![Zakhar G. Maymin](data:image/svg+xml,<svg xmlns="http://www.w3.org/2000/svg" width="16" height="16" fill="%231b1b1b" class="bi bi-person-fill" viewBox="0 0 16 16"><path d="M3 14s-1 0-1-1 1-4 6-4 6 3 6 4-1 1-1 1zm5-6a3 3 0 1 0 0-6 3 3 0 0 0 0 6"/></svg>)
Profil
Prior to founding Maymin Capital Management, Dr. Maymin along with his son Phil, launched and ran the entire equity derivatives and statistical arbitrage desks at Ellington Management Group from November 2000 to November 2004.
Dr. Maymin has also developed models, risk systems, and trading strategies for Sakura Global Capital, Susquehanna Investment Group, and Tech Partners.
He developed one of the world's first credit derivatives pricing systems and sold it to clients including a major Japanese bank and an international brokerage firm.
Dr. Maymin completed a Ph.D.
in Mathematics from MIT in one year in 1981.
He is a former professor of mathematics at Northeastern University and a former board member of the Education Committee of the Global Association of Risk Professionals (GARP).
He solved the Barlow-Proschan conjecture about the best bounds for system reliability, a problem that had been stated in the main monograph of the field and had remained unsolved for more than a decade.
Dr. Maymin has published in top journals both in the US and internationally.
Anciens postes connus de Zakhar G. Maymin
| Sociétés | Poste | Fin |
|---|---|---|
Maymin Capital Management LLC
 Maymin Capital Management LLC Investment ManagersFinance Maymin Capital uses a behavioral relative value approach to trade mainly equities and derivatives in a combination of volatility/correlation arbitrage and statistical arbitrage strategies. | Directeur en chef des Investissements | 31/12/2007 |
Ellington Management Group LLC
 Ellington Management Group LLC Investment ManagersFinance Ellington is an active manager which aims to generate attractive risk-adjusted returns for their investors over time, without taking excessive risk. The firm primarily uses proprietary and external models and computer applications to analyze mortgage-backed, mortgage-related, and asset-backed securities, loans and other instruments, futures, swaps, and other derivatives, and equity securities and options. | Gestionnaire de Portefeuille-Actions | 01/11/2004 |
Expériences
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Entreprise privées
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4
Relations au 1er degré
2
Entreprises liées au 1er degré
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Sociétés liées
| Entreprise privées | 2 |
|---|---|
Ellington Management Group LLC
Ellington Management Group LLC Investment ManagersFinance Ellington is an active manager which aims to generate attractive risk-adjusted returns for their investors over time, without taking excessive risk. The firm primarily uses proprietary and external models and computer applications to analyze mortgage-backed, mortgage-related, and asset-backed securities, loans and other instruments, futures, swaps, and other derivatives, and equity securities and options. | Finance |
Maymin Capital Management LLC
Maymin Capital Management LLC Investment ManagersFinance Maymin Capital uses a behavioral relative value approach to trade mainly equities and derivatives in a combination of volatility/correlation arbitrage and statistical arbitrage strategies. | Finance |
