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2017 GTC San Jose

Serguei Issakov

Global Head of Quantitative Research and Development, Senior Vice President , Numerix

Speaker Bio

Serguei Issakov is global head of Quantitative Research and Development at Numerix, where he oversees quantitative research and development globally, including pricing, market and counterparty risk, funding, capital, margin, and valuation adjustments in all asset classes: fixed income, inflation, credit, equities, FX, commodities, and hybrids. Previously, Serguei held research positions in theoretical physics at the Nordic Institute for Theoretical Physics in Copenhagen, the University of Paris (Laboratory of Theoretical Physics and Statistical Models), the University of Oslo, and the Center for Advanced Study in Oslo. He has published over 40 papers in mathematics and theoretical physics and is a co-author of the Issakov-Ouvry-Wu equations in fundamental quantum statistical mechanics. He holds a Ph.D. in theoretical and mathematical physics from Moscow Institute of Physics and Technology, from the Theory Group led by Physics Nobel Laureate Vitaly Ginzburg.

Speaker Sessions