Former JP Morgan head of counterparty credit risk modeling, Dmitry Pugachevsky  has joined Quantifi as research director.

Pugachevsky will be responsible for managing Quantifi’s global research efforts.

He brings more than 18 years’ counterparty credit and cross-asset modeling experience to Quantifi. Prior to JP Morgan, Pugachevsky was global head of credit analytics at Bear Stearns for seven years where he was responsible for modeling the whole spectrum of credit instruments.

Prior to that, he worked for eight years with the analytics groups of Bankers Trust and Deutsche Bank, developing models for credit, fixed income and equity derivatives.

“The OTC markets are witnessing significant change, driven by new regulatory initiatives including the Dodd-Frank bill and the impending Basel lll capital accord," said Pugachevsky. "These changes have brought a heightened focus on counterparty risk and highlight the need for firms to adopt active counterparty risk management systems.”  

 

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