Donal Gallagher is a founding Partner at Quaternion Risk Management; a firm focused on the international development of open source solutions for pricing and risk management. Prior to founding Quaternion, Donal was heavily involved in the remediation of European banks affected by the credit crisis.  His research focuses on counterparty risk and credit instrument pricing and he is co-author with with Roland Lichters and Roland Stamm of "Modern Derivatives Pricing and Credit Exposure Analysis", Palgrave MacMillan, 2015.

Donal holds a Ph.D. from the California Institute of Technology in Applied Mathematics and an M.Sc. in Mathematical Physics from the National University of Ireland (University College Dublin). He lectures part-time in Financial Engineering at Trinity College Dublin.