Quantitative Analysis Expert

This quantitative analysis expert specializes in the application of stochastic processes to securities trading and hedging. He has a wide variety of interests and an equally varied background ranging from computer programming to credit risk modeling. He's done programming for the aerospace industry and has worked for IBM, HSBC, and Deutsche Bank. Currently, he is a professor of financial engineering but is also active in the financial industry - providing software engineering, financial consulting, and applied math. This expert has been engaged on several litigation matters including providing testimony at trial. A graduate of NYU and MIT, he holds a doctorate degree in mathematics.

• An experienced expert witness who has worked for plaintiff and defense
• Has been engaged on several litigation matters including providing testimony at trial.

• Holds Series 7 Broker's license and Series 55 Equity Trader's license
• Passed the Financial Risk Manager examination for the Global Association of Risk Professionals
• Securities industry consultant on issues such as credit default swap (CDS) pricing, interest rate derivatives, foreign exchange derivatives, synthetic CDO pricing, and market risk management
• Demonstrated expertise in credit risk modeling, statistical arbitrage, implied volatility, and quantitative analysis

• Ph.D., Mathematics
• M.S., Mathematics
• B.S., Mathematics

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