Jack Farmer

Jack specializes in training and consulting solutions for portfolio risk management, FX and interest rate derivatives and trading, equity index and volatility trading, equity derivatives and structured equity products, financial statement analysis and hedge accounting.

CURRENT POSITION

Jack is currently the Curriculum Director for the New York Institute of Finance. Farmer also acts as an outside adviser for portfolio managers at significant global investment funds. These funds included emerging markets equity funds and global macro hedge funds. Jack serves a variety of functions for the funds he advises, including the development of options strategies, quantitative strategies, and hedging strategies. Additionally, Jack specializes in capitalizing on systemic and macroeconomic imbalances in equity and fixed income markets throughout the world.

PAST POSITIONS

His experience covers risk arbitrage and statistical trading, derivative instruments and quantitative financial applications including futures, swaps and options, FX and interest rate risk management, VIX index and volatility trading, and corporate finance. Prior to his current consulting work, Jack worked as a senior consultant in Accenture's Financial Services Industry group. He then joined a proprietary trading group at Bank of America as a trader, eventually becoming the head trader and chief strategist for its FX and Eurodollar Statistical Arbitrage group. After completing his doctoral studies in finance, he spent two years teaching quantitative finance at the University of Texas at Austin. With the objective of putting his dissertation research to practical use, he moved to New York in 1997 and began working as a quantitative trading and training consultant with proprietary trading groups in New York, London, and Chicago.

EDUCATION

BS in Engineering from Tulane University MBA in Finance and Accounting from Tulane University Ph.D. in Finance (ABD) from the University of Texas at Austin