Dr Arcady Novosyolov
Dr Arcady Novosyolov is an independent consultant, and a former Associate Professor at the Siberian Federal University (1996-2014, 18 years), where he lectured on risk theory and its applications to finance, and worked on his research into financial risk theory. He is an expert mathematics models creator and solver, and has amassed over 30 years of professional expertise in applied mathematics, non-parametric statistical model building, mathematical description, programming language code, stress-testing, and risk models for financial and commodity markets. His previous roles include Chief Scientific Adviser, RiXtrema Inc (2010-2013) and FactSet (2007-2010); Senior Researcher, Institute of Computational Modelling SB RAS (1997-2008); Associate Professor, Siberian State Aerospace University (1993-1994), and Researcher, Computing Center SB AS USSR (1976-1989). He holds a PhD in Applied Mathematics (Tomsk State University), has been published widely, and received the prestigious 2015 Peter L. Bernstein Award for his joint paper 'Robust Risk Estimation and Hedging: A Reverse Stress Testing Approach' published in the Journal of Derivatives.