Eric Forgy Email & Phone Number
Founder @ CavalRe
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Eric Forgy Location
- San Jose, CA, US
Eric Forgy Work
- 2019 -now Founder @
- 2016 -2019 Founder @ Coherent Asia, Limited
- 2016 -2018 Co-Founder @
- 2013 -2016 Founder @
- 2013 -2014 Head of Risk Management @
- 2010 -2013 Regional Manager - Market and Investment Risk @
- 2009 -2010 Senior Risk Manager @
- 2008 -2009 VP, Quantitative Investment Strategies @
- 2007 -2008 VP, Fixed Income Research @
- 2005 -2007 Quantitative Research Analyst @
- 2005 -2005 Risk Quantitative Analyst, Market Risk Analytics @
- 2002 -2005 Research Scientist @
Eric Forgy Education
- University of Illinois at Urbana-Champaign
Doctor of Philosophy - PhD (Electrical Engineering)
1996-2002 - California State University, Fresno
Bachelor of Science - BS (Physics)
1989-1994
Eric Forgy Skills
- Equities
- Quantitative Finance
- Derivatives
- Portfolio Management
- Fixed Income
- Alternative Investments
- Financial Modeling
- Hedge Funds
- Valuation
- Bloomberg
- Quantitative Research
- Quantitative Analytics
- Mathematical Modeling
- Interest Rate Hedging
- Stochastic Calculus
- Stochastic Modeling
- Numerical Simulation
- Monte Carlo Simulation
- Matlab
- Value-at-Risk
- Expected Shortfall
- Tracking Error
- Economic Capital
- Performance Attribution
- Portfolio Analytics
- Asset Management
- Capital Markets
- Risk Management
- Asset Allocation
- Financial Markets
- FX Options
- Bonds
- Private Equity
- Investment Strategies
- Investments
- Strategy
- Structured Products
- Foreign Exchange (FX) Options
- Structured Finance
- Julia (Programming Language)
- Julia
- Consulting
- Public Speaking
- Sales
- Management
- ALM
- Value At Risk
- Foreign Exchange Fx Options
- Foreign Exchange Options
Eric Forgy Summary
- Eric Forgy, based in San Jose, CA, US, is currently a Founder at CavalRe. Eric Forgy brings experience from previous roles at Coherent Asia, Limited, Axia Corporation, Limited, Coherent Capital Advisors, Limited and AIA International Ltd - Hong Kong & Macau Branch. Eric Forgy holds a 1996 - 2002 Doctor of Philosophy - PhD in Electrical Engineering @ University of Illinois at Urbana-Champaign. With a robust skill set that includes Equities, Quantitative Finance, Derivatives, Portfolio Management, Fixed Income and more. Eric Forgy has 3 emails on RocketReach.
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Eric Forgy
Founder
San Jose, CA, US
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