Michael Cook
Michael Cook, Ph.D., CFA
Senior Vice President at Citibank,
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Summary
Applied mathematician with 20 years experience in financial markets. Background in computational neuroscience, bioinformatics, expert systems, machine learning, computer graphics, and the arts.
Experience
Senior Vice President, Model Risk Management at Citibank
August 2015 - Present
Model Validation for Anti Money Laundering models, KYC, Retail Basel credit models, and CCAR models.
Vice President, Workforce Analytics at Credit Suisse
June 2011 - June 2015 (4 years)
Predictive analytics modeling for HR applications.
Founder, President at COOK & TAYLOR PUBLISHING
January 2009 - June 2011 (2 years 5 months)
Small imprint dedicated to reprinting works of Deems Taylor, and recording his unrecorded music.
Director of Quantitative Research
December 1997 - January 2009 (11 years 1 month)
Responsible for quantitative and macro research - including risk management, backtesting, and new product
development. Member of Investment Policy Committee. Spearheaded the development of our 130/30 equity strategies. Traded both long/short equity, and long only products.
Vice President at MIAC - Mortgage Industry Advisory Corporation
October 1996 - October 1997 (1 year)
Programmed valuation models for mortgage servicing rights in C++. Consulted with clients on hedging their
portfolios with interest rate derivatives.
Research Associate at Niederhoffer Investments
June 1995 - July 1996 (1 year 1 month)
Researched intermarket correlations among currencies, bond futures, stock futures, and commodity futures,
searching for tradable patterns of price behavior. Traded one and two lots for the house.
Page 1
Education
City University of New York Graduate Center
PhD, Mathematics
City University of New York-Hunter College
BA, Mathematics
Activities and Societies: President of the Math Club Lao G. Simons award for academic excellence.
Page 2
Interests and hobbies:
I have published a book of poetry.
I have co-authored and produced two full length musicals.
I am on the Board of Directors of The Foundation for the Study of American Yoga.
Michael Cook, Ph.D., CFA
Senior Vice President at Citibank,
------------
Summary
Applied mathematician with 20 years experience in financial markets. Background in computational neuroscience, bioinformatics, expert systems, machine learning, computer graphics, and the arts.
Experience
Senior Vice President, Model Risk Management at Citibank
August 2015 - Present
Model Validation for Anti Money Laundering models, KYC, Retail Basel credit models, and CCAR models.
Vice President, Workforce Analytics at Credit Suisse
June 2011 - June 2015 (4 years)
Predictive analytics modeling for HR applications.
Founder, President at COOK & TAYLOR PUBLISHING
January 2009 - June 2011 (2 years 5 months)
Small imprint dedicated to reprinting works of Deems Taylor, and recording his unrecorded music.
Director of Quantitative Research
December 1997 - January 2009 (11 years 1 month)
Responsible for quantitative and macro research - including risk management, backtesting, and new product
development. Member of Investment Policy Committee. Spearheaded the development of our 130/30 equity strategies. Traded both long/short equity, and long only products.
Vice President at MIAC - Mortgage Industry Advisory Corporation
October 1996 - October 1997 (1 year)
Programmed valuation models for mortgage servicing rights in C++. Consulted with clients on hedging their
portfolios with interest rate derivatives.
Research Associate at Niederhoffer Investments
June 1995 - July 1996 (1 year 1 month)
Researched intermarket correlations among currencies, bond futures, stock futures, and commodity futures,
searching for tradable patterns of price behavior. Traded one and two lots for the house.
Page 1
Education
City University of New York Graduate Center
PhD, Mathematics
City University of New York-Hunter College
BA, Mathematics
Activities and Societies: President of the Math Club Lao G. Simons award for academic excellence.
Page 2
Interests and hobbies:
I have published a book of poetry.
I have co-authored and produced two full length musicals.
I am on the Board of Directors of The Foundation for the Study of American Yoga.