Erfan Salavati

Erfan Salavati is an Iranian mathematician and quantitative-finance professional. He competed for the Islamic Republic of Iran at the International Mathematical Olympiad in 2004 and earned a PhD in Mathematics at Sharif University of Technology. He served as an Assistant Professor in the Department of Mathematics and Computer Science at Amirkabir University of Technology, where he supervised numerous MSc theses in financial mathematics and published on stochastic analysis, option pricing and portfolio selection. He later worked as a Research Scientist at Genentech and as a Model Risk Associate at JPMorgan Chase & Co., and is listed (per an enrichment index) as Quant Modeling Lead at JPMorganChase from January 2025.

Notes4

• Quant employment verification: CONFIRMED. The LinkedIn profile returned by the enrichment index lists an actual quant-finance role - Quant Modeling Lead at JPMorganChase (start Jan 2025) and a prior Model Risk Associate role at JPMorgan Chase & Co. - at a global investment bank with substantial quantitative modeling, model-risk and derivatives operations, which constitutes a real quant-finance employer rather than a name-only 'quant' company; identity is supported by the matching mathematics PhD (Sharif University of Technology) and the IMO 2004 Iran mathematics background. Caveat: this role evidence is index/enrichment-derived, not independent primary-source confirmation, and the AUT CV conflicts by showing him as a current Assistant Professor, so the employment claim rests on a single (index) source.Jan 2025
• LinkedIn (index/enrichment, not independent primary confirmation) lists Erfan Salavati as Vice President / Quant Modeling Lead at JPMorganChase with a start of Jan 2025, based in the United States; the same profile shows prior roles as Model Risk Associate at JPMorgan Chase & Co., Research Scientist at Genentech, and Assistant Professor at Amirkabir University of Technology.Jan 2025
• Amirkabir University of Technology faculty CV lists Erfan Salavati as Assistant Professor, Department of Mathematics and Computer Science (Pure Mathematics), with published email [contact omitted] and phone +98 (21) 6454-5661, h-index 3 and 20 Scopus citations, and a long record of supervised MSc theses in financial mathematics (option pricing, portfolio selection, crypto/bitcoin price prediction, optimal execution, HMMs) - the academic research profile that aligns with his PhD in mathematics.Oct 2025
• Because the AUT faculty CV still lists him as an active Assistant Professor while the LinkedIn index shows him at JPMorganChase from Jan 2025, the two sources conflict on current employment; the AUT CV does not mention JPMorgan or Genentech, so it may predate or lag the industry move, and current employment should not be inferred from either source alone.Oct 2025
• Co-authored quantitative-finance research 'Functionally Generated Portfolios Under Stochastic Transaction Costs: Theory and Empirical Evidence' (arXiv q-fin.PM, July 2025) with Nader Karimi, extending stochastic portfolio theory to stochastic transaction costs with CRSP small-cap back-tests - output consistent with a quantitative-finance/market-microstructure research interest.Jul 12, 2025
• IMO 2004 contestant page lists Erfan Salavati competing for the Islamic Republic of Iran, corroborating the Olympiad identity in the brief.Jul 2004