David Shimko is Full Industry Professor of Financial Engineering at NYU Tandon. He is also a co-founder of Wall Street Scholars, a group that provides valuation and risk management services, along with implementation services, such AI and platform development for corporations and funds. His career in energy began at JPMorgan as the Head of Commodity Derivatives Research, focusing on energy and commodity firms. His consulting career included roles at Bankers Trust, Risk Capital Management, Towers Watson, and independent consultancy and expert witness work. He has published extensively including both academic and trade journals. His most recent work, co-authored with Nadia Babaei, provides a disruptive model for option pricing, called Dynamic Implied Probabilities.
