Instructor since 2017
Dr. Amir Sadr received his Ph.D. in 1990 from Cornell University with thesis work on the Foundations of Probability Theory. After working at AT&T Bell Laboratories until 1993, he started his Wall Street career at Morgan Stanley, initially as a Vice President in Quantitative Modeling and development of exotic interest rate models, and later on as an exotics trader in Derivative Product Group. He founded Panalytix, Inc. in 1997 to develop financial software for pricing and risk management of interest-rate derivatives. In 2001, he joined Greenwich Capital as a Managing Director for proprietary trading. He joined HSBC in 2005 as Senior Trader in charge of CAD exotics and USD inflation trading. In 2008, he was the COO of Brevan Howard US Asset Management in Connecticut. In 2009, he co-founded Yield Curve Trading, LLC, a fixed-income proprietary trading firm and served as its COO. He founded Panalytix Solutions in 2017, a boutique consulting firm providing services to hedge funds, family offices, and broker dealers and litigation support services to law firms.
He is the author of the 2009 Wiley book, Interest Rate Swaps and their Derivatives, and a co-author of 2017 Wiley book, The Capital Markets: Evolution of the Financial Ecosystem. He is working on his new book, An Introduction to Mathematics of Finance to be published in 2020.