Vola Dynamics
Dr. Jiri Hoogland is an expert in modeling and pricing complex cross-asset derivatives as well as the technology for fully automated pricing and risk-management systems with 20 years of experience in the financial industry.
After working on financial modeling at CWI, the Dutch center for Mathematics and Computer Science, in Amsterdam from 1997-2001, he spent two years at Mirant, modeling power and storage assets. From 2003-2005 he built equity derivatives pricing and risk management models at Wachovia Securities in New York. He was at Morgan Stanley from 2006-2015, working first for the commodities business, building the analytics for the oil/natgas/metals options and exotic derivatives desks. Next he developed fully automated cross-asset derivative pricing solutions for the fixed income business. This experience has given him an extensive knowledge of successfully modeling and building complex, robust financial pricing/risk-management systems. He received his Ph.D. in theoretical particle physics from the University of Amsterdam.
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Vola Dynamics
Whether a high-frequency trader at a prop shop, vanilla, flow, or exotic trader at a bank or hedge fund, a risk manager, or involved in model validation, scenario analysis, or margin calculations, they provide critical analytics to make the job simpler, faster, and better.