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Nassim Nicholas Taleb, Shortened CV

Nassim Nicholas Taleb spent 20 years as a derivatives trader and "quant" before starting a full-time career as a
scholar of applied probability and risk management. He is known for a "multidisciplinary but  no-nonsense
"
approach to model error and  the role of high-impact rare events ("black swans").  Taleb's current program is to build
rules of decision-making under incomplete information and to identify unreliable theories and models and shield
individuals and society from them ("how to live in a world we don't understand").

Taleb is currently the Distinguished Professor of Risk Engineering at NYU-Polytechnic Institute, Visiting Professor
at the London Business School and co-director of the Decision Science Laboratory focusing on errors in the
estimation of remote events. He was the Dean's Professor in the Sciences of Uncertainty at the University of
Massachusetts at Amherst and, for 8 years, taught derivatives model errors at the Courant Institute of New York
University. Before becoming a researcher, he held senior derivatives positions with major institutions: Credit Suisse
First Boston, UBS, BNP-Paribas,  Indosuez (now Calyon), Bankers Trust (now Deutsche Bank). He also worked as
an independent pit trader in the  Chicago Mercantile Exchange, and ran his own derivatives firm for 6 years. Taleb
has also advised central banks and various government agencies on security, model risk, and risk management.  He
currently is the principal of a hedge fund and member of the board of several institutions.
Taleb holds an MBA from the Wharton School and a PhD from the University of Paris. He is the author of two
essays on randomness and a technical clinical book on derivatives: 

The Black Swan: The Impact of the Highly Improbable (2007) 
Fooled by Randomness: The Hidden Role of Chance in Life and in the Markets (2001, 2005),
 Dynamic Hedging: Managing Vanilla and Exotic Options (1997).