-After getting an MBA and an MSc, Shivaji received his PHD in Operations Research at 25 years of age. He has the unique honor to have become one of Baruch College’s youngest professor since its inception.
-His experience includes 20+ years of derivatives trading, having been an MD and Partner at Deutsche Bank, Societe Generale & CF & Co.
-Throughout his career Shivaji has worn many hats, (including acquiring a massive €115mm real estate portfolio on behalf of a hedge fund) in attempts to gain experience for the eventual founding of his company: Fair Value Partners.
-Shivaji is well versed in a variety of programming languages: having designed, programmed, and implemented both electronic trading interfaces and trading algorithms for financial companies and institutional banks.
-Aside from running FVP, Shivaji is currently a professor at Stevens Institute of Technology (SIT)
-This algorithm is a collaboration between Shivaji Rao and renowned quant, researcher, and mathematician Raphael Douady. Douady has made many academic contributions to both mathematics and finance. He is one of the principal inventor of ‘antifragility’ theory. He has also contributed to redesigning interest rate models in major banks, such as Société Générale, NatWest, CIBC and Citigroup, for risk and trading, using deep geometric concepts in infinite dimensions.
-Originally from France, Douady is former executive counsel to France’s LABEX ReFi, aimed at examining the effectiveness of EU regulations in response to the financial crises. He also held the Frey chair of quantitative finance at Stony Brook University.
-Douady currently advises for several well known quant firms. He has founded fin tech firms RiskData and Datacore. He also teaches as a professor of quantitative finance and data science at several prestigious universities.
-Douady spends his time flying between France and New York City where he teaches, researches, and advises.
