Alexey Rubtsov is an Assistant Professor of Mathematical Finance at Ryerson University and a Senior Research Associate at the Global Risk Institute in Financial Services. Prior to this, he was a PostDoctoral Fellow at Ryerson and Aarhus Universities where he worked on applications of Stochastic Control to Portfolio Management. He holds PhD in Operations Research and MSc in Financial Mathematics from North Carolina State University. His areas of research are Machine Learning, Stochastic Control, Systemic Risk, and Portfolio Optimization.