Alan J. King  Alan J. King photo       

contact information

RSM Math Sciences: HPC, Stochastic Modeling and Optimization
Thomas J. Watson Research Center, Yorktown Heights, NY USA


Professional Associations

Professional Associations:  Committee on Stochastic Programming  |  INFORMS

Alan King is a research staff member with the Mathematical Sciences department at IBM's Thomas J Watson Research Center, which he joined in 1988. His research and development activity focuses on optimization technologies for decision-making under uncertainty. He has published many papers in scientific journals and has held appointments on the editorial boards of Mathematics of Operations Research and SIAM Journal of Optimization. He was the lead developer for the software product OSL Stochastic Extensions, and is currently lead developer for the Stochastic Modeling Interface in the COIN-OR open source project.

In 1996 Alan took an assignment with IBM's Mathematics and Analytics Computation Center on Maiden Lane, NYC, and in 1998 to technical staff of the Research VP for Strategy. In the period 2000-2002, Alan lead a small team investigating algorithms and models for resource management problems in utility computing. In 2003-4, Alan pursued research projects applying optimization models to the pricing of contingent claims and taught a semester at Columbia University. In 2004-5, Alan has participated in the Analytics Infrastructure Solutions high performance computation infrastructure team taking various roles as client architect, developer, and technical consultant. In 2006 Alan joined the Blue Gene Applications team with responsibility for supercomputing in Financial Markets. From 2000-8 Alan served as Research's campus relationship manager for his alma mater, the University of Washington.  Starting in 2008, Alan was the technical lead for IBM Research's project on Systemic Risk. This project combines information management, systems engineering, and analytical methodologies to address challenges in measuring and monitoring risk in the financial system.