Ion Mihai, PhD

Ion Mihai is a Quantitative Analyst for Numerix. His focus is on developing solutions around CVA, FVA, and Numerix’s CrossAsset Server platform, as well as working with clients and prospects as a pre-sales quant on bespoke solutions and training. He recently co-authored a paper on Funding Value Adjustment with Drs. Alexander Antonov and Marco Bianchetti. Prior to Numerix, Dr. Mihai started his career as a research scientist in Algebraic Geometry at the Weizmann Institute, Israel, following a PhD in Mathematics from the Fourier Institute in Grenoble. After joining the financial software industry, he worked as a quant developer on LMM and other fixed income models, and performed independent valuation for a wide range of derivatives, including: structured rates, short- and long-dated equity exotics, equity baskets and structured credit products.