Mo Chaudhury

Desautels Faculty of Management

Finance

University Experience

Professor Chaudhury joined the Desautels Faculty of Management, McGill University in 1996. Prior to that, he taught at the College of Commerce, University of Saskatchewan first as an Assistant Professor and later as a tenured Associate Professor of Finance during the 1985-1996 period. Professor Chaudhury has also visited with Southern Methodist University-Texas, Rutgers University-New Jersey and Xian Jiaotong University-China. Over the years, he has taught derivatives and risk management, risk capital, real estate finance, corporate finance, investments and portfolio management,global investments, international corporate finance, financial markets and institutions, and economics for managers at various levels (undergraduate, MBA, MBA Japan, and executive programs).

Industry Experience

Most recently, Professor Chaudhury served at State Street Corporation (one of the world's largest custodial bank and institutional portfolio manager) as the Director of Model Risk Management and then as the Director of Market and Operational Risk Analytics. Previously he served as a Principal Economist (Director Level) with the Single Family Portfolio Management Division of US mortgage giant Freddie Mac. Early in his career, he also worked as a Junior Analyst with the Bangladesh Institute of Development Studies regarding a project on institutional support for rural industries in Bangladesh.

Research

Professor Chaudhury's recent and ongoing research concerns financial risk measurement and management, liquidity of derivatives and the behavior of asset and derivative prices during the financial crisis. His doctoral research was on empirical testing of the well-known Black-Scholes option pricing model. Later works on derivatives include valuation of American futures options, effect of options on the underlying stocks, intermarket futures arbitrage and the market value and risk of interest rate swaps. Previous works also include empirical international asset pricing, seasonal variation in asset returns, econometrics, development of capital markets (in Bangladesh), and absenteeism.