Khosrow Dehnad
318 S. W. Mudd Building
500 W. 120th Street
New York, New York 10027
Phone: +1 212-854-2942
Fax: +1 212-854-8103
Email:
Professor Dehnad is a managing director in the Global Portfolio Optimization group at Citigroup. He heads the exotic credit trading and is the global head of new Credit Derivatives Products. Previously, he was head of fixed income derivatives structuring and new products. Prior to the merger of Citibank and Travelers group, he was the head of Hybrid Desk at Citibank where he created products such as Flexible Cap, Q-Cap, and Defensive Swap, etc. Professor Dehnad received his B.S. in mathematics with first class honors from University of Manchester, England, and his Ph.D. in maths from University of California, Berkeley. He was a deputy director of the foreign exchange department at Central Bank of Iran. After receiving his second doctorate in applied statistics from Stanford University, he joined AT&T Bell Labs where he published the book Quality Control and Taguchi Method. He has worked at the program trading firm of D. E. Shaw and derivatives marketing and structuring group at Chase Manhattan Bank. For the past ten years, Professor Dehnad has been an adjunct professor of operations research at Columbia University. He has taught at University of California at Berkeley, San Jose State University, and Rutgers University.