Yury Krongauz

Managing Director, Financial Modeling Group @BlackRock

New York, NY, US
EMAILS
y••••••••@blackrock.com
MOBILE NUMBERS
+16•••••••33

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WORK HISTORY

Jan 2004 — Present

Managing Director, Financial Modeling Group @BlackRock

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New York, NY, US

Leading the Quantitative Modeling and Research team leveraging both classic quant and novel AI-based techniques to deliver analytics on the entirety of BlackRock\'s and Aladdin clients\' positions. The team\'s scope includes interest rates, inflation, convertibles, FX, equity derivatives, and credit.

EDUCATION

N/A

Northwestern Universiry

Doctor of Philosophy - PhD, Computational Mechanics

N/A

MITx Courses

MITx Micromaster Program Cerificate, Statistics and Data Science

SKILLS

Credit DerivativesMbsAlternative InvestmentsPrivate EquityFx OptionsStructured ProductsAsset ManagementEquitiesEquity DerivativesFixed IncomeDerivativesQuantitative FinanceValuationFinancial ModelingHedge Funds

ABOUT YURY KRONGAUZ

I have worked in quantitative finance for BlackRock, Goldman Sachs, Morgan Stanley and a commodity derivatives startup Kiodex. Presently, I lead Strategic Modeling cross-functional team within Aladdin Financial Engineering with the remit of solving the hard problems in finance leveraging the latest advances in deep learning, GenAI and compute. Prior to this, my responsibilities included running a global team tasked with developing the core analytics building blocks across a wide product spectrum for the Aladdin system, leading development of an economic simulation engine as well as hands-on model and software development. My educational background is a combination of math, computer science and engineering - I believe that this skill mixture has been crucial for my contributions to the businesses I have worked for. One of my professional achievements I am most proud of is that I have built teams of talented individuals where mutual respect, agreement to disagree on occasion, ability to challenge any idea, and having fun while getting hard things done is the norm.

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