16 Feb 2021 News

Leading New Generation Market Microstructure and Quantitative Trading Expert Professor Ciamac C. Moallemi Affiliates With Compass Lexecon

2 minute read


Compass Lexecon is proud to announce that Professor Ciamac C. Moallemi has affiliated with our firm. Professor Moallemi is the William von Mueffling Professor of Business in the Graduate School of Business at Columbia University. His research interests are in the development of mathematical and computational tools for optimal decision making under uncertainty, with a focus on applications to areas including market microstructure, quantitative and algorithmic trading, cryptocurrencies, and blockchain technology. His expertise blends theory and practice — aside from his academic work, he also develops quantitative trading strategies at Bourbaki LLC, a quantitative investment advisor. He has been invited to present his research to numerous banks, hedge funds, and regulatory agencies. Professor Moallemi is the recipient of a number of awards, including the British Marshall Scholarship, the Benchmark Stanford Graduate Fellowship, first place in the INFORMS Junior Faculty Paper Competition, and the Best Simulation Publication Award of the INFORMS Simulation Society. Professor Maollemi has been presenter at multiple conferences and published in top academic journals including Management Science, Operations Research, The Review of Economic Studies, NeurIPS, and the American Economic Association. He holds editorial positions at the journals Management Science and Operations Research.

A high school dropout, Professor Moallemi received S.B. degrees in Mathematics and Electrical Engineering from M.I.T., a Master’s degree in Mathematics with distinction from the University of Cambridge, and a Ph.D. in Electrical Engineering from Stanford University. Prior to his doctoral studies, he developed quantitative methods in several entrepreneurial ventures: as a partner in a $200 million fixed-income arbitrage hedge fund and as the director of scientific computing at an early-stage drug discovery start-up. 

Daniel R. Fischel, Chairman and President of Compass Lexecon commented, “Ciamac is the leader of a new generation of market microstructure experts. His interests and expertise in quantitative trading, cryptocurrencies and blockchain technology will add tremendous value to the services we can offer to our clients.

Professor Moallemi added, "I am excited to work with the elite team at Compass Lexecon to tackle problems at the cutting edge of modern market microstructure.

A new version of Compass Lexecon is available.