Quantifi Snaps Up JP Morgan's Pugachevsky

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Dr. Dmitry Pugachevsky joins Quantifi in New York from JP Morgan

New York-headquartered Quantifi, a provider of analytics, trading and risk management products and services to buy-side and sell-side firms, has appointed Dr. Dmitry Pugachevsky as research director. Pugachevsky, who joins Quantifi from JP Morgan, where he was head of counterparty credit modeling, will be responsible for managing the firm's global research efforts.

Pugachevsky brings more than 18 years' counterparty credit and cross-asset modeling experience to Quantifi. He joins the vendor from JP Morgan, where he responsible for developing new models for calculating CVA (credit value adjustment) across different asset classes and supporting credit portfolio trading.

Before starting with JP Morgan in 2008, Pugachevsky was global head of credit analytics at Bear Stearns for seven years, responsible for modeling a range of credit instruments. Prior to that, he worked for eight years with the analytics groups of Bankers Trust and Deutsche Bank, developing models for credit, fixed income and equity derivatives.

Pugachevsky received his PhD in applied mathematics from Carnegie Mellon University.

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