Previous Years Events

2022 SIMON LECTURE 2022

Talk Title: Current Issues in Financial Risk Management

Abstract: Innovations and changes in financial markets do not come without
risks. We will discuss some recent innovations and changes and
discuss their implications for risk management, such as the risks
associated with cryptocurrency, and the impact on finance of
machine learning.

About The Key Note Speaker: Dr. Harvey Stein is a senior VP in the Labs group in Two Sigma. From 1993 to 2022, Dr. Stein was at Bloomberg, where he served as the head of several departments including Quantitative Risk Analytics, Counterparty and Credit Risk, Interest Rates Derivatives, and Quantitative Finance R&D. Dr. Stein is well known in the industry, having published and lectured on credit risk modeling, financial regulation, interest rate and FX modeling, CVA calculations, mortgage backed security valuation, COVID-19 data analysis, and other subjects. Dr. Stein is on the board of directors of the IAQF, a board member of the Rutgers University Mathematical Finance program, an adjunct professor at Columbia University, and organizer of the IAQF/Thalesians financial seminar series. He's also worked as a quant researcher on the Bloomberg for President campaign. Harvey holds a Ph.D. in Mathematics from the University of California, Berkeley (1991) and a B.S. in Mathematics from Worcester Polytechnic Institute (1982).

Dr. Harvey Stein's LinkedIn page: https://www.linkedin.com/in/harveyjstein

Dr. Harvey Stein's SSRN page: https://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=732372