Department of Mathematics
University of Chicago
5734 S.University ave
Chicago, IL 60637-1514

e-mail: cherkash_at_math_uchicago_edu

I have received Ph.D. in Mathematics from University of Chicago in 2004. My dissertation advisors were Doyne Farmer (founder of Prediction Company, currently at Santa Fe Institute) and Niels Nygaard (who is also a Director of the Financial Mathematics Program at Chicago). My dissertation research was related to applications of Mathematics to Game Theory, Economics and Finance, in particular to problems of optimal investment allocation.

After earning my Ph.D., I worked as a researcher in Quantitative Finance for PEAK6 (an equity options trading firm in Chicago) doing consulting and strategy development. I was also involved in building financial models and developing high-performance engines, which were at the core of proprietary options trading and electronic market-making platforms.

Currently I work in Equity Strategies at Goldman Sachs in New York, my work involves creating proprietary trading strategies across different asset classes (including equities, equity derivatives, credit and commodities), which explore opportunities and market dislocations both in macro (medium and low frequency) and micro (higher frequency) context.

See my resume for more details.

Teaching at University of Chicago.