Ilja Faerman

As VP and Head of Financial Engineering at Numerix, Ilja Faerman has extensive expertise in pricing complex derivatives in multiple asset classes, as well as calculating market and counterparty credit risk for large portfolios of simple and complex instruments. In recent projects, he has focused on economic and regulatory capital allocation and the coherent modeling of risk factors for CVA/DVA figures. Prior to Numerix, Mr. Faerman worked as a financial engineer and model validation analyst at Thomson Reuters. He holds a BSc in Business and Computer Science from the University of Rostock and an MSc in Finance from the Frankfurt School of Finance & Management. He is currently located in Numerix’s Frankfurt office.