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About Quantal
Management
Terry Marsh, President and CEO
received his MBA and Ph.D. degrees from the University of Chicago. Terry served on the finance faculty at the Haas School of Business, UC Berkeley until 2005, and is a former chairman of the Haas Finance Group. He is presently an Emeritus Professor of Finance at Haas. Before joining Berkeley, Terry was an Associate Professor of Finance at MIT. He is a recipient of the Batterymarch Fellowship, was a National Fellow at Stanford’s Hoover Institution, and is a CPA Fellow of the Australian Society of Accountants. He has consulted for the New York Stock Exchange, the Options Clearing Corporation, the Industrial Bank of Japan, New Japan Securities, and Banamex, and was a member of the Presidential Task Force on Market Mechanisms which investigated the 1987 stock market crash. Terry was a Yamaichi Fellow and Visiting Professor of Economics at the University of Tokyo in 1993.
Paul Pfleiderer, Co-Founder
has M.A. and Ph.D. degrees from Yale University. He is the C.O.G. Miller Distinguished Professor of Finance at the Graduate School of Business, Stanford University, Co-Director of the Financial Management Program, and served as Head of the finance group from 1995 to 2002. Paul’s research interests are in market microstructure and the design of financial markets, disclosure regulation, corporate finance and venture capital, and portfolio theory and portfolio optimization. He was awarded a Batterymarch Fellowship in 1987. Paul teaches in Stanford's Executive Program, and has consulted for a number of financial institutions.
Rishi Srivastava, Chief Technology Officer
received his BS and MS degrees in Mathematics and Computer-Applications from India. He has more than 15 years of software industry experience in application and technology solutions, in areas like CRM and Financial systems. He also holds several patents in the area of Workflow Engine, complex data-structures and object to relational inheritance mechanism. He manages the design, implementation and deployment of Quantal PRO and related products, including technical aspects of back-end integration of the core risk model. He also overlooks the computing and IT infrastructure.
Jim Quinn, Product Manager for Quantal PRO and Risk Products
helps Quantal’s clients maximize their benefits from the Quantal Risk Model, assists with unique portfolio construction exercises, and initiates and manages product enhancements, based on input from clients and other sources. He has also managed several integration projects with partners of Quantal, where the Quantal risk model was integrated into another platform, including a Thomson-Reuters cross-asset class risk application. Jim has managed several consulting projects which have involved custom model development, securities valuation and litigation support. He has a Masters Degree in Financial Engineering from U.C. Berkeley’s Haas School of Business, and also holds Bachelors and Masters Degrees in Civil Engineering from the University of Illinois. He is currently the Chairman for the San Francisco Chapter of QWAFAFEW (Quantitative Work Alliance for Applied Finance, Education and Wisdom.)
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