Alireza Javaheri is the Global Head of Equity Derivatives Quantitative Research at Credit Suisse. He has been working since 1994 in the field of derivatives quantitative analysis in various investment banks including J.P. Morgan, Goldman Sachs and Citigroup. He holds an M.Sc. in Electrical Engineering from Massachusetts Institute of Technology and a Ph.D. in Finance from Ecole des Mines de Paris. He is also a CFA charter holder. He has authored several quantitative finance papers on the subject of volatility, including articles with Peter Carr, Paul Wilmott and Espen Haug. His book “Inside Volatility Arbitrage” was elected the quantitative finance book of the year by Wilmott magazine.
