Marcos López de Prado is a Senior Managing Director at Guggenheim Partners, where he manages several multibillion-dollar internal funds. Over the past 19 years, his work has combined advanced mathematics with supercomputing technologies to deliver billions of dollars in net profits for investors and firms. A proponent of research by collaboration, Marcos has published with over 30 leading academics, resulting in some of the most read papers in Finance (SSRN), 7 international patent applications on Algorithmic Trading, 4 textbooks, numerous articles in the top Mathematical Finance journals, etc. He serves on the editorial board of 5 academic journals, including the Journal of Portfolio Management (IIJ). In 2017 he was elected to the board of directors of the IAQF.
Since the year 2010, Marcos has also been a Research Fellow at Lawrence Berkeley National Laboratory (U.S. Department of Energy’s Office of Science), where he conducts research in the mathematics of large-scale financial problems and HPC at the Computational Research Department. For the past 7 years he has lectured at Cornell University, where he currently teaches a graduate course in Financial Big Data and Machine Learning at the Operations Research Department.
Marcos is a recipient of the 1999 National Award for Academic Excellence, which the Government of Spain bestows once a year to the best graduate student nationally. He earned a Ph.D. in Financial Economics (2003), and a second Ph.D. in Mathematical Finance (2011) from Universidad Complutense de Madrid (est. 1293). Between his two doctorates, Marcos was a Postdoctoral Research Fellow of RCC at Harvard University for 3 years, during which he published over a dozen articles in JCR-indexed scientific journals. Marcos has an Erdös #2 and an Einstein #4 according to the American Mathematical Society.