Peter Carr Homepage





New York University

Executive Director, Masters in Math Finance Program

Mathematics Department
Courant Institute of Mathematical Sciences

New York University

251 Mercer Street

New York, NY 10012



Morgan Stanley

Global Head of Market Modeling

1585 Broadway, New York, NY 10036
(212) 761-5846



Fax: (212) 507-2636


Dr. Peter Carr is a Managing Director at Morgan Stanley with 15 years of experience in the derivatives industry. He was also a finance professor for 8 years at Cornell University, after obtaining his PhD from UCLA in 1989. He is presently the Executive Director of the Math Finance program at NYU's Courant Institute, the Treasurer of the Bachelier Finance Society, and a trustee for the Museum of Mathematics in New York. He has over 70 publications in academic and industry-oriented journals and serves as an associate editor for 8 journals related to mathematical finance. He was selected as Quant of the Year by Risk Magazine in 2003 and shared in the ISA Medal for Science in 2008. Last December, the International Association of Financial Engineers (IAFE) and Sungard jointly announced that they have selected Dr. Carr as its 2010 Financial Engineer of the Year.


Work Experience


Global Head of Market Modeling, Morgan Stanley, April 2010 - present

Head of Quantitative Financial Research, Bloomberg LP, May 2003 - March 2010

Visiting Member, Director Masters MF Program, NYU Courant Institute, Jun 2001 - Present

Principal, Banc of America Securities, Jan 1999 - May 2001

Adjunct Professor, Columbia University, Jul 1997 - Jun 2001

Vice President, Morgan Stanley, Feb 1996 - Dec 1998

Assistant Professor of Finance, Cornell University, Jul 1988 - Jun 1996



PhD. Finance, University of California, Los Angeles, Sep 1989

M.B.A. Accounting/Finance, University of Toronto, Jun 1983

BCom., Accounting/Economics, University of Toronto, Jun 1981



Resume:  Academic Resume (pdf)

Bio:  My Bio (pdf)