Gasan Abdulaev
Director @Citi
New York, NY, US
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MOBILE NUMBERS
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WORK HISTORY
May 2012 — Present
Director @Citi
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CGWI Global Investment Lab\'s Quantitative Analytics Group: asset management, portfolio optimization, Monte Carlo simulation, structured notes, multi-factor and risk analysis.
EDUCATION
1981 — 1986
Novosibirsk State University
M.S. with Honors (Диплом с отличием), Mathematics
1986 — 1989
Institute of Numerical Mathematics, Russian Academy of Sciences
PhD, Numerical Mathematics
1975 — 1980
School 130, Novosibirsk
High school, Mathematics, Physics
1981 — 1986
Novosibirsk State University (NSU)
M.S.with Honors (Диплом с отличием), Mathematics
2003 — 2005
Columbia University
Selected Courses, Financial Engineering
SKILLS
Structured ProductsUniform Combined State LawModel ValidationMonte Carlo SimulationPortfolio OptimizationInterest Rate DerivativesCommodityQuantitative FinanceV&VQuantitative AnalyticsFx OptionsHedge FundsStatisticsEquitiesProgrammingPythonMarket RiskLinear AlgebraInverse ProblemsC++Series 7Numerical AnalysisPartial Differential EquationsApplied MathematicsFinancial RiskQuantitative ModelingTrading SystemsTrading SystemRisk ManagementFinancial ModelingCommoditiesBloombergC/C++ StlMatlabHigh Frequency TradingSeries 66Quantitative InvestingQuantitative AnalysisFixed IncomeAsset Management
ABOUT GASAN ABDULAEV
Asset management, investments, portfolio optimization, Monte Carlo simulation, structured…
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