Our Company

Key Experience

Mr. Gordin boasts a distinguished quantitative finance career of over 25 years, with a track record of success at esteemed institutions. Notably, he held a senior position within the risk management department at TIAA. Prior to his tenure at TIAA, he also served in key senior roles at Drake Management and Lehman Brothers.

Education

Mr. Gordin earned his M.S. in Computational Finance from Carnegie Mellon University, his M.S. in Computer Science from the Courant Institute of Mathematical Sciences, and his B.S. in Electrical Engineering from the Tandon School of Engineering at New York University.

Key Experience

Mr. Dias is an exceptional and versatile leader, boasting an impressive track record of over three decades, during which he has successfully guided companies through transformative periods and leveraged uncertainty for profitable outcomes. With his dynamic and adaptable leadership style, Chris continues to make remarkable contributions, leaving a lasting impact on the companies and industries he engages with.

For 17 years, he served as a Partner at KPMG, contributing his expertise to enhance businesses and drive growth. Before this, he spent two years with the OCC regulator, where he gained valuable insights into regulatory landscapes, compliance, and risk management.

Notably, Chris has spent 13 years as a Head Trader with global banks, honing his financial acumen and mastering the intricacies of the financial markets. His experience in this domain makes him a valuable asset in navigating complex financial scenarios.

More recently, Mr. Dias has been at the forefront of innovation, utilizing his unique blend of experiences as a strategic advisor to an Aviation Finance Blockchain start-up, revolutionizing the aviation industry with cutting-edge technology.

Additionally, he has been actively involved as an advisor to an online quantitative educational program, sharing his wealth of knowledge to nurture the next generation of financial leaders.

Education

Mr. Dias holds an MBA from New York University.

Key Experience

Ms. Gil served as the Managing Director and global head of Strategic Advisory at prestigious financial institutions such as Goldman Sachs, Citigroup, and Nomura Securities. In these roles, she provided expert counsel to financial institutions and corporations on crucial areas including stress testing, economic capital, asset and liability management (ALM), long-term risk projections, and optimal capital allocation.

Leveraging her extensive experience, Ms. Gil has developed a proprietary methodology that empowers clients to establish clear return targets, define risk appetite, implement dynamic portfolio strategies, and proactively identify stress scenarios. This innovative approach is seamlessly integrated into strategic planning, allowing for the incorporation of early warning signals.

Presently, Ms. Gil serves as the CEO and co-founder of Straterix Inc., showcasing her ongoing commitment to pioneering solutions in the financial industry.

Education

Alla Gil holds an advanced degree in theoretical mathematics and optimization.

Key Experience

Mr. D’Amiano is a distinguished professional in financial and technology services, boasting a versatile skill set and extensive experience encompassing quantitative finance, investment and wealth management, technology, and project management. He held the position of Managing Director in the Global Wealth and Investment Management group at Bank of America – Merrill Lynch.

In late 2022, after residing in the USA for nearly three decades, Mr. D’Amiano relocated to Bucharest, Romania.

Education

Mr. D’Amiano earned an M.S. in Computational Finance from Carnegie Mellon University and          M. Eng. in Computer Science from Cornell University.

Key Experience

Dr. Kramkov has been actively involved in both the finance industry and academia. He contributed significantly to the finance sector as the Finance Director of Aljba-Center in Moscow from 1994 to 1997. Later, he held prominent role as Acting Head of Research at Tokyo-Mitsubishi International plc. in London from 1998 to 2000.

Since the year 2000, Dmitry Kramkov has been enriching the academic community through his exceptional teaching and groundbreaking research at Carnegie Mellon University in Pittsburgh. Currently holding the esteemed position of Mellon College of Science Professor of Mathematical Sciences, Dmitry is a key figure in the university’s Master in Computational Program.

Dmitry’s research revolves around the fascinating intersection of Stochastic Analysis and Mathematical Finance, making substantial contributions to both fields. His profound knowledge and innovative ideas continue to inspire and shape the future of these disciplines.

Education

Dr. Kramkov holds his Master’s degree from Moscow Institute of Physics and Technology, and subsequently, he went on to achieve his PhD in Mathematics from Steklov Mathematical Institute.

Key Experience

Dr. Prafulla Nabar has had a nearly 30 year long career in financial services with experience in fixed income and equities. He has expertise in building quantitative valuation and risk models involving analysis of large data sets for equities and various fixed income instruments as well as prepayment and default models for MBS/ABS and other securitized products. In these areas he has worked closely with traders, bankers, clients and regulators. He has run groups of high-quality professionals in US, Europe and globally.

Education

Prafulla has a Ph.D. in Finance from New York University.

Key Experience

Dr. Menzly is a finance expert with 20 years of experience in investment strategy, quantitative modeling, and risk allocation across all asset classes. He has led and managed global teams of risk professionals, systematizing various aspects of the investment process and ensuring alignment between thematic views and risk allocation. With expertise in the modern factor approach to finance, he addresses the specific needs and challenges of different funds under shifting market regimes in one cohesive framework.

Notably, Dr. Menzly specializes in designing hybrid solutions for existing risk systems that adapt swiftly to changes, such as surges in option implied volatility or the emergence of previously dormant factors. Furthermore, he provides innovative approaches to thematic and cross-asset risk allocation, ensuring that thematic views are accurately reflected in the portfolio.

Dr. Menzly has extensive buy-side experience, having held leadership roles at Karya Capital—a global macro hedge fund (Chief Risk Officer and Head of Quantitative Strategies)—as well as at Nomura Asset Management (Managing Director, Head of Quantitative Research and Risk Management) and Vega Asset Management (Head of Risk and Quantitative Research).

Education

Dr. Menzly holds a PhD in Finance from the University of Chicago, Graduate School of Business, under the guidance of Dr. Eugene Fama, Nobel laureate in Economics. Dr. Menzly served as an Assistant Professor of Finance at USC Marshall school of Business. His seminal works on return predictability, information diffusion, and cross-momentum are highly regarded in the academic community and the professional circles. Particularly noteworthy, his work on cross-momentum (JF 2010) involves leveraging signals from one company to trade related companies that share economic proximity but further apart in their information distance.