10:51 AM
Connect Directly

NetAnalytic Founder Joins J.P. Morgan Derivatives Spin-Off

In addition to being the founder and managing director of NetAnalytic Limited, a risk management products and services company, Farshid Jamshidian will now be lending his derivatives expertise to J.P. Morgan spin-off Cygnifi. Jamshidian is charged with providing quantitative consultation for Cygnifi's Valuation Services division, which leverages pricing models, independent market data and technology for client use of valuation tools online as well as independent valuation of portfolios by Cygnifi's valuation team. Jamshidian has a long career in both the academic and financial communities, where he gained experience both structuring and trading complex derivatives and is accredited for developing many interest-rate models. His background also includes work with the implementation of trading and risk management systems.

Jamshidian holds a Ph.D. in mathematics from Harvard University and a Masters in computer science from Stanford. Prior to founding NetAnalytic in 1999, Jamshidian served as founder and head of equity derivatives trading at Sakura Global Capital. Before that, he held the position of executive director of Fuji International Finance and was also previously director and head of derivatives research at Merrill Lynch. As an academic, Jamshidian was an associate editor of Finance and Stochastics and The Journal of Computational Finance and served as a faculty member in the mathematics departments at the University of Chicago and the University of California at Berkeley.

Comment  | 
Print  | 
More Insights
Newest First  |  Oldest First  |  Threaded View
Register for Wall Street & Technology Newsletters
White Papers
Current Issue
Wall Street & Technology - Elite 8
The in-depth profiles of this year's Elite 8 honorees focus on leadership, talent recruitment, big data, analytics, mobile, and more.
Exclusive: Inside the GETCO Execution Services Trading Floor
Exclusive: Inside the GETCO Execution Services Trading Floor
Advanced Trading takes you on an exclusive tour of the New York trading floor of GETCO Execution Services, the solutions arm of GETCO.