Samim Ghamami is currently a Senior Economist at the US Department of the Treasury, Office of Financial Research, and an Adjunct Professor of Finance at NYU’s Courant Institute of Mathematical Sciences. Samim received his Ph.D. in Operations Research and Mathematical Finance from the University of Southern California in 2009, where his principal advisor was Sheldon Ross.
Samim has been an Economist at the Board of Governors of the Federal Reserve System and an Advisor to the Basel Committee on Banking Supervision. His work on the interplay between the regulation and risk management of banks and central counterparties has been presented and discussed at central banks, supervisory agencies, and among standard setting bodies. He has worked as an expert with the Financial Stability Board on the review of OTC derivatives market reforms since 2016.
Samim has also been a Visiting Scholar at the Department of Economics at UC Berkeley, a Senior Quantitative Researcher at MSCI, a Quantitative Analyst at Barclays Capital in New York, an Adjunct Professor at USC, and a Post-Doctoral Researcher at CREATE Homeland Security Center. His publications have appeared in various journals including the Journal of Applied Probability, Mathematics of Operations Research, Journal of Financial Intermediation, Journal of Credit Risk, Journal of Derivatives, Probability in the Engineering and Informational Sciences, Quantitative Finance, and the International Journal of Financial Engineering.