Cara Marshall

Cara Marshall is a tenured Lecturer at Queens College, part of the City University of New York (CUNY), and serves as the Director of the Graduate Program in Risk Management. She also designs and teaches Financial Risk Management courses at the School of Professional Studies, Wake Forest University.

• Ph.D. in Financial Economics, Fordham University
• MBA in Quantitative Analysis, St. John’s University
• B.S. in Marketing and Computer Information Science, Oswego State University

Her research focuses on financial engineering, derivatives, and risk management. She has authored publications in Applied Economics, Journal of Financial and Economic Practice, and Global Finance Journal, addressing topics like volatility trading, Monte Carlo simulations, and dispersion trading. Her work challenges efficient market assumptions while advancing quantitative risk management techniques.

Recent publications highlight applications of financial derivatives, empirical analysis of options markets, and computational methods in finance. Key themes include volatility modeling, risk decomposition, and quantitative trading strategies.

Cara consults globally for investment banks, hedge funds, and government agencies, bridging academic theory with industry practice. She teaches courses spanning corporate finance, investment analysis, Python for financial applications, and enterprise risk management.