Management Team

Kirill started his banking career in 2000 at Chase Manhattan Bank in London as a deputy head of equity exotic analytics for Europe and Asia before moving to European equity index options market-making desk where he was responsible for optimal delta-hedging and quantitative proprietary trading strategies. In 2003 his work on Credit Risk Reversal model for pricing and hedging credit and equity derivatives led to setting up JPMorgan Debt-Equity Relative Value Group.

Before joining Chase Manhattan Kirill worked as a Research Fellow at School of Physics of Birmingham University with a break in 1997 when he studied Financial Management at the Institute of Economics and Finance, St. Petersburg. During his academic career Kirill published more than 40 research papers on various subject in physics, mathematics and economics. His interest in application of methods of theoretical physics to financial modelling resulted in developing gauge theory approach to non-equilibrium asset pricing summarized in his monograph “Physics of Finance. Gauge Modelling in Non-Equilibrium Pricing” by Wiley & Sons (2001).

Kirill graduated from Leningrad University (1992) with a MSc in Physics and received a PhD in Mathematical Physics from Steklov Mathematical Institute of Russian Academy of Sciences (1994).

Selected papers in financial economics

Selected papers in physics and mathematics