Pavel Greenfield, Ph.D.
Dr. Greenfield is a Consultant and joined SMC in 2001. He is presently an Assistant Professor in the Mathematics Department of Drexel University. He was employed by Merrill Lynch & Co., Inc. from July 1996 to February 1999. While in the Management Science area, he contributed to the development of the ML Baby Boom Index and built and maintained a system designed to produce an optimal portfolio composed of mutual funds. Upon transferring to the Global Risk Management area, he monitored the VaR system, assisted in testing derivatives pricing models and was instrumental in designing a new risk system called S2, which monitors the market exposures of all trading groups. Dr. Greenfield received a Ph.D. in Applied Mathematics from the Massachusetts Institute of Technology and a B.A. in Physics from Princeton University.