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QuantMinds International
18 - 21 November 2024
InterContinental O2London

Roza Galeeva
Senior Lecturer at John Hopkins, AMS Department


Dr. Roza Galeeva is a Senior Lecturer at Johns Hopkins University, Department of Applied Mathematics and Statistics.

Roza offers expertise both in academia and industry. She has extensive experience over 18 years with derivatives – modelling, pricing, risk management and data analysis. She has been employed at senior levels as a quant at Williams Energy, Northeast Utilities and for 13 years, 2005-2018 at Morgan Stanley. She worked at MS in different roles and departments, including the Valuation Group, MS strats and modelling group. Her role involved fundamental research for commodities derivatives; data analysis, evaluation and optimization of commodity assets and transaction costs, calibration of model parameters, calculation of Greeks for

commodity derivatives; design of CCAR stress tests; commodity loans.

Roza holds Ph.D. in mathematical physics from Moscow State University. She has been teaching graduate courses in financial engineering at NYU, Columbia and BU, and currently at JHU.

She published papers on geometry, PDE, dynamical systems and financial engineering, she is a frequent speaker at major financial engineering conferences.