Thomas Coleman

Thomas Coleman, Ph.D.’84, is focused on teaching students about financial markets. In 2012, Coleman returned to the University of Chicago, first as Executive Director and Senior Advisor at the Becker Friedman Institute for Research in Economics and then in 2015 as a lecturer at Harris. Prior to returning to the University of Chicago, Coleman worked in the finance industry for over twenty years, with considerable experience in trading, risk management, and quantitative modeling. Positions included head of Quantitative Analysis and Risk Control at Moore Capital Management, LLC; a director and founding member of Aequilibrium Investments, Ltd., a London-based hedge fund manager; roles on the sell side in fixed income derivatives research and trading at TMG Financial Products, Lehman Brothers, and S.G. Warburg in London.

Coleman is the author of Quantitative Risk Management, published by Wiley, and A Practical Guide to Risk Management published by the Research Foundation of the CFA Institute. Before entering the financial industry, Coleman was an academic, teaching graduate and undergraduate economics and finance at the State University of New York at Stony Brook. Coleman earned his Ph.D. in economics from the University of Chicago, and his B.A. in physics from Harvard.