Iraj Kani
318 S. W. Mudd Building
500 W. 120th Street
New York, New York 10027
Phone: +1 212-854-2987
Fax: +1 212-854-8103
Email: ,
Dr. Kani is currently the president and founder of Martingale Technologies, a provider of consulting and analytic services to financial institutions and asset management industry. Prior to that, he was a vice president at the quantitative strategies group of the equity derivatives division at Goldman Sachs, where he was responsible for quantitative modeling of equity structured products and exotic options. Prior to Goldman Sachs he was a member of the fixed income swaps and derivatives trading group at Bankers Trust & Co., where he provided quantitative risk modeling and support for fixed income derivatives securities. Dr. Kani’s previous research was focused primarily on the nature and impact of volatility risk in equity derivatives markets. His current research is focused on understanding of distributional aspects of dynamical trading strategies, and methodologies for implying dynamical strategies from the observed time series of returns. He received a D.Phil. in theoretical physics from University of Oxford (in conjunction with Harvard University) and has master's and bachelor's degrees in both mathematics and physics from the universities of Michigan and Minnesota.