Hami Golbayani

B.S., Mechanical Engineering, University of Tehran (’03)

M. Eng., Mechanical Engineering, K.N. Toosi University of Technology (’06)

M.S., Financial Mathematics, University of Connecticut (’11)

Ph.D., Mechanical Engineering, University of Connecticut (’12)

Dr. Hami Golbayani is a quantitative risk strategist and engineering leader recognized for his contributions at the intersection of finance, technology, and complex systems design. He earned his M.S. in financial mathematics and his Ph.D. in mechanical engineering from the University of Connecticut in 2011 and 2012, respectively. He currently serves as Executive Director of Liquidity Modeling at Wells Fargo, where he leads the development of advanced liquidity risk models and manages a team of quantitative researchers focused on secured funding and deposit behavior.

Prior to this role, Golbayani held senior positions at Nodal Exchange and Bank of New York Mellon, where he led firm-wide initiatives in counterparty risk, margin frameworks, and predictive modeling across multi-asset portfolios exceeding $1.5 trillion. His work includes pioneering machine learning-driven internal rating systems, developing pricing models for weather derivatives and Potential Future Exposure models. Earlier in his career, Golbayani conducted model validation at Standard & Poor’s, supporting structured finance methodologies in the aftermath of the global financial crisis.

His research spans risk-based design, extreme event modeling, and financial network behavior, with publications leading engineering journals.