Stef Mousavi
Vice President, Interest Rate Option Desk Strat at Citi | New York City Metropolitan Area
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Vice President, Interest Rate Option Desk Strat at Citi in September 2019 to Present
Exotic Interest Rate Option Desk Strat at Citi in August 2017 to September 2019
PhD Researcher (Option Pricing with Delayed Information) at University of California Santa Barbara in September 2013 to June 2017
PhD Researcher (Systemic Risk and Stochastic Games with Delay) at University of California Santa Barbara in September 2013 to June 2017
Intern (Approximate Hedging in incomplete markets ) at Laboratoire de Probabilités et Modèles Aléatoires in January 2012 to July 2012
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University of California, Santa Barbara, Master of Arts - MA, January 2013 to January 2016
Ecole polytechnique, Master's degree, January 2011 to January 2012
University of Warwick, Master's degree, January 2010 to January 2011
Amirkabir University of Technology - Tehran Polytechnic, Bachelor's degree, January 2006 to January 2010
University of California, Santa Barbara, Doctor of Philosophy - PhD, January 2013 to January 2017
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Matlab
Quantitative Finance
Statistics
Operations Research
Hedging
Options
Mathematical Modeling
Machine Learning
Optimization
C++
Monte Carlo Simulation
Mathematical Programming
Microsoft Office
LaTeX
Mathematical Finance
C
Programming
Stochastic Analysis
Stochastic Processes
Stochastic Calculus
Derivatives Pricing and Hedging
asymptotic methods in finance
stochastic games
stochastic portfolio theory
derivatives pricing
Derivatives
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Discover more about CitiWhat is Stef Mousavi email address?
Email Stef Mousavi at [email protected] and [email protected]. This email is the most updated Stef Mousavi's email found in 2026.
How to contact Stef Mousavi?
To contact Stef Mousavi send an email to [email protected] or [email protected].
What company does Stef Mousavi work for?
Stef Mousavi works for Citi
What is Stef Mousavi's role at Citi?
Stef Mousavi is Vice President, Interest Rate Option Desk Strat
What is Stef Mousavi's Phone Number?
Stef Mousavi's phone (212) ***-*294
What industry does Stef Mousavi work in?
Stef Mousavi works in the Banking industry.
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