[Versión en español]
Ph.D. in Applied Mathematics, Columbia University
Director of the Engineering and Applied Sciences Area, UTDT
Associate Professor, UTDT
Email: nmerener@utdt.edu
Tel.: (+54 11) 5169-7301
Personal website: nicolasmerener
Nicolas Merener is the Director of the Engineering and Applied Sciences Area, and an Associate Professor at Universidad Torcuato Di Tella (UTDT). His research specializes in natural resources, commodity markets, financial engineering, climate risk and sustainability. He received his PhD in Applied Mathematics from Columbia University in 2002 and holds a Licenciatura in Physics from the University of Buenos Aires.
He served as the Dean of UTDT´s School of Business from 2016 to April 2022, and has been a faculty member of the School since 2008. Prior to joining UTDT, he was a Senior Vice President at the Fixed Income Research group in Lehman Brothers, New York, where he specialized on quantitative models for interest rate derivatives, strategies and risk management. He also has experience in the development of quantitative trading strategies and risk management, and has carried out consulting work on financial, logistics, and economic issues. His research has been published in Finance & Stochastics, The Journal of Futures Markets and Quantitative Finance, among others.