|Senior Quantitattive Engineer On Credit Derivatives - Oct 05|
Marian Ciuca appointed as new Senior Quantitative Engineer.
Marian Ciucă, is currently a quantitative engineer at Pricing Partners. Marian Ciucă graduated from University of Bucharest (Romania) and holds a Ph.D. in financial mathematics from the Aix-Marseille University (France) and a D.E.A. in applied mathematics.
Prior to joining Pricing Partners, he was a member of the MATHFI research group, from INRIA (French National Institute for Research in Computer Science and Control), where he developed credit derivatives models for their pricer called PREMIA. PREMIA is developed by the MATHFI team in interaction with a consortium of institutions like Société Générale, Calyon, IXIS CIB, the Crédit Industriel et Commercial (CIC), Summit Systems, EDF and GDF.
About Pricing Partners
Founded by professionals of the trading floor industry, Pricing Partners provides software solutions and consulting services for derivatives independent valuation. Pricing Partners proposes Price-it®, an independent analytic library solution to price complex financial products on different markets (IR, Equity, Credit, Inflation, Hybrids, Commodities and FX).
The Pricing Partners solution enables users to comply with accounting standards evolution as well as regulation evolutions in a capital market industry related to independent valuation issues of OTC products. Price-it® principally targets asset-managers, financial departments of large banks, dealing rooms and audit firms. The company is based in Paris.