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Sebastian Korbei

  • PhD in theoretical Physics from Cambridge University
  • 35+ years of programming, system design and development experience
  • 20+ years of experience in the financial services Industry specialist in stochastic mathematics for valuation and risk of financial derivatives
  • Diverse modelling tasks including:
    • Financial asset modelling, pricing and risk
    • Mathematical description of physical systems including quantum systems as well as scale analysis using fractals
    • Seismic data analysis and analytics
    • Balance sheet optimisation and trading signals
    • Economic simulations, supply chain modelling
Sebastian Korbei