Kenji Imai
Managing Director, Software Development
graduated from the University of Tokyo with a B.S. in Civil
Engineering and from the Sloan School
 of the Massachusetts Institute of
Technology with a M.S. in Management, concentrating in finance. Mr. Imai
began his business career at the Sanwa Bank working in credit analysis
in the Foreign Exchange Group of the Hibiya Branch. He was then
transferred to Sanwa's headquarters where as a member of the Planning
Section he was responsible for risk management on interest and currency
products. Following Mr. Imai's two years at MIT, he returned to the
Derivatives Group at Sanwa where he developed interest rate term
structure models for pricing exotic options and managing interest rate
derivative products, and applied quantitative methods for swaps and
options analysis.
In 1993 Mr. Imai joined the Global Structured Products Group at S.G.
Warburg Securities (Japan). In this position he was responsible for
structuring tailor-made interest rate, currency and equity-linked
products; pricing and hedging; and organizing all back office procedures
and documentation.
Mr. Imai joined Kamakura in August 1995 as Vice President and was
promoted to Senior Vice President in 1996 and Managing Director in 1997.
A member of the Managing Committee of Kamakura, he is the co-author with
Mr. van Deventer of Financial Risk
Analytics, published in 1997 by Irwin, and of Credit Risk Models and
the Basel Accords, published in 2003 by John Wiley & Sons. His third book (with Kamakura's van Deventer and Mark
Mesler), is Advanced Financial Risk
Management, published by John Wiley & Sons in 2004. He is fluent
in both Japanese and English. |
