Richard Vladimir Diamond


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Richard Vladimir Diamond



Educational experience

  • Imperial College Business School

    Risk Management, Executive Education

  • CQF Institute

    Certificate in Quantitative Finance

  • ARPM

    Advanced Risk and Portfolio Management

Work experience

  • Fitch Group

    Quantitative Analytics — 9 years

  • Cass Business School

    Visiting Lecturer, Faculty of Finance — 9 years 4 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.