Managing Funds Portfolio Strategist, BlueMountain Capital
B.S., Mechanical Engineering, Lehigh University; M.S., Applied Mathematics, Lehigh University; M.S., Management Science, Lehigh University; Ph.D., Financial Engineering and Applied Probability & Statistics (ISE), Lehigh University

Dr. Daniel J. Scansaroli holds several degrees from Lehigh University, including a doctorate in Industrial Engineering (2012), a M.S. in Management Science (2009), a M.S. in Applied Mathematics (2006), and a B.S. in Mechanical Engineering (2005). His doctoral research focused on Financial Engineering & Stochastics, where he improved techniques for statistical forecasting, risk measurement, horizon based portfolio construction, and derivative pricing when investment assets possess mean reversion or temporal dependence/momentum. He has presented at distinguished conferences, including the Institute for Operations Research and Management Science (INFORMS), and Modeling and Optimization: Theory and Applications (MOPTA). Dr. Scansaroli is currently an Executive Director J.P. Morgan Asset Management where he serves as Head of Quantitative Research for the Private Bank, which is responsible for the development of investment strategies and portfolio management of high-net-worth and institutional client assets. Prior to joining J.P. Morgan in 2012, Dr. Scansaroli was employed by Lehigh University’s Endowment. He has also worked as a lead Process Management Consultant in Lehigh’s Enterprise Systems Center, a Teaching Assistant for Lehigh’s Integrated Business and Engineering program, and an Analyst at Rothschild’s M&A and Restructuring division. Dr. Scansaroli, his wife (Dr. Jennifer Elliott, class of 2005), and daughter live in New York.

Class Year: 
2005, 2006 G, 2009 G, 2012 Ph.D.