Dan Toledano is a Vice President and Quantitative Analyst at Bank of America, focusing on equity ETFs since October 2022. Prior to this role, Dan served as a Quantitative Strategist at Cross River, where the development of a Markov chain model for predicting cash flows on unsecured consumer loans was a key contribution. Dan's experience also includes a position as a Quantitative Researcher at Exane, specializing in stochastic volatility modeling for exotic derivatives, and a Trader Assistant role at Crédit Foncier on the secured bonds primary market. Dan holds multiple degrees in quantitative finance and mathematics from prestigious institutions such as Sorbonne Université and Stanford University, and has completed a certificate in Data Science from NYC Data Science Academy.
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