معرفی
Roza Galeeva is a Senior Lecturer in the Department of Applied Mathematics and Statistics at Johns Hopkins University, affiliated with the Whiting School of Engineering. With over 18 years of experience in commodity derivatives—modeling, pricing, and risk management—she bridges academic research and industry practice.
Her education includes a PhD in Mathematical Physics from Moscow State University. She transitioned to academia in 2017 after a 13-year career as a senior quantitative analyst at major U.S. energy firms like Morgan Stanley, where she specialized in energy derivatives valuation and risk analysis.
Galeeva’s research focuses on commodity markets, mathematical finance, dynamical systems, and geometry. Her work spans foundational studies in dynamical systems to applied financial engineering, including volatility modeling for commodities and energy derivatives. Recent projects emphasize parameterizing commodity futures volatility structures and developing precise pricing models for spread options.
Her publications span major journals in mathematics and finance, reflecting contributions across energy risk management, eigenclaim valuation methods, and binomial tree dynamical systems. She has taught extensively in five languages globally, including roles at NYU’s financial engineering program, where she mentored students on commodity derivatives research.
