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About Brian

Brian has a Ph.D. in Mathematics (Several Complex Variables) and teaches part time at IIT Stuart School of Business, giving classes in computational finance. His main job is at UBS O'Connor, where he works on quantitative modeling and trading strategies. He has previously worked on volatility modeling, equity options, credit models, portfolio risk measures, weather derivatives, and other financial mathematics.

Brian plays accordion and ultimate (frisbee) with other people in Chicago. If you search for him, you will find out that there is more than one Brian Boonstra in the United States, but the other ones seem to be a lot less interested in computers and math.