Dr Nikan Firoozye

My blogs

Blogs I follow

About me

Gender Male
Industry Banking
Occupation Hedge Fund Research and Trading
Location London, United Kingdom
Introduction Dr Nikan Firoozye has over 18 years experience in finance in a variety of mostly fixed income roles: Strat, Quant Strat, EM Rsrch, MBS/ABS Rsrch & Securitization, Structuring, Asset Alloc and Risk Mgt and RV Trading at banks and fund managers, including Lehman, Sanford Bernstein/Alliance, Deutsche, Goldman, and Citadel and Nomura. *His skills are in quant finance, modelling and structuring, legal technicals for structuring, risk mgt, portfolio construction and analysis, macro forecasting, algo and rv trade analysis, HFT, strategy, exotics design and structuring and Islamic Finance. He started running Islamic Finance Resources in Jan 2009 and co-mgr of LinkedIn group Global Islamic Funds & Sukuk. *BS, Harvey Mudd; PhD, Math-Nonlin PDE, Courant Inst, NYU. Postdoc in MN (IMA), Edinburgh, Bonn, NYU. Asst Prof at UIUC. *Married with two children.
Interests Islamic Finance, Islamic Law, Bayesian Statistics, Macroeconomics, Monetary Theory, Timeseries Econometrics, Machine Learning, Greece, Sovereign CDS, EUR and EU future, Moral hazard and mechanism design. Distressed Debt, Uncertainty in Finance, Derivatives Stratregy.
Favorite Movies Year of Living Dangerously, Shawshank Redemption, The Fog of War, About a Boy, Notting Hill
Favorite Music Miles Davis, Dexter Gordon, Herbie Hancock, Lester Young, Duke Ellington, other Jazz, Grateful Dead, Nusrat Fateh Ali Khan, Mohammed-Reza Lotfi, Mohammed-Reza Shajarian, Simon Shaheen, Mozart, Beethoven, Stravinsky
Favorite Books Information Theory Inference and Learning Algorithms, If on a winter's night a traveler, Cat's Cradle, The Alchemy of Happiness, When you hear hoofs think of a Zebra