Melanie Petsch

Adjunct Associate Professor

Finance and Economics

Joined CBS in 2010

Melanie Petsch





Teaching and research interest

Melanie Petsch has founded and runs two financial services companies. She is a Principal and Managing Partner of Systematic Alchemy, LLC, which was founded in 2011 to manage a multi-manager commodity pool. Ms. Petsch is also the Principal and Senior Quantitative Researcher at Petsch Analytics, LLC, a financial research consultancy founded in 2009 that provides quantitative research for asset managers. Ms. Petsch has sixteen years of experience doing quantitative financial research on Wall Street, including eight years on the sell side at Goldman Sachs and buy side research and product development at TIAA-CREF and AllianceBernstein. At Goldman, Ms. Petsch co-authored a series of research pieces framing the GSCI (Goldman Sachs Commodity Index) for institutional investors and a book, Commodities as an Asset Class, published by Goldman in 1996. She has published numerous articles and chapters, including Beating Benchmarks, which was published in the Journal of Portfolio Management and won an Outstanding Article award. Ms. Petsch serves on the board of directors of the Society of Quantitative Analysts and on the prize committee of The Institute for Quantitative Research in Finance. She joined Goldman from the Finance Ph.D. program at the University of Chicago. She holds an MBA from the University of Chicago and a BS in Mechanical Engineering from Purdue University.