Neil Chriss

Neil Chriss is a mathematician whose career runs from pure mathematics into quantitative finance. He studied mathematics at the University of Chicago, worked in the Langlands Program there, and received his Ph.D. in 1993 with a thesis titled A Geometric Construction of the Iwahori-Hecke Algebra. With Victor Ginzburg he wrote Representation Theory and Complex Geometry, a book on algebraic geometry and representation theory, and he later wrote Black-Scholes and Beyond: Option Pricing Models. His paper Optimal execution of portfolio transactions, written with Robert Almgren, is credited with helping lay the groundwork for arrival-price trading algorithms. He has directed financial mathematics programs at New York University's Courant Institute and at the University of Chicago, worked at Goldman Sachs, Morgan Stanley and SAC Capital, founded the hedge fund Hutchin Hill Capital, and is a founding board member of Math for America and a trustee of the Institute for Advanced Study.