Samim Ghamami is a Senior Researcher and an Adjunct Professor of Finance at NYU Tandon Department of Finance and Risk Engineering and the NYU Courant Institute, a visiting scholar at UC Berkeley Department of Economics, and a senior researcher at UC Berkeley Center for Risk Management Research and the Consortium for Data Analytics in Risk. Ghamami also serves on the advisory board of the Mathematics in Finance Program at the Courant Institute.
Ghamami has been a senior economist and a senior vice president at Goldman Sachs, the managing director, and senior economist at the Financial Services Forum, and an adjunct associate professor of economics at Columbia University. He has also been an acting associate director and a senior economist at the U.S. Department of the Treasury, Office of Financial Research, and an economist at the Board of Governors of the Federal Reserve System.
Ghamami’s research has broadly focused on financial economics, quantitative finance, and more recently on the interplay of finance and macroeconomics. His work on banking, central clearing, financial stability, risk management, and financial regulation has been presented and discussed at central banks. He has been an advisor to the Bank for International Settlements and has worked as an expert with the Financial Stability Board on post-financial crisis reforms in 2016 and 2017. Ghamami has also served on the National Science Foundation panel on Financial Mathematics in 2017 and 2018.
Ghamami has also been a senior quantitative researcher at MSCI, a quantitative researcher at Barclays Capital, an adjunct professor at USC, and a post-doctoral researcher at CREATE Homeland Security Center.
Ghamami received his Ph.D. in Mathematical Finance and Operations Research and from the University of Southern California in 2009. His publications have appeared in different journals including Management Science, 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, Journal of Risk, International Journal of Financial Engineering, and the Risk Magazine.