Salih Neftci teaches courses on financial economics at the Graduate Faculty, and is involved in several research groups at the Center for Economic Policy. He is currently at the Graduate School of City University of New York and also has teaching assignments at HEC, Lausanne University. Professor Neftci is the Head of FAME Certificate program and is a visiting professor at eh ISMA Centre, Reading University. He is a leading faculty in courses directed towards advanced market professionals.
Salih Neftci's current research interests include numerical methods in financial asset pricing and the applications of the theory of extremes to risk management. He has also been involved in the actual functioning of financial markets as a consultant.