RiskEcon® Lab for Decision Metrics @ Courant Institute

Samantha Kappagoda is a Visiting Scholar at Courant Institute of Mathematical Sciences NYU, advising research activities at RiskEcon^® Lab for Decision Metrics @ Courant Institute of Mathematical Sciences NYU, an industrial lab established in 2011 and co-located at Courant for the development of experimental testbeds and analytics that employ high-dimensional datasets from innovative sources, by applying a range of computational and analytical methods to commercial and industrial sensor networks and edge computing embedded systems, focusing primarily on research and development (R&D) of remote and compressed sensing, anomaly detection, forensic analytics and statistical process control.

Her primary focus is the development of analytics, for modeling trends and patterns across global asset classes, markets, regions, sectors and industries. Her areas of expertise include leading portfolio strategy for foreign exchange, fixed income, commodities, and capital markets activity as well as econometric time-series and longitudinal analyses of business cycle dynamics, retail consumer behavior, real estate and housing markets, consumption spending and labor income, income distribution related to health, aging, retirement, population and immigration, and other demographic and socioeconomic indicators.

Samantha is also Co-Founder and Co-Managing Member of Numerati^® Partners, which coordinates a data analytics and technology development ecosystem, with the mission of advancing and fostering the next generation of scalable data-intensive risk and liability management enterprises, as well as Chief Economist of Risk Economics^®, a New York based firm which provides advisory services at the intersection of commercial business-process engineering and risk engineering.

Samantha currently serves as an Independent Director, Chair of the Nominating Committee, and Member of the Audit Committee of Credit Suisse Funds, which are comprised of two closed-end funds (NYSE: DHY and CIK) and six open-end funds investing in commodity, quantitative and high yield and credit strategies.

Samantha currently serves as Vice-Chair of the American Bar Association SciTech Section Internet of Things Committee and Big Data Committee, having previously served as Vice-Chair of the Insurance Technology and Risk Committee from 2019-2023. In 2020, she was appointed as a technical advisor to the Uniform Law Commission’s newly-formed Study Committee for Public Health Emergency Authorities, which studies the need for and feasibility of one or more uniform state laws addressing the authority of state governments to respond to epidemics, pandemics and other public health emergencies.

Previously, she served for over thirteen years as Senior Economist at Caxton Associates LP, a hedge fund with approximately $15 billion of assets under management, investing in global commodities, currencies, fixed income (sovereign and corporate credit) and equities. She was a key member of Caxton Global, the firm’s flagship global macro fund, where her analysis informed positioning and pricing for real-time trading decisions, and asset allocation. Her macroeconomic and demographic analytics and development of proprietary econometric models employing high frequency financial market data combined with global economic data and central bank and related policy actions, guided the firm’s senior decision makers.Prior to working in the financial markets, Samantha was employed as an Economist in the Operations Evaluation Department at The World Bankin Washington, D.C. Her responsibilities included evaluating structural adjustment lending programs, with a primary focus on building computable general equilibrium models, in order to analyze the bank’s loan portfolio across disparate emerging market economies.

Samantha pursues broader research interests by serving as a Senior Editorial Advisory Board Member of The Journal of Risk Finance (JRF), an Emerald Publications journal which provides a rigorous forum for the publication, both by academics and practitioners, of theoretical and empirical research related to the financing of risk, with a long-standing focus on issues of market convergence. She was originally the founding Managing Editor of JRF in 1999, initially published by Institutional Investor Journals/Euromoney, before its successful sale to its current publisher. She has also served as Special Editor for Risk Management, for The Journal of Alternative Investments, another Institutional Investor journal.

Samantha earned an M.B.A. in Analytic Finance and Statistics from the University of Chicago Graduate School of Business. She also holds an M.A. in Economics from the University of Toronto, and graduated with a B.Sc. (Honors) in Mathematics from Imperial College, London.

In addition to her professional activities, Samantha has over thirty cumulative years of concurrent non-profit board service, and currently serves as a member of the Business Board of the Governing Council at the University of Toronto. Since 2014, she has served as a member of the Board of Directors of the Girl Scouts of Greater New York (GSGNY), focusing on the GSGNY portfolio of STEM programs. She is also a member of the Leadership Council of Black Rock Forest Consortium, a 4,000-acre natural living laboratory for field-based scientific research and education, operated by a consortium of twenty-three colleges and universities, public and independent schools, and scientific and cultural institutions. She previously served on the Board of Directors of Council for Economic Education, Glynwood, and Hudson Valley Shakespeare Festival.

Her biography has been published in the Marquis’ Who’s Who in America, Who’s Who in Finance and Business (formerly Finance and Industry), Who’s Who of Emerging Leaders, Who’s Who of American Women, and Canadian Who’s Who (University of Toronto Press). In 2013, prior to joining their board of directors, she was honored by the Girl Scouts of Greater New York as a Woman of Distinction, for her activities in Science, Technology, Engineering and Mathematics (STEM).