Behzad AlimoradianQuantitative and Acturial Analyst at Valerian CapitalSpeaker
Profile
Behzad is the Head of Risk Analytics at Valerian Capital Group where he led the risk aspect of pension fund guarantees. He has over 15 years of experience in the industry as a Quant. Prior to Valerian, he had been the founder of the quantitative consultancy company Alpha Quants in London. He started his career as a Quant in Swiss Life, and then as a Quant/Trader at BofA and a senior Quant at BAML. Behzad holds an engineering degree in Applied Mathematics and Economics from Ecole Polytechnique and is also PhD candidate in financial Mathematics at the Institute of Finance and Actuarial Science Lyon. His research focuses on the topics of the pension guarantees, and that of the impact of information on the volatility smile.
Agenda Sessions
A novel approach to understanding realised volatility in options as a signal
, 14:40View Session