Summary
Majeed Simaan is a tenure-track Assistant Professor of Finance and Financial Engineering at Stevens Institute of Technology with eight years of academic and applied experience in quantitative finance. He holds a Ph.D. in Finance from Rensselaer Polytechnic Institute and researches risk management, asset allocation and pricing under uncertainty using tools from statistical learning, financial networks, and textual analysis. Equally comfortable in theory and practice, he has presented internationally and published in outlets such as European Journal of Operational Research and Quantitative Finance, and briefly contributed as a data scientist to a supervisory-technology startup mapping systemic financial networks. An R enthusiast and experienced instructor, he runs R workshops and integrates reproducible analytics into both research and teaching. His background in actuarial statistics and hands-on work with network-based stress testing gives him a distinctive angle on systemic risk and practical portfolio construction.
8 years of coding experience
7 years of employment as a software developer
Finance, Finance at Tel Aviv University
Master's degree, Statistics (Hons) major in Actuarial Science, Master's degree, Statistics (Hons) major in Actuarial Science at University of Haifa
Research in Risk and Stochastics, Research in Risk and Stochastics at London School of Economics
Doctor of Philosophy (Ph.D.), Finance, Doctor of Philosophy (Ph.D.), Finance at Rensselaer Polytechnic Institute
French, Hebrew, English, Arabic