University Lecturer at NYU Courant; Partner at CorePoint
Amir Sadr is an expert in fixed income and interest rate derivatives, a university lecturer at NYU Courant, and a consultant to banks, hedge funds and proprietary trading firms. His areas of expertise include quantitative methods and valuation techniques in fixed income and interest rate swaps, options, structured products, inflation derivatives, and crypto.
Amir’s Wall Street career spans a variety of senior roles at different banks and hedge funds including Morgan Stanley, Greenwich Capital, HSBC, and Brevan Howard. Amir co-founded Yield Curve Trading LLC, a proprietary trading firm utilizing macro and relative value fixed income strategies and served as its COO until its merger.
Amir is the founder of Panalytix Solutions LLC, providing analytical and system solutions to hedge funds, brokerage firms, and proprietary trading firms. Projects have included market scanners for G7 bonds, futures, and swaps markets; US, UK, EuroZone, JP inflation trackers. Amir is a founding Partner of CorePoint Partners, and his latest project was setting up a crypto trading desk for a proprietary trading firm. Before moving to finance, Amir was a researcher at AT&T Bell Laboratories applying simulation and stochastic optimization and control techniques to various products and services.
Amir is the author of the authoritative reference book, Interest Rate Swaps and Their Derivatives, used by a majority of practitioners in the swaps markets. He is currently completing Mathematical Techniques in Finance, Wiley 2022.
He obtained his M.S. and Ph.D. in Electrical Engineering with minors in Operations Research and Mathematics from Cornell University.
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