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Steve Suchower

Steve Suchower 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 VB/VBA(MS Excel).

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 finite fields.

In addition to family and friends, he also enjoys astronomy, cycling, and badminton.