Risk & governance
Frameworks for explainability, validation, and audit‑friendly reporting.
About Me
Vahab Rostampour, PhD
Researcher, quant, and builder of decision systems at the intersection of mathematics, control, and finance.
Overview
I design decision systems that connect mathematical models to real‑world constraints. My work spans research, applied engineering, and financial risk, with a consistent focus on making uncertainty explicit and decisions defensible.
I earned a PhD in Applied Mathematics and Control Systems Engineering from Delft University of Technology and continued as a postdoctoral researcher at the University of Groningen, with work in optimization, stochastic modeling, and decision‑making under uncertainty.
In industry, I have worked as a senior quantitative analyst, focusing on model risk management, credit and impairment modeling, and regulatory frameworks such as IFRS 9, CECL, and stress testing.
Focus areas
Stochastic modelingControl & optimizationRisk systemsModel validation
What I build
Decision‑ready systems
Systems that survive reality: data issues, feedback loops, governance expectations, and operational constraints.
Modeling pipelines
Reproducible pipelines for pricing, stress testing, and scenario analysis.
Systems architecture
Design patterns for reliable data flow, monitoring, and deployment.
Education
Clear, structured teaching built around intuition and practice.