Alexander Kreinin


Alex has been with Algorithmics since 1995. After IBM acquisition in 2011, he became STSM and Head of Quantitative Research, Risk Analytics. Alex has PhD in Probability and Statistics from the University of Vilnius (Lithuania). He published over 60 papers and 2 monographs. His research areas include Market and Credit Risk Modelling, Numerical Methods for Risk Management, Monte Carlo Methods, Calibration of Stochastic Models, Semi-Analytical Methods of Portfolio Valuation, Design of Numerical Algorithms and their Software and Hardware Implementation.
Dr. Kreinin is an Adjunct professor in the Computer Science Department of the University of Toronto and has been affiliated with the “Masters of Mathematical Finance” program.