Harry Mamaysky is a Professor of Professional Practice at Columbia Business School, where he serves as the Faculty Director of the Master of Science in Financial Economics Program and of the Program for Financial Studies. Harry teaches capital markets, asset pricing, natural language processing, and big data analytics to MBA, Masters and PhD students, as well as Executive Education courses on wealth management and investing.
Harry is a partner and CIO at QuantStreet Capital, a quantitative asset management firm. QuantStreet uses cutting edge analytics to advise individual and business clients on asset allocation and financial planning.
Harry’s research focuses on machine learning and asset pricing, with a special interest in how markets interact with the information contained in text data, such as news articles, earnings call transcripts, and central bank communications. His work has appeared in leading academic journals, including the Journal of Finance, the Journal of Political Economy, the Review of Financial Studies, the Journal of Financial Economics, and the Journal of Financial and Quantitative Analysis.
Prior to his return to academia, Harry founded the Systemic Risk Group at Citigroup and served as a member of the firm's Risk Executive Committee. Previous to that, he was a senior portfolio manager in Citi Principal Strategies with a focus on relative value credit trading. He has held positions with Old Lane, Morgan Stanley, and Citicorp. He was also an Assistant Professor of Finance at the Yale School of Management during the period 2000–02.
Harry earned his PhD in finance from the Massachusetts Institute of Technology. He holds BS and MS degrees in computer science from Brown University.
