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MoneyScience Financial Training: Introduction to QuantLib Development with Luigi Ballabio - September 22-24, London, UK - Further Information
GPUs, Monte Carlo Simulation and Kooderive with Professor Mark Joshi - October 29-31, London, UK - Further Information
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Job Title: Senior Advisor

Affiliated Institution: European Bank for Reconstruction and Developmen

Job Role: Advisory

Location: London, UK

Linkedin Profile: linkedin

Joined: March 20th, 2012

About me:

Piotr Karasinski is a pioneering quantitative analyst, best known for the Black-Karasinski short rate model which he co-developed with the late Fischer Black. 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 and previously held a number of positions at leading firms in New York and London including: Managing Director at HSBC, Director and Head Derivatives Research at Citibank, MD at Chemical Bank, Director at Deutsche Bank and Vice President at Goldman Sachs.

He studied physics at Warsaw University (MSc 1978) and earned his PhD at Yale University (1984).