Richard Neuberg
Department of Statistics
Columbia University
1255 Amsterdam Avenue
New York, NY 10027

I am a PhD candidate of Statistics at Columbia University, where my advisor is Paul Glasserman. My interests include applied statistics, machine learning and finance. I hold a Diplom (M.S.) in Economics and Engineering from TU Dresden, Germany.


I have joined Two Sigma as a quantitative researcher. Previously, I interned at Google Cloud Machine Learning, and also at Deutsche Bank in the Structured Finance and Commercial Real Estate units.


I taught “Introduction to Statistics (with Calculus)” at Columbia in 2014, for which I received the Howard Levene Outstanding Teaching Award.

Research papers:

  • The Market Implied Probability of European Government Intervention. Richard Neuberg, Paul Glasserman, Benjamin Kay, Sriram Rajan.
  • Projected Regression Methods for Inverting Fredholm Integrals: Formalism and Application to Analytical Continuation. Louis-Francois Arsenault, Richard Neuberg, Lauren Hannah, Andrew Millis.
  • Loan Pricing under Estimation Risk. Richard Neuberg, Lauren Hannah.
  • Estimating a Covariance Matrix for Market Risk Management and the Case of Credit Default Swaps. Richard Neuberg, Paul Glasserman.
  • Detecting Relative Anomaly. Richard Neuberg, Yixin Shi.