Principal

Iraj is a Quantitative Strategist and a member of the Investment Committee.

Iraj is the Adjunct Professor of Financial Engineering at Columbia University.  Previously, Iraj was the Vice President of Quantitative Strategies Group at Goldman Sachs from 1991 to 1998, where he was the senior modeler for the equity derivatives division.  Prior to joining Goldman Sachs, he was the member of quantitative modeling in the Fixed Income Derivatives Trading group at Bankers Trust. Iraj has conducted significant research in derivative markets and has made numerous publications in financial and scientific journals worldwide.  He is the co-author of fundamental work in Implied Volatility Trees, Static Options Replication and Stochastic Local Volatility, has participated in numerous lectures and conferences, and is the recipient of 1995 and 1996 Graham & Dodd Award. 

Iraj received his PhD in theoretical particle physics from the University of Oxford, his MS in particle physics from the University of Michigan, his MS degree in mathematics and his B.S. degrees in both mathematics and physics from the University of Minnesota.  He currently serves as an Adjunct Professor of Financial Engineering in the Department of Industrial Engineering and Operations Research at Columbia University, and as fellow of Financial Mathematics at the Courant Institute of New York University.