Advisory Board

Rob Albright, Alternative Strategy Advisers   -   Mr. Albright is a principal of Alternative Strategy Advisers where he is primarily responsible for portfolio and risk management, client relations and operations oversight. Immediately prior to joining the firm, he was the Chief Investment Officer of EW Blanch Asset Management, an alternative investment business focused on the insurance industry. He joined Blanch after seven years at Cargill Financial Services Corp. (CFSC), a proprietary financial trading operation. In 1998, Mr. Albright managed the North American equity arbitrage desk after returning from London and Geneva where he built and managed CFSC's emerging Europe/Africa equity operations. From 1993-95, he managed the municipal bond arbitrage desk. Mr. Albright joined (CFSC) in 1991 on the equity arbitrage desk, specializing in program trading and convertible bond arbitrage. From 1989-1990, he was an associate in the Boston office of the LEK Partnership, a strategy consulting firm.

Mr. Albright received his BA in Engineering Sciences from Dartmouth College and his MS in Computer Science from the University of Minnesota. He is a Charted Financial Analyst (CFA).
 

Hunt Blatz   -   Mr. Blatz is Vice President Asset Liability Reporting and Hedging, AEGON / Transamerica. His specialties include: derivatives, equities, finance, fixed income, foreign exchange, investment banking and organizational and systems management. Previously he has been VP, Investments at Allianz Investment Management at Allianz Life USA and a VP at Advantus Capital Management where he oversaw hedging program design, trading and implementation. Mr. Blatz has done quantitative analysis, security and portfolio risk reporting and lead derivatives implementation initiatives since 2002. Prior to joining Advantus, he was Vice President, Equity Capital Markets at Miller Johnson Steichen Kinnard. Hunt is a CFA Charterholder. He holds a bachelor's degree in Physics from the University of Illinois, Champaign/Urbana, a Master of Financial Mathematics from the University of Minnesota and is a member of the CFA Society of Minnesota.
 

John Dodson, Options Clearing Corporation   -   John is a manager in the quantitative risk management group at the Options Clearing Corporation in Chicago, which is the principal central counterparty for equity derivatives. Previously, John was with the treasury and investment risk management departments of Ameriprise Financial in Minneapolis. Prior to returning to the midwest, John worked for several major international banks in New York, London, and Zurich. He entered the industry out of college with an appointment at the Bank for International Settlements.

In addition to his affiliation with the finanical mathematics program, John has taught about financial derivatives for the Carlson School of Management and for various industry programs.

John has a BS degree in physics and mathematics from Stanford and an MS degree in computational finance from Carnegie Mellon. John's affiliation with the U of M goes back to the 80's. He was an UMTYMP student and also participated in a mentorship program with the head of the physics department during his high school years.

Gary Hatfield, Securian   -   Dr. Hatfield is currently Investment Actuary for Securian Financial Group in St. Paul (the parent company of Minnesota Life Insurance Company). The focus of his work is financial risk management. In addition to work on enterprise risk management, asset liability management, economic value of insurance liabilities and economic capital, he is responsible for oversight and implementation of Minnesota Life's derivatives based hedge programs.

He earned his PhD in mathematics from the University of Minnesota, is a Fellow of the Society of Actuaries, a member of the American Academy of Actuaries and is also a CFA charter holder. Previous to entering the insurance field in 1998, he taught mathematics at Gustavus Adolphus College in St. Peter, Minnesota.

Gary Nan Tie, The Travelers Companies, Inc.   -   Gary Nan Tie is Senior Vice President, Investments, and Managing Director, Financial Risk & ALM, at The Travelers Companies, Inc., a Fortune 500 property casualty company in Saint Paul, MN, providing commercial, specialty, and personal insurance. Previously he was a Vice President at Goldman Sachs & Co. in New York and prior to that held positions at Morgan Stanley, New York and Lockheed, Palo Alto.

He is a reviewer for the American Mathematical Society and serves on the boards of Twin Cities non-profits. He received his Bachelor's degree in science with first class honors from Monash University, Australia, his Master's degree and doctorate in mathematics from SUNY at Buffalo, and his Master's degree in statistics from Carnegie Mellon .
 

Fadil Santosa, University of Minnesota   -   I am passionate about bringing mathematical ideas to bear on real-world problems. Since coming to the University of Minnesota in 1995, I have been involved in industrial mathematics research and education, and outreach. I served as Director of the Minnesota Center for Industrial Mathematics where my responsibility was to oversee the internship program for mathematics graduate students, and to develop collaborations between members of my department and scientists in companies. At the national level, I have helped organize industrial mathematics conferences and workshops, as well as making presentations about industrial mathematics research and education.

I was Associate Director for Industrial Programs from 1997 to 2001 at the IMA, and later, Deputy Director (2001-2004). During this period, I was IMA's industrial liason and was in charge of the IMA Industrial Postdoctoral program, as well as the Industrial Problems Seminar. I am currently serving as Director of the IMA.

My research interests are in inverse problems, optics, photonics, and optimal design.
 

Carlos Tolmasky, Cargill   -   Carlos Tolmasky is a derivatives trader at Cargill Petroleum. He joined Cargill in 1996 as a member of their Research Group focusing on the development and implementation of derivatives models for fixed income and commodities markets. He later joined the petroleum group as a "desk quant" and, more recently, as a derivatives/relative value trader.

The author of various papers in financial journals, Dr. Tolmasky holds an undergraduate degree (Licenciado) from the University of Buenos Aires and a PhD in mathematics from the University of Washington.