Iliya Sabzevari
Vice President - Securities Quantitative Analytics
New York, New York, United States
Summary
👤
Senior🎓
Top SchoolIliya Sabzevari is a quantitative analytics leader with eight years’ experience applying advanced Monte Carlo methods and machine-learning–inspired algorithms to derivative pricing, xVA, and structured products. With a PhD in Chemical Physics from the University of Colorado Boulder, he translated cutting-edge quantum Monte Carlo research into production-grade Python and C++ code and now brings that rigor to front-office model valuation and model risk at Wells Fargo. He has led prototype xVA implementations and internal training programs, and at EY helped a top US bank validate cross-asset Monte Carlo frameworks spanning rates, FX, commodities, and equities. Iliya also drives exploratory work on generative AI use cases for quant development, documentation, and insight generation, combining deep technical reading skills with practical software engineering. Based in New York, he balances research-grade mathematical literacy with hands-on delivery of auditable, production-capable quant systems.
8 years of coding experience
9 years of employment as a software developer
Bachelor of Science - BS Chemical Engineering Honors, Bachelor of Science - BS Chemical Engineering Honors at The University of Texas at AustinPlano West Senior High SchoolDoctor of Philosophy - PhD Chemical Physics, Doctor of Philosophy - PhD Chemical Physics at University of Colorado Boulder
Stackoverflow
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Github Skills (13)
monte-carlo7
materials-informatics7
chemistry7
quantum-computing6
cuda6
ab-initio6
python5
gpu5
quantum-chemistry5
oneapi5
hpc4
portable4
mpi4
Programming languages (3)
Github contributions (5)
sanshar/VMC
Jan 2019 - May 2021
Contributions:145 commits, 40 pushes in 2 years 4 months
iliya-s/pyscf
Jun 2019 - Jun 2023
Python module for quantum chemistry
Contributions:2 PRs, 4 pushes in 4 years 1 month
pythonchemistryquantum-computingpython-modulequantum-chemistry
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