David Lam

David Lam is currently a Principal in Quantitative Risk Management at the Options Clearing Corporation, where they develop new pricing models and lead complex model integration projects. Previously, from 2008 to 2013, they served as a Quantitative Analyst at OCC, focusing on valuation methods for financial derivatives and maintaining Monte Carlo simulation systems. Prior to that, they were a Research Associate at Fermi National Accelerator Laboratory, where they researched particle physics and developed software for monitoring experiments. David holds a PhD in Physics from the University of Notre Dame and a BSc in Electrical Engineering and Mathematics from the University of Calgary.