Jeffrey Bohn

Jeffrey R. Bohn received his M.S. in 1997 and Ph.D. in 1999 in Finance from UC Berkeley’s Haas School of Business. His dissertation on corporate bond pricing was written under the guidance of Terry Marsh, Mark Rubinstein and Thomas Rothenberg. His research has been incorporated into quantitative tools regularly used in financial risk management applications at many global financial institutions. He received his B.A. in Economics from Brigham Young University in 1990, graduating with University Honors and Honors in Economics. On occasion, he teaches seminars and courses on financial engineering, investments and asset pricing in the MFE program at UC Berkeley, the Center for Advanced Research in Finance at the University of Tokyo, and the Risk Management Institute at the National University of Singapore (where he is also an affiliated researcher.) Jeff is Director of the Swiss Re Institute, driving research, data collection, and market insights for insurance and reinsurance professionals and academics.

Previously, Jeff was head of State Street Global Exchange’s Portfolio Analytics and Valuation Division, responsible for strategic client development in Asia Pacific, Europe and the Middle East. Before joining State Street, Dr. Bohn developed PWC Japan’s Risk and Regulatory Financial Services consulting practice in Japan and Asia. Prior to his engagement at PWC, Dr. Bohn was CEO and co-founder of Soliton Financial Analytics, Head of Portfolio Analytics and Economic Capital at Standard Chartered Bank in Singapore, General Manager and head of the Financial Strategies Group at Shinsei Bank in Tokyo. Dr. Bohn spent ten years at Moody’s KMV leading their Global Research Group and their Credit Strategies Group. He was part of the original KMV team that developed credit-risk assessment and portfolio risk management tools that have become the industry standard at commercial banks and insurance companies. He served for several years as a board member for the International Association of Credit Portfolio Managers.

Dr. Bohn often conducts seminars on topics ranging from credit instrument valuation to multi-asset-class, portfolio-risk management. He has published widely in the area of credit risk. He co-authored with Roger Stein Active Credit Portfolio Management in Practice (Wiley, 2009) and he is fluent in Japanese.

Working Papers

2016: Alexander D. Shkolnik, Lisa R. Goldberg and Jeffrey R. Bohn, "Identifying Broad and Narrow Financial Risk Factors with Convex Optimization"