Alexey Surkov is a partner co-managing the Valuation team within Deloitte & Touche’s Regulatory and Capital Markets Consulting practice and works primarily in the areas of model validation, derivatives valuation and risk management. He has led a number of projects related to valuation of derivative portfolios and valuation model review, specializing in modeling of complex equity, foreign exchange, fixed income, and credit products.
Prior to joining Regulatory and Capital Markets Consulting, Alexey worked in the Banking and Securities Group of Deloitte & Touche, where his clients included several leading international first-tier Wall Street firms. His responsibilities included valuation of complex derivatives, financial reporting and compliance, and review of the trading desks and risk management activities. Alexey led reviews of derivatives desks at these firms and led valuation and methodology reviews for complex derivative products.
Alexey’s education includes a graduate degree in Mathematical Finance from Columbia University in New York, and Bachelor’s degrees in Finance, Mathematics, and Economics. He is a Chartered Financial Analyst (CFA), Certified Public Accountant (CPA) licensed in New York, and a Certified Financial Risk Manager (FRM).
Alexey is a speaker at industry conferences, including the Columbia University Practitioners Conferences in Mathematics of Finance, the American Conference Institute’s Strategic Guide to Credit Derivatives Conference, and the Center for Professional Education’s Accounting for Derivatives Conferences in Washington, DC, Los Angeles, and New York.
Disclaimer: The biographical information is as of the date of posting.