Valer Zetocha

Senior Quantitative Analyst at Julius Baer

Speaker

Valer Zetocha is a senior quantitative analyst at Julius Baer in Zurich. Previous to this role, he worked as an equity derivatives quant for Bear Stearns and JP Morgan and as a senior trader for Banco Santander in Madrid, where he was responsible for the equity stock correlation trading book.

His current research interests are in the field of equity derivatives, most specifically in pricing and hedging of correlation derivatives, gap risk pricing and market data modelling. His research articles have been published in Risk Magazine.

Valer's educational background lies in theoretical physics. He holds a M.Sc. from Comenius University in Bratislava and a Ph.D. from State University of New York at Stony Brook.