Serguei Issakov, Global Head of Quantitative Research and Development & SVP, Numerix
Dr. Issakov, as Global Head of Quantitative Research and Development, oversees the company's quantitative research and development globally including pricing, market and counterparty risk as well as valuation adjustments (XVAs) in all asset classes.
Prior to joining Numerix in 1999, Dr. Issakov held research positions in theoretical physics at the Nordic Institute for Theoretical Physics in Copenhagen, the University of Paris (Laboratory of Theoretical Physics and Statistical Models), the University of Oslo and the Center for Advanced Study in Oslo. Before that, he led research on models of brain rhythms at the Medical Radiological Center in Obninsk Russia.
Dr. Issakov has published over 40 papers in mathematics, theoretical physics and quantitative finance. He is a co-author of the Issakov-Ouvry-Wu equations in fundamental quantum statistical mechanics. He holds PhD in Theoretical and Mathematical Physics from Moscow Institute of Physics and Technology, from the Theory Group led by Physics Nobel Laureate Vitaly Ginzburg.