Dr. Igor Jouravlev
About Dr. Igor Jouravlev
Dr. Igor Jouravlev is a Sr. Quantitative Analyst at CIBC with extensive experience in financial modeling, risk management, and quantitative analysis.
Title and Current Positions
Dr. Igor Jouravlev holds the position of Sr. Quantitative Analyst at CIBC since 2015 in the Toronto, Canada Area. He also serves as Sr. Quantitative Financial Engineer at S&P Capital IQ since 2013 and as Quantitative Analyst/Developer at Edenbrook Hill Capital Ltd since 2006. His extensive career in quantitative analysis and financial engineering spans multiple prestigious organizations, reflecting a deep commitment to the field.
Previous Work Experience
In his previous roles, Dr. Igor Jouravlev worked at CIBC as a C++/C# Quantitative Developer from 2004 to 2005. He also served as a Risk Manager at TD Bank Group in 2003 for a brief period. These roles provided him with valuable experience in quantitative development and risk management, contributing to his overall expertise in financial analysis and systems development.
Educational Background
Dr. Igor Jouravlev has an extensive educational background. He earned a PhD in Information Systems Management, Operations Research, and Mathematical Finance from Walden University, Minneapolis, MN, USA. He holds a certificate in Quantitative Finance from Wilmott CQF, London, UK, where he graduated first in class. Additionally, he achieved a Master of Laws (LLM) in International Finance and Banking Law from the University of Liverpool, and a Master in Mathematical Finance (MMF) from the University of Toronto. He also holds a degree in Computational Mathematics and Cybernetics from MV Lomonosov Moscow State University, Russia.
Technical Expertise and Specializations
Dr. Igor Jouravlev specializes in stochastic calculus, risk-neutral pricing, and stochastic volatility surfaces. He uses finite difference methods and transition matrix computations in financial modeling. He has developed statistical models for trading purposes, focusing on credit risk pricing models for CDOs using various copulas and stochastic processes. He also incorporates stochastic recovery rates into credit risk models and calibrates stochastic processes using R.
Software Development and Programming
Dr. Igor Jouravlev has developed a C++/STL/Boost/C#/CLI C++ mathematical library for credit derivatives pricing models and credit risk analysis. He holds a Sun Certified Java Programmer (SCJP) certification, showcasing his proficiency in Java programming. He has developed applications for real-time and historical market data extraction using the Bloomberg API. His expertise in systems analysis and building financial information systems, particularly for risk management, underlines his comprehensive skill set in software development and quantitative analysis.