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Management Team

Marsha Lipton, PhD - LinkedIn
Marsha Lipton is a co-founder and Managing Partner of Numéraire Financial. Marsha Lipton has more than 20 years of experience in the financial sector, having worked at Bankers Trust, DLJ, and JPMorgan in US and Europe and managing hedge fund Thor Capital Management. Her areas of expertise include fixed income, FX, commodities, and equity indices covering proprietary and client trading and risk management. During her tenure, Dr. Lipton built the OTC option portfolio, fostered business relationship with credit derivatives and mortgage desks and corporate capital markets group, supervised development of the analytical framework and model calibration on a daily basis for fixed income, foreign exchange and credit products; she alsomade significant contribution to developing risk management and back-office systems and infrastructure. Dr. Lipton’s responsibilities included structuring, risk management, developing and coordinating analytics development, implementing proprietary trading algorithms, etc.

Ms. Lipton holds a PhD from the University of Chicago and MBA from the University of Chicago Business School. During her work as a Research Associate at James Franck Institute, she conducted independent research in chemical physics, published numerous papers in leading scientific journals, and delivered talks at various scientific conferences.

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Alexander Lipton, PhD - LinkedIn
Alexander Lipton is a Managing Partner at Numeraire Financial. He is also a CEO of StrongHold Bank Labs, Connection Science Fellow at MIT Media Lab, and Adjunct Professor of Mathematics at NYU Courant Institute. In addition, he is an advisory board member at the Oxford-Man Institute, UCL Centre for Blockchain Technologies, and several FinTech companies.

Alexander has more than 20 years of banking experience, holding senior positions at Bank of America Merrill Lynch, where he served as quantitative solutions executive and co-head of the Global Quantitative Group. Earlier, he also worked at Citadel, Credit Suisse, Deutsche Bank and Bankers Trust.

His current professional interests include digital banking, FinTech, applications of distributed ledger technology to banking, digital currencies, and payment systems, and industrial-strength risk management systems for large systemically important financial institutions. His scientific interests are centered on quantitative development of modern monetary circuit theory, mechanisms of money creation, interlinked banking networks, balance sheet optimization, and related topics.

While working full time as a banker, Alex held several prestigious academic appointments, including visiting professor at Oxford-Man Institute, Imperial College London, and the University of Illinois. Before switching to finance, Alex was a full professor of Mathematics at the University of Illinois and a consultant at Los Alamos National Laboratory. He received Ph.D. degree in pure mathematics from Moscow University.

In 2000 Alex was awarded the first Quant of the Year Award by Risk Magazine. He is the author of two books (“Magnetohydrodynamics and Spectral Theory” and “Mathematical Methods for Foreign Exchange”) and the editor of five more, including, most recently, “Quant of the Year 2000-2014, All Award-Winning Papers”. His next book “Financial Engineering - Selected Works of Alexander Lipton” will be published by WSPC in 2017. In addition, Alex has published more than a hundred papers on hydrodynamics, magnetohydrodynamics, astrophysics, chemical physics, and financial engineering.

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Stewart Inglis - LinkedIn

Stewart Inglis has over 25 years of experience in developing and implementing models for the pricing and risk management of a broad range of derivative products.

His areas of expertise in quantitative modelling include Commodities, Equities and various hybrid products. Mr. Inglis has worked for several investment banks in NY and London, and was most recently Global Head of Commodities Quantitative Group at Bank of America – Merrill Lynch. Prior to this role, he led a credit analytics team at Merrill Lynch, before which he was responsible for modelling equity-linked products at HypoVereinsbank. Mr. Inglis has also led derivative analytics teams previously at Bank of America Securities and at Bankers Trust, where he focused on pricing convertible bonds, exotic equity and FX derivatives.

Mr. Inglis graduated from the University of Cambridge with a Bachelor’s degree in Engineering. He also holds a MSc in Aeronautics, Fluid and Structural Mechanics from Imperial College, London.

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Xin Zhang - LinkedIn

Xin Zhang is a quantitative analyst at Numéraire Financial, specializing in financial time series analysis, risk modeling and derivatives pricing.

Previously, Mr. Xin has worked at Capital Market Division of Royal Bank of Canada in New York, where he was responsible for the design and implementation of financial time series models for forecasting the enterprise trading books risk level. Additionally, he implemented the synthetic pricing model for fixed income products based on dimension-reduction and mapping techniques. Previously, he was a member of the private equity team of China International Capital Corporation where he was responsible for the cash flow and enterprise valuation research.

Mr. Xin graduated from Peking University College of Physics with Bachelor’s degree in Astrophysics. He also holds a Master in Science degree from New York University, Courant Institute of Mathematical Sciences, where he majored in Mathematics Finance.

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Donald R. Hollis - LinkedIn

Donald R. Hollis is an advisor to Numéraire Financial.

Mr. Hollis assisted leading finance and technology enterprises in developing strategies for leveraging technology and quality practices to increase market share as well as in finding appropriate acquisitions. His clients have included NCR, Tandem, Unisys, Cash Station, First National Bank of Chicago, Deluxe Corporation, S.W.I.F.T., Edify Corporation, SAIC and others.

From 1981 to 1996 he was an Executive Vice President of First Chicago Corporation responsible for its technology leadership and its commercial transaction processing businesses. Mr. Hollis was a Vice President and Group Executive of Chase Manhattan Bank from 1971 to 1981. He also served as a Director, General Manager and Chief Operating Officer of Interactive Data Corporation, a Chase subsidiary, and as a Director of a number of other technically based Chase subsidiaries. He was frequently involved in buying and selling I.T. companies.

From 1959 through 1967, he held various information technology responsibilities at the Glidden Company, and became Director of Corporate Systems for SCM Corporation when Glidden and Smith-Corona Marchant merged in 1967.

Mr. Hollis served on the Executive Committee of the Illinois Institute of Technology’s Board of Trustees and the IITRI Board of Governors for nearly two decades. He was Chairman of the IIT Business School Board of Overseers for ten years. He currently is a Life Trustee of IIT. Mr. Hollis served on the Board of Lutheran General Hospital and its successor, Advocate Healthcare for a 20 year period of time, during which the enterprise grew to be the largest single healthcare provider in the greater Chicago land area. He has served on the Board of Directors of over a dozen publicly and privately held telecommunications and information technology firms and is presently an Advisor to The Chicago Corp Investment Bank. He has helped complete over a dozen M&A transactions.

Mr. Hollis has served on the Board of Advisors for Bankers Magazine and on the New York Federal Reserve Banks Payments Risk Committee. He is a former Chairman of the Executive Committee of the American Bankers Association’s Operations and Automation Division, is past President of the National Association for Check Safekeeping, past Chairman of the American Management Associations Information Technology Counsel and has served on CBOE, ABA, NACHA and BankWire task forces.

Mr. Hollis graduated from Kent State University with a B.S. in business administration.

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