Eugene Neduv is an expert in quantitative methods in finance and a risk management professional with more than 10 years experience in the industry. His interests include macro-prudential stress testing, systemic risk, agent based modeling, data science, network theory, correlation and volatility trading and portfolio optimization.
Eugene graduated from Columbia University in 2002 with a PhD degree in Mathematics and continued as a postdoctoral researcher at the Institute for Pure and Applied Mathematics in Brazil and Humboldt University in Germany. After transitioning into financial technology and risk management Eugene started his own consulting practice advising for several hedge funds in New York and Sao Paulo.
Eugene is currently VP Business Solutions at Financial Network Analytics www.fna.fi and an Adjunct Research Scientist in the Department of Industrial Engineering and Operations Research at Columbia University, New York.