Education
Yale University.
Yale University.
His contributions to quantitative finance include models for interest rates, equity and hybrid products and random volatility. He is currently Senior Advisor at the European Bank for Reconstruction and Development. He is on the editorial board of the journal, Quantitative Finance.
Previously, he has held a number of positions at leading firms in New York and London including: Managing Director at Household Bank, Director and Head Derivatives Research at Citibank, Doctor of Medicine at Chemical Bank, Director at Deutsche Bank and Vice President at Goldman Sachs.
He studied physics at Warsaw University (Master of Science 1978) and earned his Doctor of Philosophy at Yale University (1984).
