Volkan Kubali, Ph.D. is a Managing Director at FTI Consulting’s Securities, Commodities and Derivatives practice with more than 25 years of experience at leading buy-side and sell-side institutions in investment management, systematic trading and strategy, quantitative analysis and risk management. He assists clients on a wide range of transactional, advisory and contentious matters involving applications of quantitative finance and data science. He has extensive understanding in mathematical modeling, statistical analysis and machine learning.
Dr. Kubali’s expertise includes advisory and risk analysis across financial markets, commodities and digital assets. His work in the trading, investment and quantitative analysis space includes producing data-driven investment strategies; implementing trading and hedging algorithms with automated workflow; applying research for investments based on algorithmic analysis; performing research and modeling based on relationships of econometric, fundamental and technical data, as well as developing pricing, risk and trading strategy models.
As an investment manager, Dr. Kubali has traded and managed credit portfolios with consistent risk-adjusted returns. He has experience trading bonds, credit derivatives, structured credit as well as equity and FX derivatives.
Dr. Kubali also has hands on risk management experience. He supervised the risk for fixed income trading desks at multiple institutions and has produced comprehensive risk reports and liaised with regulators. His experience also includes advising in bank acquisitions and third-party hedge fund investments.
Prior to FTI Consulting, Dr. Kubali worked at leading firms such as Squarepoint Capital, Millennium Partners, Mizuho and Natixis. Dr. Kubali earned a Doctor of Science degree in Applied Artificial Intelligence from MIT. Additionally, he received his Master of Science in Nuclear Engineering degree from MIT and earned his Bachelor of Science degree from Hacettepe University in Ankara, Turkey, where he finished Summa Cum Laude and received both a Koc Foundation Award and Dogramaci Foundation Prize for his academic achievements.