(selected activities only; detailed CV upon request)
Services to the Community
Program Director for SIAM Activity Group on Financial Mathematics and Engineering for the period 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–
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).
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)
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
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