Calypso Technology has appointed David Kelly as director of Financial Engineering.
Kelly most recently was director of Credit Product Development at Quantifi and has experience in finance as a trader, quant and technologist. At Quantifi, he oversaw quantitative and technical staff in providing pricing and risk solutions to global banks, asset managers, hedge funds and insurance companies.
Kelly also has been a senior trader on Citigroups CVA desk and was formerly head of the Global Analytics group at J.P. Morgan Chase. He also has served as CRO for a hedge fund, where he defined and implemented risk management processes and systems.
At Calypso, Kelly will report to Tej Sidhu, senior vice president of Engineering.
This is a time of rapid growth and expansion for the firm and I look forward to lending my experience and insights to the Financial Engineering team as we look to further enhance our sophisticated derivatives pricing analytics, including CVA, Kelly says.
Calypso says the hire is part of an expansion of its team of financial engineers.
David brings tremendous experience and expertise to our Financial Engineering team, says Kishore Bopardikar, president and CEO of Calypso. His appointment is a part of our commitment to innovation. We are always looking to break new ground in the OTC derivatives industry and David has a history of bringing new and valuable developments to the industry. We are excited to have him on board..
(CG)