Mr. Rajendram has held senior trading and structuring roles in fixed income and exotics at Credit Suisse, BNP Paribas, and RBS, and led risk and quant teams at Goldman Sachs, JP Morgan, and Deutsche Bank. At Goldman, he served as Global Head of Exotic Derivatives Risk Management; at Deutsche Bank, he was European Head of Rates Market Risk. Rubin has also worked as an independent consultant, advising global banks, development institutions, and fintech firms on topics such as model development and validation, regulatory capital (including FRTB and IBOR transition), structured product design, and XVA analytics.

As Global Head of Pricing and Risk Analytics at Calypso Technology, he led derivative pricing, XVA, and capital analytics across asset classes. Rubin was part of the senior leadership team that executed the firm’s acquisition by private equity firms Summit Partners and Bridgepoint in one of the most significant fintech transactions of 2016.

Currently, Rubin is a Quantitative Fund Manager and Strategist, leading macro and relative value strategies in rates, FX, and credit markets. He designs derivative overlay strategies and has developed a sophisticated Python-based investment framework that integrates machine learning, econometrics, applied mathematics and statistical methods to drive alpha and asset allocation decisions.

Rubin also serves as a Research Affiliate at MIT Sloan School of Management, contributing to the Statistics and Data Science group. His research explores machine learning, time series forecasting, Bayesian inference, and Monte Carlo methods, with practical applications in systematic trading and portfolio construction

He holds advanced degrees from Harvard University (M.A. in Statistics), Columbia University (M.S. in Machine Learning & Applied Mathematics), New York University (M.S. in Mathematics), University of New South Wales (Master of Commerce in Finance), and Macquarie University (B.Econ. in Actuarial Science).

Beyond his technical and professional achievements, Rubin is passionate about mentoring and knowledge-sharing within the finance and data science communities. He remains engaged in educational and industry initiatives, bringing together his expertise in trading, risk, and research to shape the future of quantitative finance.