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Ai & Quant Conference 2022 Hosted By MIT Sloan Quantitative Finance Club Speaker Profile : Dr. Gregory Pelts, Director, Global Analytics & Financial Engineering, Scotiabank

Dr. Gregory Pelts, Director, Global Analytics & Financial Engineering, Scotiabank

Dr. Gregory Pelts has been working in the financial industry for over a decade. He completed his training in mathematics and physics at the St Petersburg State University and the Steklov Mathematical Institute in Russia. He received his second Ph.D. in Theoretical Physics from the Rockefeller University in New York. Gregory has authored a number of publications and given presentations in theoretical physics and quantitative finance. Gregory is currently employed by Scotia Bank. Prior to that, he worked for Wells Fargo, BlackRock , Goldman Sachs, Bear Stearns and Dresdner-Kleinwort-Benson. Gregory focuses on applications of group theoretical methods to problems in quantitative finance, in particular, stochastic interest rates, stochastic volatility, and credit risk.

Ai & Quant Conference 2022 Hosted By MIT Sloan Quantitative Finance Club

Gregory’s work:

Game of Vols

Unspanned Volatility in Non-Affine Short Rate Models and Conformal Symmetry

Unspanned Stochastic Volatility & Conformal Symmetry (Presentation Slides)

Quantum Pricing (Presentation Slides)

Unspanned Stochastic Volatility, Conformal Symmetries, and Stochastic Time

No El Dorado Principle (Presentation Slides)

Unspanned Stochastic Covariations & Projective Geometry (Presentation Slides)