Allan Rosenberg is a financial risk modeler and software developer with a particular research interest in modeling the nonstationary covariance of financial risk factors. As a Researcher and Vice President at State Street Bank & Trust Co., he led a team that developed software for Monte Carlo-based multi-asset class portfolio risk assessment and the evaluation of the Environmental, Social, and Governance characteristics of portfolio companies. He also developed risk models for financial institutions at Quantal International and was the director of research of a fundamental analysis-oriented hedge fund, Spectra Financial Group. Allan, who was a visiting scholar here at CDAR, holds a JD from Stanford University and a BS in Anthropology-Zoology from the University of Michigan, Ann Arbor. He also studied Business Administration at the University of California, Berkeley and Neuroscience at Harvard University.