Professor Kosrow Dehnad was a Managing Director in the Global Portfolio Optimization group at Citigroup. He headed the Exotic Credit Trading and was the Global head of new Credit Derivatives Products. Previously, he was head of Fixed Income Derivatives Structuring and New Products. Before the merger of Citibank and Travelers group, he was the head of Hybrid Desk at Citibank, where he created products such as Flexible Cap, Q-Cap, and Defensive Swap, etc.
Professor Dehnad received his BSc. in Mathematics with first-class honors from the University of Manchester, England, and his PhD. in Mathematics from the University of California Berkeley. After receiving his second Doctorate in Applied statistics from Stanford University, he joined AT&T Bell Labs, where he published the book “Quality Control and Taguchi Method.” He has worked at the Program trading firm of D.E. Shaw and Derivatives marketing and structuring group at Chase Manhattan Bank. For the past ten years, Professor Dehnad has been an Adjunct Professor of Operations Research at Columbia University. He has taught at the University of California at Berkeley, San Jose State University, and Rutgers University.