ALEXEY KUPTSOV

Instructor since 2009

ALEXEY KUPTSOV
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Alexey is a senior quant at Citigroup Emerging Markets Fixed Income unit where his team is responsible for analytics used by the LATAM part of the business. Alexey’s expertise lies in the areas of derivative pricing, portfolio risk management and CVA calculation. Prior to joining Citigroup in 2015 Alexey held various roles at JPMorgan Quant Research team. He holds a Ph.D. in Probability Theory from NYU Courant and an MS in Applied Math from Moscow Institute of Physics and Technology.

SELECTED PUBLICATIONS
REM Universality for Random Hamiltonians (2009)

Alexey Kuptsov and Gerard Ben Arous

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Universality of Random Hamiltonians (May 2008)

Alexey Kuptsov

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A New REM Conjecture (2008)

Alexey Kuptsov, Gerard Ben Arous, and Veronique Gayrard

VIEW PUBLICATION

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