Dean of Curriculum
Dr. Helen R. Marston
Twelve years on a sell-side equity research desk covering U.S. industrials, followed by adjunct teaching at a New York business school. Designed our Equities & Index Research track.
Every faculty member has spent at least seven years inside research desks, asset-management teams, or university programs before joining the Academy.
Lectures are not delegated to teaching assistants. Each module below is taught by the faculty member who designed it.
Twelve years on a sell-side equity research desk covering U.S. industrials, followed by adjunct teaching at a New York business school. Designed our Equities & Index Research track.
Former G10 strategist at a mid-sized bank, with a decade of experience writing macro research for institutional clients. Leads the Foreign Exchange track.
Eight years in quantitative research at a long-only asset manager. Holds the Chartered Financial Analyst designation. Teaches statistics, factor modelling, and reproducibility.
Seven years working at the intersection of digital-asset research and U.S. compliance. Designed our protocol-fundamentals and on-chain analytics modules.
Former enterprise-risk analyst at a regional U.S. bank. Authored the Academy's risk-mitigation casebook used across all three tracks.
Trained in cognitive psychology and applied finance. Teaches the behavioral-bias module and supervises learner-journal reviews each cycle.
Adjunct from a Boston-area university. Three guest seminars per cycle on monetary-policy interpretation and the language of central-bank communication.
Runs the weekly research labs where learners present and defend their written notes. Previously a junior analyst on a small-cap U.S. equity desk.
Minimum seven years on a research, asset-management, or risk team.
Each candidate teaches a recorded 45-minute lecture before being offered a role.
We review and resolve any commercial conflicts before the appointment is finalized.