Samira Ghanbarian
Quantitative Research Analyst @Validus Risk Management
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WORK HISTORY
Quantitative Research Analyst @Validus Risk Management
Macro Strategies- Design, build, and maintain software solutions that enable the Macro Strategies team to develop, test, and oversee quantitative investment models- Drive the research, prototyping, and deployment of derivatives-focused strategies, ensuring alignment with broader investment objectives- Implement automated trade generation workflows to minimize manual processes and operational risk- Strengthen code reliability through enhanced testing frameworks and development standards- Fine-tune algorithms and systems to maximize efficiency, speed, and accuracy- Deliver analytical insights and portfolio management support across multiple markets and asset classes.
EDUCATION
University of Waterloo
Doctor of Philosophy - PhD, Electrical and Computer Engineering, Communications and Information Systems
Sharif University of Technology
Bachelor of Science (B.Sc.), Electrical Engineering , Systems and Controls
Iran University of Science and Technology
Master of Science (M.Sc.), Electrical Engineering, Systems and Controls
ABOUT SAMIRA GHANBARIAN
With a Ph.D. in STEM and expertise in probability, stochastic calculus, and optimization, I apply advanced quantitative methods to trading and investment strategy design. As a Quantitative Research Analyst in Macro Strategies, I work across multiple asset classes — including equities, currencies, and commodities — developing and implementing systematic models for pricing, portfolio construction, and risk management.My experience spans derivatives and option pricing, alpha signal research, and the development of execution algorithms. I leverage machine learning, convex optimization, and numerical methods to build robust, data-driven strategies that adapt to changing market conditions. Having analyzed large-scale stochastic systems in both academic and financial contexts, I translate complex theory into actionable trading insights, aiming to enhance performance, reduce execution costs, and manage risk more effectively.I am passionate about applying rigorous quantitative research to real-world trading challenges and building tools that enable faster, more informed decision-making.Here are some keywords:#machine-learning,#probability,#statistics,#mathematical-modelling,#convex-optimization,#optimal-control,#stochastic-calculus,#differential-equations,#data-visualization,#finance,#macro-strategies,#macroeconomic,#backtesting,#derivatives,#index-trading,#portfolio-construction,#commodities,#currencies,#equities,#portfolio-construction #Python,#R,#C++,#Boost,#scikit-learn,#numpy,#Tensorflow,#matplotlib,#SQL,
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