Manuel Zamfir’s Email & Phone

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Manuel Zamfir

Quant Associate @ UBS Investment Bank

Manuel Zamfir Contact Details

Location:
New York, New York
Work:
Quant Associate @ UBS Investment Bank
Strategist Vice President @ Goldman Sachs
Quant Summer Intern @ UBS Investment Bank
Education:
PhD @ Stanford University
About:

Quantitative Skills: • Broad spectrum of expertise in designing, pricing, modeling and risk management of various equity derivatives, including: • Processes: Local volatility (with dividends and jumps), stochastic vol models, analytical market models, moment matching models, variance curve models for volatility products. • Valuation methods: Monte-Carlo engines (quasi random sequences, Cholesky decomposition, Brownian bridge path and min/max 

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