The Industry Connection Series features interactive panels with mathematical scientists working in business, industry. The goal is to connect mathematical sciences students directly with industry members who can answer student-generated questions. Students at all levels are welcome and encouraged to attend and ask questions. 
 
The next event is Wednesday, December 6th, 2023, at 4pm EST. Panelists from Wells Fargo will be Paul Romanelli, Managing Director and head of the Market and Counterparty Risk Analytics (MCRA) team, and Tracey Tullie, quantitative analytics director. Panelist from NASDAQ will be Danielle Brager.

Paul Romanelli 

Paul Romanelli is Managing Director and head of the Market and Counterparty Risk Analytics (MCRA) team. MCRA develops Market and Counterparty Risk models within Wells Fargo. Paul is also a member of the Quantitative Analytics Council, which provides leadership and coordination on topics relevant to the broader quant community within Wells Fargo.

Prior to leading MCRA, Paul was head of Trading Analytics in the Markets Division of Wells Fargo Securities, with responsibility for fixed-income library design, implementation, and delivery. He began his career at Wells Fargo in 2005 to run the Fixed Income Analytics team, with responsibility for developing models for all fixed-income asset classes. Prior to joining Wells Fargo, Paul held model development leadership roles at HSBC, Credit Suisse First Boston (CSFB), Donaldson, Lufkin & Jenrette, and Bankers Trust. Paul received a bachelor of science degree in physics from MIT and a Ph.D. in theoretical particle physics and cosmology from Yale University.

Tracey Tullie

Tracey Tullie is head of the Model Performance Analytics and Monitoring team (MPAM), which leads all model monitoring activities throughout Market and Counterparty Risk Analytics (MCRA). He is also a member of the Quantitative Analytics Council, which provides leadership and coordination on topics relevant to the broader quant community within Wells Fargo. Within the council, Tracey is a part of the leadership group responsible for recruiting. He has been an employee of Wells Fargo since August 2004.

Prior to joining Wells Fargo, he was an assistant professor of mathematics at North Carolina A&T State University, where his research focus was in computational finance (Monte Carlo methods for option pricing). Tracey earned a bachelor’s degree in mathematics from Alabama State University and both a master’s and Ph.D. degree in applied mathematics from North Carolina State University.

Danielle Brager

Danielle Brager is a Business Intelligence Analyst at Nasdaq, working with US Surveillance teams. Before Nasdaq, she was a National Research Council (NRC) postdoc in the Applied and Computational Mathematics Division at the National Institute of Standards and Technology (NIST) where she conducted research in areas including retinal physiology and Fentanyl classification. She earned her PhD in Applied Mathematics at Arizona State University (ASU) where her research area was Mathematical Biology. Prior to enrolling in the PhD program at ASU, she started her career as a high school Mathematics teacher in Houston ISD after earning a BS in Mathematics from the University of Houston.

The BIG Math Network is grateful for sponsorship by the American Mathematical Society (AMS), the American Statistical Association (ASA), the Institute for Operations Research and the Management Sciences (INFORMS), the Mathematical Association of America (MAA), and the Society for Industrial and Applied Mathematics (SIAM).