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Piotr Karasinski

Managing Director at Karasinski Consulting

Piotr Karasinski is a distinguished quantitative finance expert and Managing Director at Karasinski Consulting, a role he has held since February 2021.23 He is best known for co-developing the Black–Karasinski short-rate model, a seminal contribution to interest rate modeling in derivatives pricing.134

Career Highlights

  • AlgoDynamix: Served as Director of Client Solutions (March 2020–February 2021), focusing on AI/ML-driven risk analytics and enterprise solutions for financial institutions.12
  • EBRD: Head of Model Validation (2016–2020) and Senior Advisor (2009–2016).23
  • Wall Street Experience: Held leadership roles at Goldman Sachs (VP, Quantitative Strategies Group, 1987–1994), Deutsche Bank (Director, Interest Rates Derivatives Research, 1994–1995), Citigroup (Director, European Interest Rates & Hybrids Derivatives Research, 1997–2005), and HSBC (Managing Director, Global Head of Quants, 2005–2008).23

Education & Affiliations

  • PhD in Physics from Yale University (1984) and MSc in Physics from the University of Warsaw (1978).23
  • Editorial board member of the Journal of Quantitative Finance.13

Recent Work

  • Authored a retrospective on the Black-Karasinski model’s 30th anniversary, reflecting on its development and enduring impact.4
  • Actively engaged in AI/ML applications for financial analytics, as highlighted during his tenure at AlgoDynamix.1

His LinkedIn profile (piotr-karasinski-7979709) confirms his current role and extensive career trajectory.2

Highlights

Apr 15 · papers.ssrn.com
The Black-Karasinski Model: Thirty Years On - SSRN
Apr 5 · thalesians.com
Piotr Karasinski: Random Walk from Physics to Finance - Thalesians
Piotr Karasinski: Random Walk from Physics to Finance - Thalesians
Apr 7 · prlog.org
Dr Piotr Karasinski, Director of Client Solutions - PRLog
Dr Piotr Karasinski, Director of Client Solutions - PRLog
Oct 25 · en.wikipedia.org
Piotr Karasinski - Wikipedia

Related Questions

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What role does Piotr Karasinski play at AlgoDynamix?
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Location

London, England, United Kingdom