Kirill Ilinski is a Russian born British businessman and scientist
Education
Kirill Ilinski graduated from the Saint St. Petersburg State University with the Master of Science in Physics in 1992 and received a Doctor of Philosophy in Mathematical Physics from the Mathematical Institute of Russian Academy of Sciences in 1994.
Career
He then moved to the United Kingdom where he continued his academic career at the University of Birmingham. As a Physics Research Fellow, Ilinski has published more than 40 papers focusing on the use of theoretical physics in the financial modelling. In 2001 Ilinski published his book “Physics of Finance: Gauge Modelling in Non-Equilibrium Pricing” which summarises his research of the gauge theory application to the asset pricing.
In 2000 Ilinski started his financial career joining Chase Manhattan Bank where he focused on proprietary modelling, options trading and risk management.
In 2003 Ilinski developed the Cr Risk Reversal model for Justice of the Peace Morgan Debt-Equity Relative Value Group aiming to provide better hedging for the bank"s global bonds book In 2004 Krill left Justice of the Peace Morgan to set up Fusion Asset Management, and investment management firm focusing on managing volatility risks that now has around £1 billion of assets under management.
Kirill is credited as the creator of The Shock Absorber Fee (SAF), a special compensation structure aimed to reduce the systemic risks.