René Carmona, formerly the chair of the department of Operations Research and Financial Engineering, is an associate member of the Department of Mathematics, a member of the Program in Applied and Computational Mathematics, and Director of Graduate Studies of the Bendheim Center for Finance where he oversees the Master in Finance program. He obtained a Ph.D. in probability from Marseille University where he held his first academic job. After time spent at Cornell and Princeton, he moved to the University of California-Irvine in 1981, and eventually back to Princeton University in 1995.

Professor Carmona is a Fellow of the Institute of Mathematical Statistics, of the Society for Industrial and Applied Mathematics, and of the American Mathematical Society. He is the founding chair of the SIAM Activity Group on Financial Mathematics and Engineering, a founding editor of the Electronic Journal of Probability and Electronic Communications in Probability, and the SIAM Journal on Financial Mathematics. He is on the editorial board of several peer-reviewed journals and book series.

His publications include over one hundred articles and eleven books in probability, statistics, mathematical physics, signal analysis, and financial mathematics. He also developed computer programs for teaching and research. He has worked on the commodity and energy markets as well as the credit markets, and he is recognized as a leading researcher and consultant in these areas. Over the last decade his research focused on the development of a probabilistic approach to Mean Field Games and Mean Field Control. His two-volume book on the subject, co-authored with F. Delarue, was the recipient of the J.L. Doob Prize awarded every three years by the American Mathematical Society.

Mike Ludkovski is Professor and Chair at the Department of Statistics and Applied Probability at University of California Santa Barbara where he has been faculty since 2008. He co-directs the UCSB Center for Financial Mathematics and Actuarial Research and leads the Simulation and Control in Finance and Insurance (SCiFI) Lab. Among his research interests are stochastic modeling, quantitative finance, energy markets, and applications of machine learning in longevity and non-life insurance. He is a former Chair of the SIAM Activity Group on Financial Mathematics and Engineering and was the Co-Chair of the FM'12 and FM'16 conferences.

Ludkovski's research focuses on building statistical emulators for renewable energy generation across multiple spatial assets. He has also worked extensively on analyzing competitive behavior in energy oligopolies, such as in the context of long-term capacity expansion and producers-consumers dynamic equilibrium.

Ronnie Sircar is the Eugene Higgins Professor of Operations Research and Financial Engineering (ORFE) at Princeton University, and is affiliated with the Bendheim Center for Finance, the Program in Applied and Computational Mathematics, and the Andlinger Center for Energy and the Environment. He received his doctorate from Stanford University, and taught for three years at the University of Michigan in the Department of Mathematics. His research interests center on Financial Mathematics, stochastic volatility models, energy markets and exhaustible resources, credit risk, asymptotic and computational methods, portfolio optimization and stochastic control problems, and stochastic differential games. He is a co-author of the book "Multiscale Stochastic Volatility for Equity, Interest-Rate and Credit Derivatives'', published by Cambridge University Press in 2011, and was founding co-editor-in-chief of the SIAM Journal on Financial Mathematics, from 2009-2015. He was made a Fellow of the Society for Industrial and Applied Mathematics (SIAM) in 2020 for “contributions to financial mathematics and asymptotic methods for stochastic control and differential games”.

Glen Swindle is Managing Partner at Scoville Risk Partners, an energy analytics firm. Glen has held senior positions at Constellation Energy from 2000 to 2004 where he ran the Strategies group for the merchant energy business and at Credit Suisse from 2004 to 2012 where he was co-head of electricity and natural gas trading. Previously he held tenured positions at UCSB and Cornell University, in addition to adjunct positions at New York University and Rutgers. Glen is the author of Valuation and Risk Management in Energy Markets (Cambridge University Press, 2014) and Natural Gas Trading in North America (Scoville Risk Partners, 2018). He holds a Ph.D. in Applied Mathematics from Cornell University, an M.S.E. in Mechanical Aerospace Engineering from Princeton, and a B.S. in Mechanical Engineering from Caltech.