Professor of the Practice in Statistics
Financial Derivatives Modelling
Limits of Quantitative Methods
The Future of Uncertainty
- Quantitative Finance
- Asset Allocation
- Financial Derivatives Modelling
- Judgment and the Limits of Quantitative Methods
- Procedural versus Logicist Statistics
- Pitfalls of Big Data and Machine Learning
- PhD in Statistics, Harvard University, 1992.
- AM in Statistics, Harvard University, 1989.
- BA in Mathematics, Cambridge University, 1988. Third Wrangler
- MA in Mathematics, Cambridge University, 1991.
- 2011 - present Professor of the Practice in Statistics, Department of Statistics, Harvard University.
- 2015 - 2016 President and CEO, Harvard Management Company.
- 2006 - 2015 Managing Director, Harvard Management Company.
- 2009 - 2011 Lecturer, Department of Statistics, Harvard University.
- 2006 - 2009 Visiting Scholar, Department of Statistics, Harvard University.
- 2003 - 2006 Managing Director, Deutsche Bank London.
- 1997 - 2003 Managing Director, Morgan Stanley New York.
- 1994 - 1997 Vice President, HSBC London and New York.
- 1992 - 1994 Lecturer and SERC Research Fellow, Department of Mathematics, Imperial College London.
- Blyth, S.J., Szigety, M.C. and Xia, J. (2016), Flexible Indeterminate Factor-Based Asset Allocation, The Journal of Portfolio Management, 42, No.5, 79-93.
- Blyth S (2013). Of Wranglers and Bankers: Reflections on Applied Statistics from a Career in Finance. CHANCE, 26, No.2, 4-7.
- Blyth S (2004). Practical Relative-Value Volatility Trading. RISK, 17, No.5, 91-96.
- Blyth S (1995). The Dead of the Gulag: An Experiment in Statistical Investigation. Applied Statistics, 44, 307-321.
- Blyth S (1994). Karl Pearson and the Correlation Curve. International Statistical Review, 62, 393-403.