Faculty Profiles

pexels-photo-256520Various WPI faculty from the The Business School, Mathematical Sciences, Computer Science, Data Science, and Electrical and Computer Engineering contribute time and expertise in a variety of ways to the WPI FinTech Collaborative, including as faculty advisors to student teams from the Wall Street FinTech Project Center and Center for Industrial Mathematics & Statistics.

 

 

 

myblaisMARCEL BLAIS | myblais@wpi.edu

“I particularly love engaging graduate students in areas of financial mathematics; the material is exciting, cutting edge, and fun to apply and relate to current events and states of financial markets. I also enjoy teaching upper-level optimization electives and calculus, because I am able to show undergraduate students why the mathematics we study is important and relevant. “

Marcel is an Associate Teaching Professor and Associate Department Head of Mathematical Sciences. Marcel is also an affiliated faculty member in Data Science. Currently, Marcel is involved in the study of liquidity modeling in mathematical finance. He recently began the study of leveraging and volatility derivatives, which has been of particular interest to him.

Marcel is the Associate Director of the Center for Industrial Mathematics and Statistics, and he serves as the Co-Coordinator of the WPI FinTech Collaborative. He advises Financial Mathematics and Data Science graduate students involved in FinTech-related projects for the WPI FinTech Collaborative and for the Center for Industrial Mathematics & Statistics.

rkonradRENATA KONRAD | rkonrad@wpi.edu

“The application of Industrial Engineering and mathematical knowledge has always been a rewarding challenge for me. One of my favorite things about WPI is its emphasis on theory and practice. In this spirit, I believe research complements teaching. I particularly enjoy project advising, as it provides me a learning opportunity taught by my students. Through projects, I learn about different problems facing industry, and with the students explore possible solutions. I find that the process, though painful at times, promotes maturity, initiative, and creativity.”

Renata is an Associate Professor of Industrial Engineering in the The Business School at WPI. Over the past several years, she has focused her research in the healthcare industry. Current projects include evaluating anti-human trafficking efforts, computationally characterizing episodes of care from health insurance claim records and examining the impact of physician incentives on patient outcomes. She has previously worked on projects related to mental health, patient flow and practice guidelines.

Renata draws on a variety of Industrial Engineering techniques including optimization and simulation. Renata is a member of the Healthcare Delivery Institute (HDI), and she regularly works with the New England Veterans Engineering Resource Center.

Renata is a Faculty Advisor for IE students in the Wall Street/FinTech Project Center.

ROB SARNIE | rsarnie@wpi.edu

“I really enjoy coaching, mentoring, and helping the students figure out real world FinTech problems and projects by sharing my stories and experiences. My background is unique by having deep IT experience in the Financial Industry along with an Accounting/Finance BS coupled with a MBA Concentration in Computer Science.”

Rob is a Professor of Practice teaching Finance, FinTech, and MIS at the The Business School. Rob joined WPI from Fidelity Investments, where he spent 23 years in the finance industry, holding multiple executive IT leadership positions including VP of Strategy and Planning, VP Human Resource Systems, and VP Finance, Procurement, and Accounting Systems. Rob also previously held positions in both the public and private sectors for companies in the manufacturing and nonprofit industries. At Fidelity, Rob exercised his passion for coaching and mentoring by leading multiple mentoring programs and dynamically presenting motivating talks and panel discussions across multiple forums and regions.

Rob is the Co-Director of the WPI FinTech Collaborative along with being the Director of the Wall Street/FinTech Project Center.

cshueCRAIG SHUE | cshue@wpi.edu

“I am interested in computer networking and security. Given the significance of the Internet in our economy and society, I am interested in improvements and studies that can have a real-world impact. I love teaching computer science and security at WPI. Our students are enthusiastic about mastering the technical details of systems, networks, and software, making it a thrill to work with them. “

Craig is an Associate Professor of Computer Science. He is also an affiliated faculty member in Cybersecurity. Craig’s work has included building network architecture and Internet-scale measurements to identify security weaknesses and under-provisioned systems that could cause widespread website outages if attacked, or if they simply failed. In he research work, he is exploring ways to change the traditional computer network communication model. He is researching software-defined networking and the impacts it can have on communication and security.

Craig is now interested in exploring future directions in computing from a systems, networking, and security standpoint. For example, how will the Internet of Things or the Bring Your Own Device phenomena affect future networks? What will this mean for network provisioning and security? He is interested in working on projects, theses, and dissertations in these directions.

Craig also works with students in extra-curricular settings, including as an advisor for the WPI Cyber Security Club and as the coach for the WPI Collegiate Cyber Defense Competition Team.

Craig advises the WPI FinTech Collaborative on cybersecurity and other related matters.

ssturmSTEPHAN STURM | ssturm@wpi.edu

“I look forward to sharing with students my passion for probability theory, stochastic processes, and their applications in financial and actuarial mathematics. I like to contribute in particular to the professional Master’s Program in Financial Mathematics, and I enjoy advising students working on MQPs, master’s and doctoral theses in my areas of expertise. “

Stephan is an Associate Professor of Mathematical Sciences. He is also an affiliated faculty member in Actuarial Mathematics. Stephan is an applied mathematician specializing in the field of financial mathematics and engineering. Currently, he is most interested in problems involving modeling with stochastic volatility and the implied volatility surface. Another topic of his research interests lies in delegated portfolio optimization and the role played by incentive schemes paid to fund managers.

Stephan was previously a a postdoctoral scholar and lecturer with the Department of Operations Research and Financial Engineering at Princeton University.

Stephan advises Financial Mathematics graduate and Mathematical Science undergraduate students involved in FinTech-related projects for the WPI FinTech Collaborative and for the Center for Industrial Mathematics & Statistics. He also plays an active role in ongoing work related to FinTech in the Boston area and through various global initiatives.

gwang2GU WANG | gwang2@wpi.edu

“I enjoy teaching financial and actuarial mathematics courses as a way of sharing my knowledge with students, and improving my understanding of the subjects. I look forward to working with students on MQP projects, master’s and doctoral theses in financial and actuarial mathematics.”

Gu is an Assistant Professor of Mathematical Sciences. He is also an affiliated faculty member in Actuarial Mathematics.

Gu’s research is in the field of Mathematical Finance, which aims at building probabilistic models that provide insights into the behavior of financial market participants, and developing the underlying mathematical theories. He work focuses on the optimal investment and consumption policies in various market settings.

Before joining the WPI faculty, Gu was a Postdoctoral Assistant Professor at the University of Michigan at Ann Arbor.

Gu also plays an active role in ongoing work related to FinTech in the Boston area and through various global initiatives.

WILSON WONG | wwong2@wpi.edu

“It is always exciting for me to see students come up with creative software features that take their applications to the next level!”

Prior to entering academia, Wilson worked as Chief Technologist, Director of Information Systems, and Director of Technical Operations at various corporations in the information systems and software field.

For the past 16 years teaching in university courses, he has aimed to impart this industry experience in his software engineering and databases courses by incorporating real life projects, examples, and whenever possible, collaborations with business organizations such as the U.S. Department of Treasury, Brigham & Women’s Hospital, Dartmouth-Hitchcock Medical Center, and Massachusetts General Hospital.

WPI FINTECH PROJECT CENTER CONTACTS

Rob Sarnie | Professor of Practice of Finance/FinTech/MIS (The Business School) 

Marcel Blais | Professor of Teaching (Mathematical Sciences/Data Science)

Wilson Wong | Associate Teaching Professor (Computer Science)