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Capt. Kaizad Doctor

Visiting Scholar

The London Institute of Banking & Finance Faculty Profiles

Kaizad is the Director of Modelling at MSI, a maritime consultancy. He is responsible for empirical research, statistical and computational modelling, database management, new product development and optimization of existing systems. His interests are in the field of shipping economics, asset (loan) pricing and valuation, statistical arbitrage and applied econometrics.

Kaizad also had an extensive seagoing career with Exxon Mobil and Mitsui on LPG, VLCC's and dry bulk carriers, culminating with two years in command. He has taught courses in quantitative methods, probability theory and econometrics at the masters and undergraduate level.

Expertise
Econometrics, Statistical Modelling, Stochastic Processes, Risk Management, Machine Learning, Commodity Trading, Graph Theory.

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MSI, Financial Modelling, Director.
Vesselsvalue, Analytics, Director.
ExxonMobil and various maritime organizations, Master mariner.

Education
PhD, Econometrics, Cass Business School, City, University of London: 2010 – 2014.
MRes, Finance, Cass Business School, City, University of London (Distinction): 2009 – 2010.
MSc, Shipping Trade and Finance, Cass Business School, City, University of London (Distinction): 2006 – 2007.

 

Professional Qualifications
Master mariner, Lancaster University (Distinction) [Master mariner, Class 1, Unlimited]: 2002 – 2003.

Supporting credit funds with structuring analytics, valuations, end of year stress-tests and market intelligence and back-leverage.
Restructured loans as well as a (synthetic) CDS on behalf of banks and institutional investors.
Modelling and pricing complex preferred equity structures, options, collars, leases etc.
Consulting maritime banks on IFRS9 based risk modelling.
Middle Eastern Government on their maritime strategy.

English (fluent), Hindi, Gujarati.

Economic significance of market timing rules in the forward freight agreement market. Transportation research - Part E.
Economic significance of quantitative spread trading in the FFA markets. Working paper.
Evaluating the characteristics of the long memory component in FFA spreads. Working paper.
Economic significance of the persistence in hedge fund performance: a non-parametric approach. Working paper.

Royal Statistical Society.
Baltic Exchange.



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