Andrey Chirikhin, PhD, MBA, has 23 years of experience in finance, including 17 years as a "full stack" front office and risk quant in various postions at Dresdner Kleinwort, HSBC, Goldman Sachs, RBS and LetterOne, modelling most derivative types across every asset class.

In 1991, having graduated with silver medal form an English Specilized comprenehsive school No 3, Zhukovsky, Moscow Reagion, Russia, Andrey successfully passed the entry examinations and was admitted to Moscow Institute for Physics and Technology ("Fizteh"), Department for Aero Mechanics and Flight Technology. In 1996 he graduated from Fitzeh, with "Red Diplima" (Cum Laude), completing the 6-year MSc program in 5 years,  and earning the degree in Applied Mathematics and Computer Science. When studying, he prepared two MSc theses, one in computational fluid dynamics and another on foundations of a fine-grained ("calculation graph-based") object oriented methodology in AI applications.He also attended the seminar of ACM SIGMOD Moscow Chapter at Department of Computational Mathematics and Computer Science of the Moscow State University.

In 1995-1999 Andrey worked in several investment companies in Moscow, Russia. In December 1996 he joined the Investment Banking Research Department of CentreInvest Group, where in May 1998 he was promoted to Head of Research (sell side)

In 1999 Andrey was admitted to INSEAD Business School (Fontainebleau, France). He graduated from it in 2000, earning MBA. During this study he has won Edmond Israel Foundation scholarship.

In 2000-2001 Andrey worked for Dresnder Bank (Frankfurt, Germany) as a quant in Credit Derivatives Model Validation and Couterparty Credit Exposure team (RMT). In 2001 he moved to Dresdner Kleinwort Wasserstein (London, UK), where he later joined Credit Derivatives and Securitizations group as a front office credit quant and worked in that position till 2004, having reached the VP grade.

In 2001 Andrey was admitted to the part-time PhD Program (by Research) at Department of Statistics, Mathematics Institute, University of Warwick (Coventry, UK). In 2007, he fulfilled all requirements for the award of a PhD, submitting a dissertation with the title Polynomial Distribution Functions over Bounded Closed Intervals. The PhD degree was awarded in 2008.

In August 2004-November 2008 Andrey worked for HSBC, which he joined as Associate Director in Structured Credit Products with the task of starting the European part of the global credit quant team. In 2007 he was promoted to the position of Global Head of Credit Quantitative Development (London-New York). This department is responsible for the front office production model development and support of the quantitative library for the whole range of flow and structured credit products, interest rate/credit hybrids and credit contingent bonds, as well as assisting in development of the counterparty risk methodologies, primarily for structured credit exotics.

In November 2008 - December 2010 Andrey worked Goldman Sachs in London as a senior Equity and Structured Credit strat, dealing, in particular, with funding-specific pricing.

In December 2010 Andrey has joined Royal Bank of Scotland in London as Managing Director in charge of XVA and CCR analytics. In 2013, the CCR quant team Andrey ran delivered the methodology for the greenfield system that won Risk Award for the best internal system of the year.

In 2013-2017, Andrey was Head of Risk (2013-14) and then Head of Modelling and Quant Analytics at LetterOne, a multibillion privately held investment vehicle.

Since 2018, Andrey is Founder and Chief Scientist of Quantitative Recipes, a financial derivatives pricing and risk consultancy. As part of this role, Andrey is offering a one-day intensive and practical workshop Multivariate Modelling of Financial Markets in London Mayfair. Check Quantitative Recipes website for the information on the nearest workshop.

Andrey is CFA candidate and is an FSA Approved Person (Investment Adviser, Securities and Financial Derivatives).

Andrey's hobbies are music, especially bel canto vocals, and martial arts (Tai Chi).  He is married. Wife - Elena, son - Yaroslav.

Andrey was born in Zhukovsky, Russia, in the family of Dr Alexander Chirikhin, a soviet/Russian "rocket scientist" and Vera Chirikhina, a school teacher of chemistry and biology.