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Andrew Lesniewski is a Managing Director and the Head of Quantitative Research at Ellington Management Group, a Greenwich, CT hedge fund. His team is responsible for the design and development of mathematical models supporting the firm’s fixed income trading and risk management. In addition, he is an adjunct professor at the Courant Institute of Mathematics, where he teaches in the Mathematics in Finance M. Sci. program. Prior to that, Mr. Lesniewski was the Head of FIRST, the quantitative research team in charge of fixed income modeling, in the New York office of BNP Paribas. He also worked there as a structured products trader in charge of trading exotic interest rates options. Before moving to finance, he was on the faculty of Harvard University. Dr. Lesniewski holds a PhD in Mathematics from the Swiss Federal Institute of Technology (ETH) in Zurich, Switzerland.