Services to the Community 

Chair  for SIAM Activity Group on Financial Mathematics and Engineering for the period  01/2022-12/2023, and Program Director during 01/2020-12/2021. 

Member of the steering committee for the Eastern Conference of Mathematical Finance series; 2016-

Member of the organizing committee SIAG/FME virtual Seminar Series; 2020–2023

Conference Organizer

• • • Uncertainty and Risk:  Workshop Commemorating the Centenary of Publication of Frank H. Knight’s "Risk, Uncertainty, and Profit" and  John M. Keynes’ "A Treatise on Probability" March 17-19, 2021 – Virtual (co-organized with Sam Cohen, Lars Hansen, Tomasz R.  Bielecki, Mike Tehranchi and Haoyang Cao).

    • SIAM Conference on Financial Mathematics and Engineering (FM21), June 1-4, 2021, Virtual. Organizing committee Co-Chair.

    • Statistical Inference for Stochastic PDEs, 18-20 September 2019, Humboldt University Berlin, co-organizer with Randolf Altmeyer (HU Berlin), Markus Reiß (HU Berlin) and Wilhelm Stannat (TU Berlin). 

    • 3rd Eastern Conference on Mathematical Finance, October 26-28, 2018, Illinois Institute of Technology, co-organizer with T.R. Bielecki and S. Nadtochiy.

    • NSF/CBMS Regional Conference in the Mathematical Sciences “Recent Advances in the Numerical Approximation of Stochastic Partial Differential Equations”, IIT, Chicago, USA, August 9-13, 2010, co-organizer with J. Duan and F. Hickernell.

Managing Editor for International Journal of Theoretical and Applied Finance (IJTAF), World Scientific

Member of Editorial Boards (Associate Editor)

• • • Applied Mathematical Finance (Taylor & Francis); 2018-

    • International Journal of Financial Engineering (World Scientific); 2014- 

    • SIAM Journal on Financial Mathematics (Society for Industrial and Applied Mathematics); 2019- 

    • Statistical Inference for Stochastic Processes (Springer); 2015-   

Reviewer for top scientific journals on probability, math finance and statistics (30+ journals)

Grant proposal reviewer for NSF, Netherlands OSR, DFG. 

Minisymposia and Special Sessions Organizer

• • • SIAM Minisymposium on Recent Advances in Financial Mathematics and Engineering, Joint Mathematics Meeting 2021, January 6-9, 2021, virtual

    • Special Session "Special Session on Stochastic Partial Differential Equations and Related Fields", AMS Central Section Meeting #1150, University of Wisconsin-Madison, Madison, WI, September 14-15, 2019 (co-organizer with Hyun-Jung Kim)

    • Minisymposium “Robust Methods in Finance”, SIAM Conference on Financial Mathematics and Engineering, Toronto, Canada, June 4-7, 2017 (co-organizer with T.R. Bielecki)

    • Minisymposium “CCPs: Theory and Practice”, SIAM Conference on Financial Mathematics and Engineering, Austin, TX, USA, November 17-19, 2016 (co-organizer with T.R. Bielecki, S. Ghamami)

    • Special Session "Stochastic analysis with application to quantitative finance", AMS Central Section Meeting #1112, Chicago. IL, October 2-4, 2015 (co-organizer with R. Gong)

    • Minisymposium “Dynamic Risk and Performance Measures and Related Fields”, SIAM Conference on Financial Mathematics and Engineering, Chicago,  IL, USA, November 13-15, 2014 (co-organizer with T.R. Bielecki, M. Maggis and A. Papapantoleon)

    • Minisymposium “Statistical Analysis of Risk and Stress Tests for Regulatory Policies”, SIAM Conference on Financial Mathematics and Engineering, Chicago,  IL, USA, November 13-15, 2014 (co-organizer with A. Papanicolaou)

    • Minisymposium “Counterparty Risk, Liquidity and Funding”, SIAM Conference on Financial Mathematics and Engineering, Chicago,  IL, USA, November 13-15, 2014 (co-organizer with T.R. Bielecki and S. Crepey)

    • Minisymposium “Dynamic Risk Measures and Dynamic Acceptability Indices”, SIAM Conference on Mathematical Finance, Minneapolis, MN, USA, July 9-11, 2012 (co-organizer with T.R. Bielecki and S.Drapeau)

    • Special Session "Recent Developments in Stochastic Partial Differential Equations", AMS Western Section Meeting #1071, Las Vegas. NV, April 30-May 1, 2011 (co-organizer with N. Glatt-Holtz)

    • Special Session "Stochastic Processes with Applications to Mathematical Finance", AMS Central Section Meeting #1069, Iowa City, IA, March 18-20, 2011 (co-organizer with J.E. Figueroa-Lopez)

University Services, Illinois Tech 

• Associate Chair, Department of Applied Mathematics, IIT, Fall 2021 –  current

• Director of Graduate Studies, Department of Applied Mathematics, IIT, Fall 2016 – current

• Member of the departmental Graduate Study Committee 2009 – current  

• Co-Director and Academic Advisor for Masters in Mathematical Finance (MMF) , Fall 2008 – Summer 2019

• Member of University Committee on Promotion and Tenure (UCOPT); Fall 2016 – Spring 2018

• University Graduate Studies Committee. Departmental representative; since Fall 2016

• Ad hoc Committee on Co-Terminal Degrees. AY 2016 – 2017 

• Member of the committee for developing the College of Science Strategic Plan. 2017, 2018. 

• IIT Research Council, Applied Mathematics representative, Fall 2010 – Spring 2013  

• Member of the committee for developing the Departmental Strategic Plan, Spring 2018 – Fall2018

• Member of the committee for restructuring the MS in AMAT, Spring 2018-Spring 2019

• Member of the committee for redesigning the departmental web-page, Spring 2017 – Spring 2019

• Member of the Colloquium Committee, Spring 2018-Spring 2019 

• Departmental coordinator for qualify examinations, Fall 2012 – Spring 2016

• Faculty advisor for SIAM Student Chapter, Spring 2008 – Fall 2012

• Colloquium Chair/Coordinator, IIT Department of Applied Mathematics, Fall 2009, Spring 2010 

• Organizer and jury member of Annual Mathematical Olympiad for undergraduate students, Spring 2008, Spring 2009, Spring 2010, Spring 2012

• Faculty advisor for IIT Math Club Fall 2008 – Spring 2009 

• Judge for annual AM poster competition, Spring 2009 – 2013

• Member of Qualifying Examinations, Comprehensive Examinations and Thesis Committee

Prior 2007

• Senior Coordinator, 17th Balkan Mathematical Olympiad, Chisinau, Republic of Moldova, May 2000

• Jury Member of Student Mathematical Olympiads, Moldova State University, Fall 1997 – 2002

• Jury Member of National Mathematical Olympiads, Republic of Moldova, Spring 1996 – 2002

• Mentor for Moldova Mathematical Olympic Team, Moldova, Summer Camps 1998, 1999, 2000 

• Deputy Leader (Moldova), 3rd Junior Balkan Mathematical Olympiad, Plovdiv, Bulgaria, May 1999