Anna Chernobai is an Assistant Professor of Finance at the M.J. Whitman School of Management at Syracuse University. The focus of her research is operational risk, default risk, stochastic processes, and applied statistics and probability. She has published in top finance and related journals such as the Journal of Financial and Quantitative Analysis, Journal of Banking and Finance, Journal of Accounting Information Systems, and Real Estate Economics. She is also an author of the book “Operational Risk: A Guide to Basel II Capital Requirements, Models, and Analysis” published by Wiley Finance in 2007. In 2008, she won a selective FDIC research fellowship for her research on operational risk in financial institutions. In 2009, she collaborated with JP Morgan Chase and served as a Syracuse University - JP Morgan Chase Faculty Research Fellow. Also in 2009, her work in the area of operational risk received recognition from the industry and she was selected as one of the "Top 50 Faces of Operational Risk." In 2010, she received a university-wide Meredith Teaching Recognition Award from Syracuse University, and in 2012 she was awarded with Guttag Junior Faculty Award from the Whitman School of Management. Dr. Chernobai's teaching experience includes undergraduate and MBA courses, and PhD seminars in the areas of risk management, business statistics, and stochastic processes.
- Joined Martin J. Whitman School of Management in August 2006
- PhD in Statistics and Applied Probability, University of California, Santa Barbara, 2006
- MA in Economics, University of California, Santa Barbara, 2002
- MSc in Economics and Finance, University of Warwick, UK, 2000
- BA in Economics, Jouchi Daigaku (Sophia University), Tokyo, Japan, 1999
- Risk management
- Operational risk
- Default risk
- Corporate finance
- Applications of probability and statistics in finance
- Stochastic processes.