ALUMNI-MENTOR.COM Podcast Series for Career Mentoring

ALUMNI-MENTOR.COM Podcast Series for Career Mentoring

ALUMNI-MENTOR.COM Podcast Series for Career Mentoring ALUMNI-MENTOR.COM Podcast Series for Career Mentoring ALUMNI-MENTOR.COM Podcast Series for Career Mentoring

About Us is being developed by David Gertler, an alumnus of the Cornell school of Operations Research and Information Engineering (ORIE).  The objective of the site is to provide prospective to Cornell ORIE students who are considering a career in FinTech.

We are engaging a range of alumni who are interested in sharing their experiences and insights on the topic. Their comments are being captured through a series of podcasts which are being posted to this website.

See the SERVICES section for links to ORIE employment postings.

Note that portions of this site are still "under construction".  Please be patient as we add features.

Please use the CONTACT section register!  Benefits include:

  • the ability to contact speakers for on-going dialogue
  • receive email notifications when new material is posted
  • links to employment opportunities

Bios of Speakers


Victoria Averbukh

Victoria Averbukh is a Professor of Practice at the School of Operations Research and Information Engineering and the Director of Cornell Financial Engineering Manhattan (CFEM). Victoria received her B.A. in Mathematics from NYU in 1993 and her M.S. and Ph.D. from Cornell ORIE in 1997.

After completing her Ph.D., Victoria worked in Fixed Income Research at Salomon Brothers (now Citi) as a strategist covering U.S. Treasury futures, and later Mortgage-Backed Securities. In 2004 she joined Deutsche Bank, where she became the Head of Structured Residential Mortgage-Backed Securities Research. During her Wall Street career, Victoria focused on transaction-oriented research in fixed income. She has been quoted by the Wall Street Journal, the New York Times, and Bloomberg Radio.

CFEM was established in 2007 to serve as a satellite Manhattan campus for ORIE M.Eng. students interested in careers in quantitative finance.  As a director of CFEM, Victoria leverages her knowledge of financial markets and broad relationships within the financial industry to ensure that students receive the practical and hands-on education needed to start their careers. 


David Gertler

David Gertler has a BS ’67 and MS ’68 from Cornell University Operations Research and Information Engineering, and an MBA from the NYU Stern School.

He started his FinTech career at Salomon Brothers where he became the Senior Operating Officer for information technology. 

David led Salomon’s initiative to create a data and analytic consortium, the Electronic Joint Venture (EJV). This start-up was jointly owned by Salomon Brothers and five other investment banks.

He had leadership roles in other market data initiatives, including SuperDerivatives (SD), which continues as a leader in evaluating complex derivatives instruments. SD was recently acquired by the Intercontinental Exchange (ICE).

David is now advising several start-up firms, including a firm that provides low latency network services to high-frequency trading firms. Recently, he launched as a volunteer service to connect alumni with ORIE students.


Marcos Lopez de Prado

Prof. Marcos López de Prado is the CIO of True Positive Technologies (TPT), and Professor of Practice at Cornell University’s School of Engineering. He has over 20 years of experience developing investment strategies with the help of machine learning algorithms and supercomputers. Marcos launched TPT after he sold some of his patents to AQR Capital Management, where he was a principal and AQR’s first head of machine learning. Marcos also founded and led Guggenheim Partners’ Quantitative Investment Strategies business, where he managed up to $13 billion in assets, and delivered an audited risk-adjusted return (information ratio) of 2.3.

Concurrently with the management of investments, between 2011 and 2018 Marcos was a research fellow at Lawrence Berkeley National Laboratory (U.S. Department of Energy, Office of Science). He has published dozens of scientific articles on machine learning and supercomputing in the leading academic journals, is a founding co-editor of The Journal of Financial Data Science, and SSRN ranks him as the most-read author in economics. Among several monographs, Marcos is the author of several graduate textbooks, including Advances in Financial Machine Learning (Wiley, 2018) and Machine Learning for Asset Managers (Cambridge University Press, forthcoming).

Marcos earned a PhD in financial economics (2003), a second PhD in mathematical finance (2011) from Universidad Complutense de Madrid, and is a recipient of Spain's National Award for Academic Excellence (1999). He completed his post-doctoral research at Harvard University and Cornell University, where he is a faculty member. Marcos has an Erdős #2 according to the American Mathematical Society, and in 2019, he received the ‘Quant of the Year Award’ from The Journal of Portfolio Management.


Zohar Hod

Zohar Hod's background includes leadership roles in innovative hi-tech start-ups in the financial industry.  After graduation from the NYU Stern Business School, Zohar founded ViewTrade, a start-up to facilitate order routing across exchanges.  Then he joined Hedge-X Strategies which provided technology solutions for hedge fund execution and clearing.  At BearingPoint and IBM Services, he was a senior consultant to financial firms. 

Zohar joined SuperDerivatives (SD) in 2008 as a member of the management committee.  SuperDerivatives provided analysis and evaluation of derivative instruments by leveraging newly developed quantitative models which were deployed in a cloud-based technology. SD was acquired by the Intercontinental Exchange (ICE). More recently, Zohar has been involved with truePTS (post-trade services for derivatives) and Digital Asset (Blockchain solutions for the financial industry).


Sasha Rozenberg

Sasha has 20 years of experience in the financial industry and has been involved in many interesting projects at both large and nascent firms.  After completing his doctoral studies in Physics at NYU, Sasha’s first role was at Goldman Sachs where he developed models for exotic derivatives.  This experience led him to roles at JP Morgan and Morgan Stanley where he continued work in developing and managing quant models for various asset classes, including one of the very first CVA (Credit Valuation Adjustment) models.

After his work with these top bracket firms, Sasha took a role as a product manager for an Israeli FinTech start-up, Super Derivatives. Over time, he started managing quantitative analysts in the company.

Sasha supervised building of risk management models and technology for OTC derivatives at the CME Group, the giant derivatives exchange. He achieved the position of the Chief Risk Officer at CME. He is currently an investor and builder of FinTech startups.  

Michael Atkin


Michael Atkin is a well-known expert in the field of data management.  This podcast is all about Data Management in the financial industry.  It is a bit different than earlier podcasts which focused on quantitative roles for financial engineers.  But, as you will hear, extensive, relevant, and high-quality data is clearly a key ingredient for any quant activity.

Mike has led several large industry initiatives to create standards and best practices around managing data quality and processes in the industry.  He was a leader in the launch and operation of the Enterprise Data Management Council, an industry-wide effort to improve data management.   The council has about 200 member firms with over 7,000 participants.  More recently, he founded "Content Strategies”, a consulting firm which help organizations define and implement data management programs.  Mike is also a principal in a London-based firm focusing on knowledge graph strategy and implementation.