Igor Rivin
Mathematics Professor and hedge fund manager. Born in Russia, worked at MIT on AI/Macsyma, got PhD at Princeton with Bill Thurston, worked with John McCarthy and Richard Gabriel at SAIL, was head of advanced development at Wolfram Research, then consultant at NEC research (physical chemistry, machine learning, computational geometry) went back to mathematics -- geometry, topology, number theory, probability-- (still doing computational chemistry also), and branched out into finance.
Active on http://www.mathoverflow.com
Blogs:
http://templegeom.temple.edu
http://igorsfinancethoughts.blogspot.com
http://samsara