Head of Research and Development
Professor Geanakoplos is a Founding Partner and Managing Director at Ellington, where he is the Head of Research and Development and is responsible for the design of computer models to evaluate and hedge the firm’s portfolio. Professor Geanakoplos is largely responsible for the theoretical framework of Ellington’s proprietary prepayment and interest rate models.
From 1992 until joining Ellington in 1995, Professor Geanakoplos was a Managing Director of Kidder Peabody, where he was head of the Fixed Income Research Department. In that capacity, he led the design of the firm’s proprietary MBS analytical systems.
He became a full Professor at Yale University in 1986, at the age of 30, and is currently the James Tobin Professor of Economics and Director of the Cowles Foundation for Research in Economics. He was elected a fellow of the Econometric Society in 1990 and of the American Academy of Arts and Sciences in 1999. He was awarded the Samuelson Prize in 1999, and was awarded the first Bodossaki Prize in economics in 1995. In 1990 and again in 2000, he directed the economics program at the Santa Fe Institute, where he remains an external professor. In 1970 he won the United States Junior (under 20) Open Chess Championship.
Professor Geanakoplos graduated summa cum laude, Phi Beta Kappa with a Bachelor of Arts in Mathematics from Yale University and received a Master of Arts in Mathematics and a Doctor of Philosophy in Economics from Harvard University.