Dr. Stephan Suchower joined Wagner Associates in 1989. He currently
works on a variety of mathematical finance applications. In the area
of credit risk Dr. Suchower is involved in portfolio VaR models, loan
and credit derivative pricing models, and portfolio management
strategies. His market risk experience includes development of
valuation methodologies (interest rate derivatives, commodities, and
foreign exchange), mean-variance portfolio optimization, and
specialized trading strategies. Recent work also includes development
of valuation and accounting analytics to address the FAS 133 hedge and
derivative reporting requirements. He is currently the project leader
for two of Wagner Associates' products: our mean-variance portfolio
optimization tools (WAoptimize, M-V Optimizer, and the high-end
optimization library), and our style analysis tools (WAstyler and the
high-end style analysis library).
In addition to the active projects mentioned above, Dr.
Suchower has also performed analyses of portfolios of
home mortgage loans. He has designed and implemented
numerous optimization algorithms, ranging from rental car
fleet management to search tactics in the open ocean.
Dr. Suchower has expertise in designing and implementing
pricing models and optimization algorithms. He has
extensive experience developing analytics using C/C++ and
Dr. Suchower received his Ph.D. in Combinatorial Number
Theory from The Pennslylvania State University under the
direction of Professor Gary Mullen. He received his M.A.
from Penn State, and his B.S. from Armstrong State
College in Savannah, Georgia.
Dr. Suchower has co-authored three papers in the area of
credit risk. These publications address issues of quantifying
credit risk, migration analysis, and migration models. He
also has numerous publications in the areas of
combinatorial designs, linear codes, and polynomials over
In addition to family and friends, he also enjoys astronomy, cycling, and badminton.