User:Alexander Kreinin

Alex has been with Algorithmics since 1995. After IBM acquisition in 2011, he became STSM and Head of the Quantitative Research, Risk Analytics. Alex has PhD in Probability and Statistics from the University of Vilnius (Lithuania). He published over 60 papers and 2 monographs in the area of Probability, Stochastic Processes and Combinatorics. His applied research areas include Market and Credit Risk Modeling, Numerical methods for risk management, Monte Carlo methods, Calibration of stochastic models, Semi-analytical methods of portfolio valuation, Design of numerical algorithms and their software implementation.