Emilian heads the development of Northfield's Enterprise Risk analytics. His domain of responsibilities include modeling equity and fixed income, currency, equity, interest rate, and credit derivatives, structured products, directly owned real estate, private equity, and infrastructure, and ...more

Emilian heads the development of Northfield's Enterprise Risk analytics. His domain of responsibilities include modeling equity and fixed income, currency, equity, interest rate, and credit derivatives, structured products, directly owned real estate, private equity, and infrastructure, and developing an integrated framework for these asset classes to be analyzed side-by-side in a coherent, accurate, and economically logical fashion. He has introduced various innovative methodologies in the areas of convertible bond modeling, MBS path dependency, efficiency of numerical derivative pricing algorithms, credit risk, infrastructure investments, directly owned real estate, illiquidity risk, and multi-period risk and asset-liability management. Emilian has presented on some of these topics at various industry events in North America and Europe. Emilian is an actively involved CFA charter holder, holder of the Certificate in Advanced Risk and Portfolio Management, a member and founding member of respectively QWAFAFEW Boston and QWAFAFEW Toronto, a member of the PRMIA expert advisory group for Market Risk, and a winner of the 2013 PRMIA award for New Frontiers in Risk Management.less