Dmitry Pugachevsky

Dmitry Pugachevsky is a former Managing Director with JPMorgan and a global head of Counterparty Credit Modeling. His responsibilities included developing new models for calculating CVA across different asset classes and supporting credit portfolio trading. Before starting with JPMorgan in 2008 Dmitry was a global head of Credit Analytics of Bear Stearns for seven years, being responsible for modeling the whole spectrum of credit instruments. Prior to that, he worked for eight years with analytics groups of Bankers Trust and Deutsche Bank, developing models for credit, fixed income, and equity derivatives. Dr. Pugachevsky received his PhD in applied mathematics from Carnegie Mellon University. He is a frequent speaker for credit conferences and published several papers and book chapters on modeling counterparty credit risk and pricing derivatives instruments.