Our People

Principal Consultant

Sarp is a quantitative finance and risk management professional, with extensive experience in modeling of various asset classes, pricing and risk management of complex derivatives. He held senior positions in leading banks and consultancies for 15+ years. As Principal Consultant for Quaternion, Acadia’s Quant Services division, he has worked on a broad range of projects around modeling, implementation and validation of IMM counterparty credit risk, XVA and front office pricing models. He has authored various research papers on interest rate and credit risk modeling, dynamic initial margin and machine learning. Sarp obtained his PhD in Financial Mathematics from the Technical University of Kaiserslautern and has been a visiting researcher at the Working Group of Quantitative Finance at the Statistical Laboratory in University of Cambridge.