Our Beacon Engineers
Dr. Dmitri Mossessian
Co-Founder AND CTO
Prior to co-founding Decameron, Dmitri served as Head of Portfolio Management and Risk Technology at Lazard Asset Management. Previously, he ran market risk research and modeling at Factset and served in senior research and risk management roles at AllianceBernstein and Credit Suisse. He co-authored the yield curve, swap curve, and interest rate modeling chapters of Debt Markets and Investments (Oxford University Press, 2019). Dmitri began his non-academic career as a strategist at JWM Partners and holds a PhD in plasma physics from the A. F. Ioffe Institute of Physics and Technology in St. Petersburg, Russia.
Patrick Fernie
Software Engineering
Prior to joining Decameron, Patrick spent over 10 years on the fixed income team of Fairway Trading, a proprietary trading firm. At Fairway, Patrick focused on the development of front-end trading systems as well as back-end data delivery and analytic systems. He began his career as a software engineer at JWM Partners. Patrick holds a BS in biomedical engineering from Johns Hopkins University and an MS in computer science from Columbia University.
