Deep Kumar

III Capital Management

Dr. Deep Kumar is a principal and a portfolio manager for III Capital Management’s asymmetric portfolio business. He leads the firm’s option trading efforts and is a member of the Management Committee. Dr. Kumar joined the firm in March 2003 and has been with the firm since that time, except for a ten-month period during 2010. Previously, Dr. Kumar was at BNP Paribas in New York, where he was the Chief Risk Officer for the USD rates group and oversaw the day-to-day risk taking by the group. Dr. Kumar has also done a great deal of work on volatility smiles and skews, much of which is used by a number of Wall Street firms for pricing and managing risks associated with options. He is the co-author of “Managing Smile Risk,” published in Wilmott Magazine in July 2002. Dr. Kumar holds a PhD (1994) in hypersonics from Cranfield University, UK, as well as an MSc (1991) in aerodynamics and an MA (1990) in engineering both from Cambridge University, UK.