John Zerolis is the founder of Angle Vista LLC, which provides quantitative market and credit risk modeling and training to clients. In the course of his career, John has developed leading edge visualization, simulation, and factor modeling techniques for valuing and hedging equity, index and FX options. Previous roles include Head of Risk Analysis at Brinson Partners, Global Head of Risk Analytics at Swiss Bank Corporation, and Vice President of Quantitative Research at O’Connor and Associates, where he was responsible for designing real-time equity option trading and risk control systems.
John previously served as an Associate Director of the Financial Mathematics program. He is currently one of the moderators of the Project Lab.