Marco Avellaneda (mathematician)

His great-grandfather Nicolas Avellaneda was Argentina’s youngest President and was credited with having brought on a period of peace and significant economic output and exports at the end of the 19th century.

He became Vice-President of the Fixed-Income research and Derivative Products Group at Morgan Stanley in 1996, where he worked for one year before returning to NYU.

In 2003, he founded the risk management advisory firm Finance Concepts[6] with fellow mathematician Rama Cont and Nicole El Karoui.

Avellaneda's research interests centered on applications of mathematics and statistics to financial markets, mostly in the areas of trading and risk-management.

In 2010, he was recognized as Quant of the Year by Risk magazine,[7] for his paper on pricing options on hard-to-borrow securities co-authored with Michael Lipkin.