Dr. Richard Diamond offers over thirteen years of teaching and practitioner experience in quant finance, data analysis and econometrics. He is recognized for empirical studies of cointegration for trading published at WILMOTT and distributed academically. Following posts at Regent’s and City Universities, London, he took an Associate Principal role at a private investment office to help control accounts with asset managing firms and set up a trading operation with multi-million exposure to equity, vanilla options and FX. Richard designed, coded and executed systematic arbitrage in VIX futures.
Richard’s responsibility to ensure the Certificate in Quantitative Finance has the up-to-date models in pricing, risk and credit adjustment. He worked on strengthening CQF coverage of time series, strategies backtesting, robust portfolio construction and machine learning. He offers over eight years of modeling experience with dynamic hedging, volatility surface, and exotic options. Within Fitch Group, Dr Diamond gives in-house advice on analyst training, credit market indicators, PD and ratings transition. His edge in time series expertise delivered practical methods in sterling curves data analysis, credit product structuring, and robust portfolio covariance. That work was done to assist the CQF delegates in practical, often front-office/trading desk, coding projects in R/Matlab and Python/Java/VBA/C++.
Dr. Diamond earned a postgraduate diploma in teaching and learning at University College London, with a thesis on the threshold concepts in quantitative finance, and the Fellowship from The Higher Education Academy in the UK. He did graduate studies at Penn State and holds a PhD in management science.