Andrei Goloubentsev, PhD

A Quant & Patent-Holder with an Exceptional Record in Banking/Financial Services

A highly sought after PhD-trained physicist and quant scientist, I have an outstanding record developing quantitative and qualitative modeling and analytics solutions for global leaders in the banking and financial services industries. At firms such as Bank of America, CME Group, Bank of Montreal, Credit Suisse and elsewhere, I have created innovative pricing, forecasting and risk management models, systems, processes and software applications platforms.


Versatile, a quick study and highly adaptable, I have directed diverse multidisciplinary teams to devise, test and implement game-changing analytic methods and tools for nearly every asset class, ranging from currency and commodities to interest rate exotics, futures and options. My efforts have protected and increased profits and ROIs while enhancing competitiveness and ensuring regulatory compliance.


A tireless innovator who is always searching for new ways to translate sophisticated mathematical and data theories and methods breakthrough solutions to real world practical challenges, I am the co-creator of a pending US Patent for “Blending Methodology for Settling Swaption Volatility Cube and Prices.”


My education includes a PhD in Physics and an MS in Theoretical & Mathematical Physics from the Moscow Institute of Physics & Technology. I am the primary author of 12 articles published in leading peer-review journals and I am fluent in Russian.


At your organization I could make an immediate strong impact by:


• Leveraging data science to maximize financial performance & boost ROIs
• Developing quantitative analytics to drive profitable investment strategies
• Translating sophisticated mathematical/data theories into practical use
• Creating advanced tools to identify, measure, manage & mitigate risks
• Reengineering processes & systems to carve out a competitive edge
• Harnessing the benefits of disruptive technologies & methodologies
• Delivering complex projects within tight time & budget constraints
• Devising precise, accurate forecasting, hedging & pricing models
• Assembling, mentoring & motivating top multidisciplinary teams


Others have described me as a natural leader, inventive innovator, visionary strategist, intuitive problem solver, synergistic collaborator and astute quant scientist.
New York & Chicago
Chicago & New York

Contact me...

Phone:
212-470-4694

Email:
aagolubentsev@gmail.com

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