Dr. Geoffrey Harris joined IIT as an adjunct professor in 2006. He teaches courses on financial modeling and fixed income structuring. His research interests are credit risk modeling, credit risk management and derivatives, simulation and fast approximation of derivatives.
Dr. Harris was a vice president in market risk management at First Chicago NBD, and subsequently a vice president and director in quantitative research at Bank One and JP Morgan. He has extensive experience working with complex structured transactions. He also has vetted a variety of financial models (e.g. models used to price interest rate derivatives) used by these institutions.
Prior to working in the field of finance, Harris was a physicist conducting research in particle physics, string theory and statistical mechanics during graduate school and postdoctoral appointments at Syracuse University and the University of Chicago.
- University of Chicago, PhD. in Physics (Century Prize Fellowship). 1991
- University of Chicago, A.B. in Physics with Honors, satisfied requirements for a B.S. in Mathematics. 1985