Henry Schellhorn
Director of the Financial Engineering Program at Claremont Graduate University | Los Angeles, California, United States
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Henry Schellhorn serves as the Director of the Financial Engineering Program at Claremont Graduate University, where he leverages his extensive background in applied mathematics and over a decade of industry experience to shape the next generation of financial engineers. His expertise spans critical areas such as interest rate markets, credit risk, and derivatives, making him a valuable asset in the academic and professional realms of quantitative finance. Under his leadership, the program emphasizes a rigorous curriculum that integrates theoretical foundations with practical applications, preparing students for the complexities of modern financial markets.
In addition to his role at Claremont, Schellhorn has engaged in various consulting projects that bridge finance and machine learning, highlighting his commitment to innovative solutions in financial modeling and risk management. His research interests are diverse, encompassing not only financial engineering but also the optimal control of epidemic transmission and treatment in epidemiology, as well as automobile traffic pricing. This interdisciplinary approach allows him to apply quantitative analytics and econometrics to real-world challenges, fostering a holistic understanding of complex systems.
Schellhorn’s proficiency in real options analysis and time series analysis further enhances his ability to guide students and collaborators through the intricacies of market risk and fixed income strategies. By combining academic rigor with practical insights, he is dedicated to advancing the field of financial engineering and contributing to the broader discourse on risk management and economic stability. His vision for the program and commitment to excellence position Claremont Graduate University as a leading institution in financial education and research.
Director of the Financial Engineering Program at Claremont Graduate University in September 2010 to Present
Professor of Applied Mathematics at Claremont Graduate University in September 2005 to Present
Assistant Professor of Finance at HEC Lausanne - The Faculty of Business and Economics of the University of Lausanne in September 2002 to June 2005
Principal Financial Engineer at Oracle in July 1997 to June 2002
Product Manager at Treasury Services Corporation in February 1996 to June 1997
Consultant at Accenture (Andersen Consulting) in April 1988 to May 1991
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Machine Learning
Analytical Skills
Finance
Python (Programming Language)
Problem Solving
Optimization
Econometrics
Machine Learning Algorithms
Traffic Pricing
Real Options Analysis
Consulting
Interest Rate Derivatives
Market Risk
Derivatives
Financial Modeling
Fixed Income
Matlab
Quantitative Analytics
Quantitative Finance
Statistics
Time Series Analysis
VBA
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Discover more about Claremont Graduate UniversityWhat is Henry Schellhorn email address?
Email Henry Schellhorn at [email protected] and [email protected]. This email is the most updated Henry Schellhorn email found in 2026.
What is Henry Schellhorn phone number?
Henry Schellhorn phone number is +13109236866 and +19096074168.
How to contact Henry Schellhorn?
To contact Henry Schellhorn send an email to [email protected] or [email protected]. If you want to call Henry Schellhorn try calling on +13109236866 and +19096074168.
What company does Henry Schellhorn work for?
Henry Schellhorn works for Claremont Graduate University
What is Henry Schellhorn's role at Claremont Graduate University?
Henry Schellhorn is Director of the Financial Engineering Program
What industry does Henry Schellhorn work in?
Henry Schellhorn works in the Higher Education industry.
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