Personal Information
Entreprise/Lieu de travail
Greater New York City Area United States
Profession
Model Risk Examiner at Federal Reserve Bank of New York
Secteur d’activité
Finance / Banking / Insurance
À propos
Economics Ph.D. thesis on stochastic volatility option pricing from the University of Pennsylvania. Desk quant in equities, FX, and fixed-income (head fixed-income desk quant at Sanwa) at investment banks including Salomon and Lehman (head FX desk quant) Brothers. Created an MS program in financial engineering at the New Jersey Institute of Technology. Former Fed economist. Published with authors such as Bob Jarrow of Cornell (recipient of the IAQF FInancial Engineer of the Year Award). Reviewed and advised Princeton U Press and Darrell Duffie of Stamford (also recipient of the FInancial Engineer of the Year Award) on his prepublication draft of Credit Risk with Singleton. Co-authored...
Documents
(1)Personal Information
Entreprise/Lieu de travail
Greater New York City Area United States
Profession
Model Risk Examiner at Federal Reserve Bank of New York
Secteur d’activité
Finance / Banking / Insurance
À propos
Economics Ph.D. thesis on stochastic volatility option pricing from the University of Pennsylvania. Desk quant in equities, FX, and fixed-income (head fixed-income desk quant at Sanwa) at investment banks including Salomon and Lehman (head FX desk quant) Brothers. Created an MS program in financial engineering at the New Jersey Institute of Technology. Former Fed economist. Published with authors such as Bob Jarrow of Cornell (recipient of the IAQF FInancial Engineer of the Year Award). Reviewed and advised Princeton U Press and Darrell Duffie of Stamford (also recipient of the FInancial Engineer of the Year Award) on his prepublication draft of Credit Risk with Singleton. Co-authored...