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Dr. Richard Vladimir Diamond has seven years of experience in statistics teaching and application. He advises family offices on private equity, asset allocation, investment performance and effectiveness of hedges. Richard designs and executes trades – his specialties are volatility regimes modelling and VIX futures arbitrage.

In 2011, he completed a postgraduate certificate in learning and teaching at University College London, conducting a two-year advanced study of threshold concepts in quantitative finance. Richard achieved Fellowship recognition from The Higher Education Academy in the UK.

Back in 1997, Richard began to work with Russian stock exchanges as IT support; in 2000, he graduated with the five-year qualification of Certified Systems Engineer, a computer science degree. Richard earned his doctorate from the University of Southampton, studying complexity and project risk of IT operations in banking. Since 2005, he has been teaching in operations management, statistics and financial mathematics, recently at Cass Business School, City University and Regent’s College. Richard edited a customised textbook in quantitative business analysis.

Areas of research:

  • Statistical techniques used in quantitative finance.
  • Multi-factor model calibration, term structures.
  • Robust estimation and optimisation.
  • Statistical arbitrage and cointegration.
  • Volatility regime modelling.
  • Credit risk market indicators.
  • Threshold concepts in quantitative finance.