Research Interests
Risk ManagementMichael B. Miller is the CEO of Northstar Risk Corp., a risk management software and consulting firm based in New York City. Before that he was the Chief Risk Officer for Tremblant Capital, and before that the Head of Quantitative Risk Management at Fortress Investment Group.
Mr. Miller is the author of Quantitative Financial Risk Management, Mathematics and Statistics for Financial Risk Management, and, along with Emanuel Derman, The Volatility Smile. He is also co-chair of GARP’s Research Fellowship Committee.
Before starting his career in finance, Mr. Miller studied economics at the American University of Paris and the University of Oxford.
PROFESSIONAL EXPERIENCE:
- Chief Executive Officer, Northstar Risk Corp., 2013 – present
- Chief Risk Officer, Tremblant Capital Group, 2008 – 2012
- Head of Quantitative Risk Management, Fortress Investment Group, 2003 - 2008
PROFESSIONAL AFFILIATIONS:
- Global Association of Risk Professionals, Co-chair of GARP’s Research Fellowship Committee, 2013 - present
SELECTED PUBLICATIONS:
- Quantitative Financial Risk Management. 2019. John Wiley & Sons.
- The Volatility Smile. Co-author, with Emanuel Derman. 2016. John Wiley & Sons.
- Mathematics & Statistics for Financial Risk Management. 2nd edition. 2014. John Wiley & Sons.
- Mathematics & Statistics for Financial Risk Management. 1st edition. 2012. John Wiley & Sons.