Brian Boonstra

Brian Boonstra is a manager at Cognitive Capital, a proprietary algorithmic trading firm based in Chicago.  He has served as senior or chief quant at UBS O'Connor, Delaware Street Capital, JPMorgan and Helios, and has been teaching at the graduate level since 1996.  He managed Thureos Capital, a hedge fund dedicated to equity/credit arbitrage using contingent claims models, and has worked in most areas of contingent claims modeling and trading.  His interests include numerical analysis, contingent claims pricing models, and statistical learning.  Brian holds an S.B. in Mathematics from the University of Chicago and a Ph.D. in Complex Analysis from the University of Michigan.