Thomas Coleman has worked in the finance industry for almost twenty years and has considerable experience in quantitative modeling, trading, and risk management. Most recently Mr. Coleman was in charge of Quantitative Analysis and Risk Control at Moore Capital Management, Llc (a large multi asset-class hedge fund manager), responsible for firm-wide risk management and supporting quantitative infrastructure. Prior to joining Moore Mr. Coleman was a director and founding member of Aequilibrium Investments Ltd., a London-based hedge fund manager, where he had roles in portfolio management, risk management, and research. Mr. Coleman worked on the sell side for a number of years prior to starting Aequilibrium Investments, with roles in fixed income derivatives research and trading at TMG Financial Products, Lehman Brothers, and S.G. Warburg in London.

Before entering the financial industry Mr. Coleman was an academic, teaching graduate and undergraduate economics and finance at the State University of New York at Stony Brook, and he continues to teach as an adjunct faculty member at Fordham University Graduate School of Business Administration. Mr. Coleman earned a Ph.D. in economics from the University of Chicago, and a BA in physics from Harvard. He is the author, together with Roger Ibbotson and Larry Fisher, of Historical U.S. Treasury Yield Curves, and continues to publish in various journals.