Richard Vladimir Diamond
Russia (Россия)
Educational experience
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Imperial College Business School
Risk Management, Executive Education
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CQF Institute
Certificate in Quantitative Finance
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ARPM
Advanced Risk and Portfolio Management
Work experience
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Fitch Group
Quantitative Analytics — 11 years 11 months
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Cass Business School
Visiting Lecturer, Faculty of Finance — 12 years 3 months
I can help with
A cross-asset quant and passionate about quant finance. I set capstone projects for CQF in credit, portfolio allocation with denoised matrices and BL views, interest rates and counterparty risk, pairs and stat arb. Developed “Step 3” addition to Engle-Granger procedure in cointegration analysis. The recent work on ML classifiers on default probability data (CDS markets). Worked for two family offices for several years: filtering sell-side research, advising on performance and hedges, and structuring PE investments.
Professional expertise areas
- Market research/Trading | 1
- Derivatives | 1
- FX & Rates | 1
- Equity | 1
- Fixed Income | 1
- Quant Research | 1
- Asset Management | 1
- Trading | 1
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