Valeri Rousskikh, Ph.D. is a Managing Director in FTI Consulting’s Securities, Commodities and Derivatives practice. He assists clients on a wide range of transactional, advisory and contentious matter with a focus on quantitative strategies and complex valuations across asset classes. He has managed leading quantitative analytics and strategy teams in major investment banks where he developed advanced trading and risk management models.
Dr. Rousskikh brings 20 years of experience in the field of quantitative analysis across asset classes (e.g., interest rate, FX, commodity, equity, credit, cryptocurrencies, hybrid), including derivatives pricing and market data model development, portfolio valuations and risk management and analysis. He has a proven track record of building sophisticated quantitative models and developing cutting-edge infrastructure with an emphasis on trading tools, risk-management methods, and portfolio analytics.
Prior to FTI Consulting, Dr. Rousskikh held a succession of roles focusing on Interest Rates Volatility Exotics at Citigroup within the Markets and Securities Services division, including US head of Rates Exotics Quants and co-Head of Global Rates Exotics Quants. Prior to that, he held several important quantitative roles at Goldman Sachs, including but not limited to, Head of Cross Asset Quant Strategists in the Securities Division and US Head of Model Risk Management within the Fixed Income Currency and Commodity Division (“FICC”). Dr. Rousskikh started his career in academia in applied mathematics and oilfield services industry focusing on the mathematical modeling of physical processes in oil deposits and wells.
A major focus for Dr. Rousskikh is the ongoing growth and management of Quantum, FTI Consulting’s proprietary analytics and risk management flagship technology solution that provides comprehensive valuation services, advanced risk reporting across asset classes and a configurable stress testing framework with complex scenario analysis capabilities.
Dr. Rousskikh holds a Ph.D. in Mathematics (Mechanics of Fluid, Gas and Plasma) from Institute for Mathematical Modeling of the Russian Academy of Sciences (Moscow, Russia) and a M.Sc. in Applied Mathematics from Institute of Nuclear Power Engineering, (Obninsk, Russia). He has published several papers on mathematical physics in major international scientific journals and conference proceedings (e.g., Mathematical Models and Computer Simulations, Acta Applicandae Matematicae, IMACS International Conference on Computational Physics).
Awards & Recognition:
- Gold medal, Best Student Scientific Work on Mathematics, Russian Ministry of Higher Education (1992/1993)