Biography

Samim Ghamami is currently an economist at the U.S. Securities and Exchange Commission, Division of Economic and Risk Analysis (DERA), where he has been working with the SEC senior management and the SEC Chair on the reform of US Treasury market and several other capital market initiatives, proposals, and rules. Ghamami is also a senior researcher and an adjunct professor of finance at New York University, a senior researcher at UC Berkeley Center for Risk Management Research and the Department of Economics, and a senior advisor at SOFR Academy. Ghamami also serves on the advisory board of the Mathematics in Finance Program at NYU Courant Institute.

Portrait of Samim Ghamami

Ghamami has been a senior economist and a senior strategist at Goldman Sachs and Millennium Management. He has also been an adjunct associate professor of economics at Columbia University. In 2019, Ghamami moved to the Financial Services Forum through Goldman Sachs, where he was the senior economist and managing director. Ghamami has also been an associate director and a senior economist at the U.S. Department of the Treasury, Office of Financial Research, and an economist at the Board of Governors of the Federal Reserve System.

Ghamami’s work has broadly focused on the interplay of finance and macroeconomics, and on quantitative finance and financial economics. His work on asset management, economic policy, financial stability, financial regulation, risk management, banking, and central clearing has been presented and discussed at central banks and international financial institutions. He has been an advisor to the Bank for International Settlements and has worked as an expert with the Financial Stability Board on post-financial crisis reforms in 2016 and 2017. Ghamami has also served on the National Science Foundation panel on Financial Mathematics in 2017 and 2018.

Ghamami has also been a visiting scholar at the Department of Economics at UC Berkeley, a senior quantitative researcher at MSCI, a quantitative researcher at Barclays, an adjunct professor at the University of Southern California, and a post-doctoral researcher at CREATE Homeland Security Center.

Ghamami received his Ph.D. in Mathematical Finance and Operations Research from USC in 2009. His publications have appeared in different journals including Management Science, Journal of Applied Probability, Mathematics of Operations Research, Journal of Financial Intermediation, Journal of Credit Risk, Journal of Derivatives, Probability in the Engineering and Informational Sciences, Quantitative Finance, Journal of Risk, and International Journal of Financial Engineering. Ghamami holds a Master of Science (2003) from the University of Tehran in Operations Research and a Bachelor of Science (2000) from the Iran University of Science and Technology in Operations Research and Industrial Engineering.  

Selected Papers →