Brian Haughey

Associate Professor of Finance

Bio

Professor Haughey has worked in the securities industry for over 20 years. Prior to joining Marist, he led a team in Citigroup's Special Situations Group, where he was responsible for structuring esoteric asset-backed securities, including deals backed by mutual fund fee, timeshare, energy, movie, auto and mortgage collateral.

At Citi, he created the Hedged Mutual Fund Fee Trust Security, which pioneered the embedding of equity and interest rate hedges that succeeded in mitigating mutual fund market risk. He risk-managed a billion-dollar multi-asset class portfolio, and developed and implemented a Mark to Model (MTM)/VAR pricing/risk reporting system. He was also responsible for placing paper, and sold $3+ billion of equity-linked/hedged ABS securities to institutional investors in the US, Europe, and Japan.

He currently provides consulting services to credit rating agencies evaluating exotic structured finance transactions.

When Marist built its trading floor, Professor Haughey was recruited to bring hands-on, real world experience to the business curriculum. He oversees the Investment Center and the Greystone Equity Fund, Marists student-managed investment fund. He also created and teaches finance electives in Fixed Income, Structured Finance Modeling, Derivatives and Risk Management, and a class for students intending to sit for the CFA Level 1 examination.


Education

BS, University College Dublin, Ireland
MBS, University College Dublin, Ireland

Certifications

Chartered Financial Analyst (CFA)
Financial Risk Manager (FRM)
Chartered Alternative Investment Analyst (CAIA)


Research Interests/Areas of Focus

Risk Management
Equity Investing
Fixed Income Analytics
Derivatives
Structured Products
Experiential Learning
Professional Identity Development


Selected Publications

鈥淗edging Market Exposures: Identifying and Managing Market Risks鈥, Bychuk and Haughey, Wiley Finance

鈥淏ond Pricing Made Simple鈥, AAII Journal, Nov 2015

鈥淚nterest Rate Sensitivity and Bond Pricing鈥, AAII Journal, Apr 2016

鈥淏ond Convexity: What Is It, and Why Should You Care?鈥, AAII Journal, May 2018

Image of Brian Haughey.

Contact Information

Academic School

School of Management

Office

Dyson 1006

Email

brian.haughey@Marist.edu

Phone

(845) 575-3000 ext. 2915

Website/Resume