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QuantMinds International
13 - 16 November 2023
Intercontinental O2London

Gregory Pelts
Global Analytics & Financial Engineering at Scotia Bank


Dr. Gregory Pelts has been working in the financial industry for over a decade. He completed his training in mathematics and physics at the St Petersburg State University and the Steklov Mathematical Institute in Russia. He received his second Ph.D. in Theoretical Physics from the Rockefeller University in New York. Gregory has authored a number of publications and given presentations in theoretical physics and quantitative finance. Gregory is currently employed by Scotia Bank. Prior to that, he worked for Wells Fargo, BlackRock , Goldman Sachs, Bear Stearns and Dresdner-Kleinwort-Benson. Gregory focuses on applications of group theoretical methods to problems in quantitative finance, in particular, stochastic interest rates, stochastic volatility, and credit risk.

Gregory Pelts's Network

Agenda Sessions

  • Solvable Models, Symmetries, and Magic. New family of processes with known joint distributions.