9781614441168.082
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  • Dan Loeb
    • By Dan Loeb, Susquehanna International Group
  • Edited by Andrew Sterrett
  • Book: 101 Careers in Mathematics
  • Online publication: 05 September 2014
  • Chapter DOI: https://doi.org/10.5948/9781614441168.082
Available formats
×

Save book to Google Drive

To save content items to your account, please confirm that you agree to abide by our usage policies. If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account. Find out more about saving content to Google Drive.

  • Dan Loeb
    • By Dan Loeb, Susquehanna International Group
  • Edited by Andrew Sterrett
  • Book: 101 Careers in Mathematics
  • Online publication: 05 September 2014
  • Chapter DOI: https://doi.org/10.5948/9781614441168.082
Available formats
×