Jim Gatheral is Presidential Professor of Mathematics at Baruch College, City University of New York. He joined the Financial Engineering MS Program in 2010 and has served as Presidential Professor since 2013.

His research concerns stochastic volatility, with an emphasis on rough volatility and Volterra-type models, as well as volatility surface modeling and market microstructure.

He is Editor-in-Chief of Quantitative Finance.

Industry Experience

Prior to joining the faculty of Baruch College, he worked in all major derivatives product areas as bookrunner, risk manager, and quantitative analyst in London, Tokyo, and New York. His career in the financial industry spanned more than 27 years and continues to inform his research and teaching.

Distinctions

  • Quant of the Year, risk.net, 2021.

Visiting Positions

  • DFG Mercator Visiting Professorship, Technische Universität Berlin, 2026.

Education

Ph.D., Theoretical Physics, University of Cambridge (DAMTP), 1983.
B.Sc., Mathematics and Natural Philosophy, University of Glasgow, 1979.