Dr. Amal Moussa is a Equity Exotic Derivatives and Dispersion Trader at Citi where she is responsible for trading and risk managing equity exotic options and structured products, and for the issuance and secondary market making of structured notes.
Prior to that, Amal was a derivatives trader at JP Morgan also covering equity exotic options and structured notes, and before that she was a quant in the emerging markets fixed income quantitative research team at JP Morgan where she developed pricing models for foreign exchange and interest rates derivatives. Before joining JP Morgan, Amal held positions in quantitative research at Standard & Poor’s and HSBC.
In addition to her work in Markets, Amal teaches a yearly graduate course at Columbia University covering stochastic volatility models, and has served as a lecturer in Mathematics at the American University of Beirut.
Amal has a Ph.D. in Statistics, obtained with distinction, from Columbia University. Her thesis “Contagion and Systemic Risk in Financial Networks” shed light on the importance of the network structure in identifying systemic financial institutions and formulating regulatory policies, and has been cited as a reference by Federal Reserve president Janet Yellen. She was also awarded the Minghui Yu Teaching Award at Columbia University.
Prior to her Ph.D., Amal graduated with a Masters in Mathematical Finance from Paris VI University and a Grande Ecole engineering degree from Ecole Nationale Supérieure des Télécommunications. Her studies in France were supported by the government-awarded Scholarship for Excellence. She was born and raised in Lebanon and completed both the Lebanese and French Baccalaureate degrees in Mathematics.
Amal is a member of Women in Trading and has been an active member of ABANA since 2007.
Profile as of 10/15/15