Michael J. Gallagher, PhD.
Associate Professor of Finance, St Bonaventure University
Michael J. Gallagher
Bronx, NY 10458
203 543 6871
Visiting Instructor at Fairfield University seeking to further develop a career in academia as a vibrant and effective teacher with a healthy research program. Following a successful trading career in capital markets, including extensive experience in global futures, equities, and derivative markets, returned to university in 2005 while in a role as financial advisor with UBS. Upon graduation from the M.S. Mathematics program from Fairfield University, entered the Fordham University PhD. Economics program. Now in the ‘all but dissertation’ stage of the Phd. Program.
Fairfield University 2013-Present
Teaching Microeconomics Macroeconomics
Full Time Visiting Instructor 2014 - 2015
Adjunct Professor 2013 - 2014
Fordham University 2009 - 2014
Senior Teaching Fellow / PhD. Candidate Economics
Instructor of Microeconomics/Macroeconomics, organize and structure coursework, present lectures,
provide individual guidance to students, create and administer examinations.
Engage in individual and original research on dissertation: Research interests include nonparametric
modeling in finance, risk assessment and volatility in the market place.
UBS Financial Services Inc., Stamford, Ct. 2005 – 2007
Financial Advisor with UBS Wealth Management Americas.
Develop and present asset allocation recommendations to existing and prospective clients.
Combine experience and skills in the financial industry with the array of products and services available
at UBS to help clients achieve their financial goals.
Assist individuals with personal financial planning, and businesses with complex financial solutions for
retirement plans, cash management, and investments.
Organize and present seminars on investing and financial planning.
Proprietary Trader 2002 - 2005
Manna Trading, LLC Darien, Ct.
Atlas Trading, LLC New York, N.Y.
Independent trader working with privately financed trading groups to trade the spread relationship between
different maturities in the U.S. yield curve, and trend trade the U.S. equity markets.
Traded and captured inefficiencies in the spread relationships in U.S. Interest Rate derivatives markets.
Utilized and assisted in the development of a pricing matrix to establish yield curve value in two, five,
and ten year Treasury note futures.
Position traded and day-traded NYSE mid-cap equity products on various electronic trading platforms.
Nordic Options LLC, New York, NY 2000-2001
Developed and implemented an equity derivative arbitrage trading strategy for the firm.
Developed and implemented an index basket arbitrage trading strategy for the firm, capturing price
discrepancies between custom baskets of equities and Exchange Traded Funds and futures contracts.
Utilized optimization and risk management programs such as BARRA to create, optimize, and arbitrage
custom equity baskets against derivatives such as exchange traded funds or futures contracts.
Isolated and executed arbitrage opportunities in the listed and OTC equities and derivatives markets.
Worked with programmers to develop an optimum trading platform on FLEXTRADE with respect to
execution and transaction costs.
Independent Trader 1992-2000
Juno LTD, London
Marquette Partners LLC, London
Working with small independent proprietary trading firms, traded the arbitrage relationship in the European
Government Bond Futures Markets.
Responsible for the development and implementation of arbitrage profit centers in the European
Government Bond Futures markets.
Pioneered the industry standard of contracting with a broker exclusively, thereby creating the
philosophy of a team effort while at the same time dramatically reducing trading costs.
Arbitrage trader in the five and ten year German government bond futures markets between London and
Frankfurt. Annualized net profits in excess of $1 million.
Arbitrage trader in the ten year Italian government bond futures markets between London and Milan.
Annualized net profits in excess of $1 million.
Various operational roles. Prior to 1992
In New York and London:
Ensured optimal capital utilization while minimizing risk exposure for the firm.
Developed and implemented spreadsheet applications to analyze margins and risk. Managed a $100
million Treasury bill portfolio.
Successful implementation of clearing and settlements for the Matif Bourse trading operation in Paris.
Phd. Candidate: Economics
New York, N. Y.
M.S. Mathematics – Certificate in Financial Mathematics
TECHNICAL SKILLS & CREDENTIALS
Matlab, R, Excel, VBA, Barra, Bloomberg, Reuters –
U.S. & E.U. Citizenship