Bloomberg News

JPMorgan Derivatives-Risk Assessor Pugachevsky Joins Quantifi

October 05, 2011

Oct. 5 (Bloomberg) -- JPMorgan Chase & Co.’s Dmitry Pugachevsky, who oversaw analysis of some of the bank’s derivatives risks, joined Quantifi Inc. to run the research division.

Pugachevsky, who has more than 18 years’ experience in the field, was the head of counterparty credit modeling at New York- based JPMorgan. Before that, he was the global head of credit analytics at Bear Stearns Cos.

Changes to derivatives regulation in the U.S. and new international capital rules for banks “have brought a heightened focus on counterparty risk and highlight the need for firms to adopt active counterparty risk-management systems,” Pugachevsky said in a statement released by Summit, New Jersey- based Quantifi today.

Pugachevsky has a doctorate in applied mathematics from Carnegie Mellon University in Pittsburgh.

--Editors: Steve Dickson, Peter Eichenbaum

To contact the reporter on this story: Dawn Kopecki in New York at dkopecki@bloomberg.net

To contact the editor responsible for this story: David Scheer at dscheer@bloomberg.net


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