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Dr. Jiri Hoogland is an expert in modeling and pricing complex cross-asset derivatives as well as the technology for fully automated pricing and risk-management systems with 20 years of experience in the financial industry.

After working on financial modeling at CWI, the Dutch center for Mathematics and Computer Science, in Amsterdam from 1997-2001, he spent two years at Mirant, modeling power and storage assets. From 2003-2005 he built equity derivatives pricing and risk management models at Wachovia Securities in New York. He was at Morgan Stanley from 2006-2015, working first for the commodities business, building the analytics for the oil/natgas/metals options and exotic derivatives desks. Next he developed fully automated cross-asset derivative pricing solutions for the fixed income business. This experience has given him an extensive knowledge of successfully modeling and building complex, robust financial pricing/risk-management systems. He received his Ph.D. in theoretical particle physics from the University of Amsterdam.