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Sergey Myagchilov
Investment Vice President at Prudential Financial

Profile

Sergey Myagchilov is currently Investment Vice President at Prudential Insurance Company.

Sergey has received his Master's in Applied Physics and Mathematics from Moscow Institute of Physics and Technology and PhD in Theoretical and Applied Mechanics from Cornell University. He has been working in finance since 1999. His longest tenure was with Morgan Stanley for 10 years where as a structured credit quant he introduced models such as the model for pricing and hedging of CDO^2, dynamic portfolio model for non-copula type of pricing of CDOs, application of Kalman Filter to handling streams of data where new quotes come in at completely idiosyncratic times and many others. Sergey is currently working as a Quant with Prudential Insurance Company and supports their Variable Annuities business.

Sergey Myagchilov's Network

Agenda Sessions

  • Real World Interest Rate Model

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