Jack Sarkissian

Managing Director FMI Technologies

Jack Sarkissian is an asset manager and a physicist, currently working as the Managing Director at FMI Technologies. Prior to FMI Tech he was responsible for quantitative trading and operations as the Managing Partner of Algostox Trading. He also worked as the Chief Investment Officer for EG Capital Partners managing $3 billion in assets, and prior to that ran a risk management department and held senior quantitative positions in investment banks.

Jack was the first to demonstrate the quantum nature of the price formation process on microstructural level. Building on it, he formulated the Quantum Theory of Price Formation with applications in trade execution, order book dynamics, block trade pricing, risk management of illiquid securities, OTC derivatives pricing on illiquid underlying, and market microstructure modeling in general.