Alan Beilis
318 S. W. Mudd Building
500 W. 120th Street
New York, New York 10027
Phone: +1 212-854-2987
Fax: +1 212-854-8103
Email:
Dr. Beilis received his Ph.D. from New York University, in the area of acoustic wave propagation. He joined Bell Laboratories, engaging in applied research and development in the areas of acoustic wave propagation, government communications, and nuclear weapons effects on communication systems. In 1986, he went to Wall Street. His work has been in the areas of model development (specifically, MBS pricing and prepayment modeling, generally, fixed income securities, equity derivatives, interest rate modeling), model validation, and market risk management. As an adjunct professor, Dr. Beilis has taught courses in futures and options, both at Fordham University and in the Langone program at New York University. In the summer of 2005, Dr. Beilis taught an introductory course in mortgage backed securities at Columbia University in the IEOR Department. Currently, Dr. Beilis is vice president in market risk management at Bank of America Securities, performing model validation. He is a member of the International Association of Financial Engineers (IAFE).