Iraj is involved in the development of new products and modeling of risk potential in various strategies. He is a member of the Fixed Income Investment Committee and the Tactical Asset Allocation Committee.

Prior to its acquisition by Fiera Capital, Iraj was a Principal, Quantitative Strategist and member of the Investment Committee at Samson Capital Advisors LLC. Samson was a privately-owned investment management firm that was founded in 2004 by senior investment professionals from OFFITBANK, Goldman Sachs, and JPMorgan.  

Samson managed over $7 billion in assets in customized fixed income for affluent families and their foundations, endowments and corporations. At Fiera Capital, Iraj will continue to be involved in the development of new products by the modelling of risk potential in various strategies.

Previously, Iraj was the Vice President of the Quantitative Strategies Group at Goldman Sachs from 1991 to 1998, where he was the senior modeler for the equity derivatives division. In this role, Iraj worked with Emanuel Derman in the development of analytics and risk management tools that informed a variety of Goldman’s equity trading processes. Iraj advised market makers and proprietary traders on Goldman’s equity trading desk on options pricing, hedging strategies, and product development. Before joining Goldman Sachs, he was the member of quantitative modeling in the Fixed Income Derivatives Trading group at Bankers Trust. Prior to that, he was a research fellow at Harvard University.

Iraj has conducted significant research in derivative markets and has made numerous publications in financial and scientific journals worldwide. He is the co-author of fundamental work in Implied Volatility Trees, Static Options Replication and Stochastic Local Volatility, has participated in numerous lectures and conferences, and is the recipient of 1995 and 1996 Graham & Dodd Award.

Iraj received his PhD in theoretical particle physics from the University of Oxford, his MS in particle physics from the University of Michigan, his MS degree in mathematics and his B.S. degrees in both mathematics and physics from the University of Minnesota. He currently serves as an Adjunct Associate Professor of Financial Engineering in the Department of Industrial Engineering and Operations Research at Columbia University, and as fellow of Financial Mathematics at the Courant Institute of New York University.