Dr Nikan Firoozye
Contact me
On Blogger since September 2008
Profile views - 4151
My blogs
- Vaguely Bayesian
- Islamic Finance Resources
- Global Islamic Finance Resources
- Nick's Blog: Bayesian Stats, Philosophy, Finance and Econ
- Global Islamic Finance Resources
- Euro Stuff
- IFR
Blogs I follow
| 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 |