Claudia Moise
Visiting Assistant Professor of Finance
Contact
CB 3490 Chapel Hill, NC 27599
Claudia Moise’s research interests are in the areas of asset pricing, market microstructure and financial econometrics, with a focus on volatility, liquidity, financial crises, big data, market mechanism design and regulations of financial markets.
She was a financial economist in the division of economic and risk analysis (DERA) at the U.S. Securities and Exchange Commission, where she conducted economic analyses on the effects of circuit breakers on market quality and the mechanics and systemic policy issues behind ETFs.
Prior to earning her PhD, she worked as a consultant for PGA Funds/CBOT and for the fixed income quantitative research department at Deutsche Bank/Zurich Scudder, where she developed models for portfolio allocation and risk assessment.
She received her PhD and MBA in finance and econometrics from The University of Chicago Booth School of Business, her MS in statistics from The University of South Carolina and her MS and BS in mathematics from The University of Bucharest.