Cyrus Vesvikar is a seasoned Quant Analyst currently serving as a VP in Front Office Equity Exotics Quantitative Analysis at Citi, where they develop and price unique equity derivative products. With previous experience as a Senior Associate Quant at Citi and roles at AlgoAnalytics and GE, Cyrus has developed a strong expertise in volatility model calibration, statistical arbitrage, and optimization techniques. Cyrus holds a Master of Financial Engineering in Financial Mathematics from the University of California, Berkeley, and earned a degree from the Indian Institute of Technology, Bombay.
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