Dmitri Mossessian
Managing Director, Head of ALM Research at New York Life Insurance
- Role
- Managing Director, Head of Alm Research at New York Life
- Location
- Hoboken, NJ, US
- LinkedIn followers
- 500 followers
About Dmitri Mossessian
Strong mathematical knowledge of financial derivatives pricing and risk management models- Expertise in research, development and implementation of proprietary risk management models, in scenario analysis and stress test modeling, in building risk report and analytics for portfolio managers- Strong experience in developing fixed income pricing and risk analytics libraries. Deep knowledge of yield curve modeling and bond analytics (interest rate/credit modeling for pricing, relative value trading, risk, profit-and-loss attribution).Competence in statistical evaluation of model performance, back-testing, and cross validation techniques- Strong experience in applying statistical analysis and statistical learning techniques to large financial data sets- Solid numerical programming abilities. Expert knowledge of Python, statistical and data handling packages. Strong knowledge of object-oriented software architecture (C#)
Experience
Managing Director, Head of Alm Research
Oct 2023 — Present · NY, US
Education
A.F.Ioffe Institute of Physics and Technology, St. Petersbiurg, Russ
Doctor of Philosophy - PhD, Physics of Plasmas
Saint Petersburg State University
Master's degree, Physics
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