Shayan Dashmiz

Finance PhD and quant-turned-AI-builder in New York. Silver medalist for Iran at IMO 2007; B.Sc Mathematics & Electrical Engineering (Sharif), MSc Finance & Economics (LSE), PhD Finance (Columbia Business School, 2017-2021). Goldman Sachs quantitative researcher/engineer (2021-2023, equity and equity-derivatives risk/return ML). Co-founder/operator (COO+CTO) of a stealth insurance-risk-exchange startup (2023-2026). Profile-listed current role: Senior Economist & AI Architect (Senior Principal) at Synthesis (synthesis.im), a quantitative investment firm applying ML to statistical arbitrage in equities. Publishes and posts at the intersection of quantitative finance and frontier AI.

Notes11

• Quant employment verification: CONFIRMED. The profile carries quantitative-finance employment: enrichment of linkedin.com/in/shayandashmiz lists a Quantitative Researcher role at Goldman Sachs in New York dated 2021-2023 and a Quantitative Engineer role at Goldman Sachs in New York dated 2021-2023, each described as 'Developed ML and statistical models to predict and classify equity and equity derivatives risk/return.' Goldman Sachs is a global investment bank whose quant research/trading organization sits squarely in quantitative finance, so these are employer-qualifying roles and neither is a student program. Caveat: this role evidence is profile-derived (ClickHouse/LinkedIn enrichment), i.e. index-only, not independent primary-source confirmation; no separate primary HR or news record of the specific role was located. Identity is supported by cross-source agreement (IMO 2007 contestant record, the EPFL LIONS biography naming the same education and IMO silver, and the Columbia Finance PhD listing). The second employer, SYNTHESIS, is separately classified below.
• Current role per the LinkedIn/enrichment index is 'Senior Economist & AI Architect (Senior Principal)' at SYNTHESIS, New York and Tokyo, dated 2026, i.e. a return to a quantitative investment firm after the stealth-insurance stint; the title blends economist and AI-architect framing, and the role evidence is index-only.2026
• Entered finance industry as Goldman Sachs Quantitative Researcher / Quantitative Engineer (New York) from 2021 to 2023, immediately after the Columbia PhD; the two titles overlap the same 2021-2023 window and carry an identical ML/statistical-modeling description, suggesting a role progression (engineer to researcher) within the same group rather than two separate employers. Index-derived.2021
• Identity is consistent across four independent source families: the official IMO results page (Shayan Dashmiz, Islamic Republic of Iran, 2007, silver award, 26 points, rank 60 at 88.6%); the EPFL LIONS alumni-intern page biography (same name, same B.Sc from Sharif and Master's from LSE, IMO 2007 silver); the Columbia Business School Finance PhD listing; and the ResearchGate/Google Scholar profiles tied to Columbia Finance. The same three schools appear on the LinkedIn profile, so the Olympiad identity and the finance professional identity are the same person.
• After Goldman, was COO+CTO (also listed as COO) at an unnamed 'Stealth Startup' in New York from 2023 to 2026, building a modern risk-exchange platform for insurance companies with real-estate ML pricing models and generative AI for insurance/catastrophe reinsurance; the profile states the venture raised $2M. This moves him from bank quant research toward insurance/risk-exchange entrepreneurship. Index-derived.2023
• Won a Silver medal for Iran at IMO 2007 scoring 26 points (P1 3, P2 7, P3 0, P4 7, P5 7, P6 2), placed 60th; the IMO record shows only the 2007 participation, so the olympiad claim is a single-edition result rather than a multi-year run.2007
• Employer classification (SYNTHESIS / synthesis.im): its own site describes itself in its meta description as 'We are a quantitative investment firm', and the ClickHouse/LinkedIn company record calls it a 'quantitative investment company, focusing on statistical arbitrage in equity markets'; the firm is at 3 Columbus Circle, New York, NY. This makes SYNTHESIS a genuine quantitative investment firm rather than a name containing 'quant'. The role-title evidence for it is index-sourced and not independently confirmed.
• Academic spine: PhD in Finance at Columbia Business School (2017-2021), Master's in Finance and Economics at the London School of Economics, and B.Sc in Mathematics and Electrical Engineering at Sharif University of Technology (Iran); the LIONS bio independently corroborates all three. The Math/EE undergraduate and Finance PhD combination is the standard pre-quant profile.
• Gave a talk on AI agents (announced in a LinkedIn post titled 'I am honored to be giving a talk on AI agents'); speaking activity clusters around AI agents and applied AI rather than pure finance, matching the AI-architect positioning in his current title.Mar 2025
• Published 'Average crossing time: An alternative characterization of mean aversion and reversion' in Quantitative Economics, Vol 12, Issue 3 (July 2021), pp. 903-944, co-authored with Columbia's John B. Donaldson; a peer-reviewed asset-pricing/macro-finance paper, consistent with the Columbia Finance PhD.Jul 1, 2021
• Joined EPFL's LIONS laboratory as a summer 2011 intern on a 'Sparse Data Analysis' project, per the lab's alumni-intern page; this is a research internship (signal processing / sparse recovery), not a quantitative-finance role, and it predates his LSE and Columbia degrees.2011
• Posts regularly on quantitative-AI and finance topics on LinkedIn (e.g. posts on quantitative markets/Columbia, agentic AI resilience, and an AI model reaching IMO gold-medal-level math), which places his public voice at the intersection of quantitative finance and frontier AI and corroborates the current AI-architect role.Nov 2025