13 Jan 2020 News

Dr. Harry Mamaysky, Recognized Expert in Credit Markets, Market Microstructure, and Risk Management Affiliates with Compass Lexecon

2 minute read


Compass Lexecon is pleased to announce that Dr. Harry Mamaysky, a recognized expert in credit markets, market microstructure, and risk management has affiliated with the firm. Dr. Mamaysky is an Associate Professor of Professional Practice at Columbia Business School, where he serves as the Director of the Program for Financial Studies. He is also on the Steering Committee of the Columbia-IBM Center for Blockchain and Technology. Professor Mamaysky teaches capital markets and asset pricing to MBA, Masters, and PhD students, as well as Executive Education courses on the use of text data in finance, and on corporate bonds. He has consulted for a quantitative investment firm and for a nationally recognized statistical rating organization.

Prior to his return to academia, Dr. Mamaysky founded the Systemic Risk Group at Citigroup and served as a member of the firm’s Risk Executive Committee. Previous to that, he was a senior portfolio manager in Citi Principal Strategies with a focus on relative value credit trading. He has held positions with Old Lane, Morgan Stanley, and Citicorp. He began his academic career as an Assistant Professor of Finance at the Yale School of Management.

Dr. Mamaysky’s research focuses on equity, exchange rate, volatility, and credit markets, on market microstructure, and on the role of information in the trading process. Harry leads the News & Finance research initiative of Columbia’s Program of Financial Studies, and has used large textual data sets, such as news articles, earnings call transcripts, and central bank communications, in his research. His work has appeared in leading academic journals, including the Journal of Finance, the Journal of Political Economy, the Review of Financial Studies, and the Journal of Financial Economics.

Dr. Mamaysky earned his PhD in finance from the Massachusetts Institute of Technology. He holds BS and MS degrees in computer science from Brown University.

A new version of Compass Lexecon is available.