Kay Giesecke Ph.D

Kay Giesecke Ph.D General Information

Biography

Dr. Kay Giesecke is a Co-Founder and serves as Chief Scientist & Chairman at Infima. He formerly served as Director, of Risk Analytics at Dealstruck. He is also a Professor of Management Science & Engineering at Stanford University, the director of the Advanced Financial Technologies Laboratory, and the director of the Mathematical and Computational Finance Program. He serves on the Governing Board and Scientific Advisory Board of the Consortium for Data Analytics in Risk. He has been the Director of Risk Analytics at DealStruck, Inc. since June 2014. He is on the faculty of Stanford's Financial Mathematics Program. He serves as a Consultant to banks, risk management firms, and the European Commission. Prior to joining Stanford in 2005, he taught financial engineering at Cornell University's School of Operations Research and Information Engineering. He serves as a Member of the Technical Advisory Board at Julius Finance Corporation. He served as a Member of the Technical Advisory Board of Benchmark Solutions, Inc. He is a member of the Council of the Bachelier Finance Society. He is a financial technologist interested in solving the challenging modeling, statistical, and computational problems arising in fixed-income and credit markets. Together with his students at Stanford, he has pioneered the core elements of the deep learning and computational technologies underpinning Infima's solutions. His research has won several awards, including the JP Morgan AI Faculty Research Award (2019) and the Fama/DFA Prize (2011), and has been funded by the National Science Foundation, JP Morgan, State Street, Morgan Stanley, Swiss Re, American Express, Moody's, and several other organizations. He holds an M.Sc. in Electrical Engineering & Economics and a Ph.D. in Economics.