Professor Broadie currently teaches the elective courses Security Pricing: Models and Computation, Computational Finance, and Programming for Business Research. He is an Academic Advisory Board Member for the Program for Financial Studies. His research interests include the pricing of derivative securities, risk management and, more generally, quantitative methods for decision-making under uncertainty. Broadie is the financial engineering area editor of Operations Research and serves on the editorial boards of Finance and Stochastics, SIAM Journal of Financial Mathematics and Computational Management Science and was previously editor-in-chief of the Journal of Computational Finance. Professor Broadie received two Dean's awards for teaching and has given seminars and courses for financial professionals throughout the world. He is the vice chairman of Enterprise Risk Management Institute International (ERM-II), a non-profit organization dedicated to promoting education, research and training of enterprise risk managers. He has served as a consultant for a number of financial firms.