Dr. Kani is an adjunct associate professor of financial engineering at Columbia University. He also serves as a principal and quantitative strategist at Samson Capital Advisors. Previously, Dr. Kani was the Vice President of Quantitative Strategies Group at Goldman Sachs where he was the senior modeler for the equity derivatives division. Prior to joining Goldman Sachs, he was the member of quantitative modeling in the Fixed Income Derivatives Trading group at Bankers Trust & Company.
Dr. Kani has conducted significant research in derivative markets and has made numerous publications in financial and scientific journals worldwide. He is the co-author of fundamental work in Implied Volatility Trees, Static Options Replication and Stochastic Local Volatility, has participated in numerous lectures and conferences, and is the co-recipient of 1995 and 1996 Graham & Dodd Award.
Dr. Kani received a PhD in theoretical physics from University of Oxford (in conjunction with Harvard University) and has master's and bachelor's degrees in both mathematics and physics from the universities of Michigan and Minnesota.