Graeme Baker

I am a Term Assistant Professor in the Department of Statistics at Columbia University. I am also affiliated with the Masters of Finance MA Program at Columbia. I completed my PhD in Applied & Computational Mathematics at Princeton University, where I was advised by Mykhaylo Shkolnikov.

My research is in probability theory and mathematical finance. Recently, I've been studying interacting particle systems with reflection, associated mean-field equations, and applications of such models to credit and systemic risk.

I co-organize the Applied Probability Seminar at Columbia University, as well as the ENYGMMa (Empowering New York Gender Minority Mathematicians) seminar series, which is held jointly between CUNY, Columbia, NYU, and Stony Brook.

Email: g.baker@columbia.edu