Jeffrey Bohn

Job title: 
Board Member and Affiliated Researcher
Bio/CV: 

Dr. Bohn is the Chief Research & Innovation Officer and Head of Research & Engagement at the Swiss Re Institute. Most recently, he served as Chief Science Officer and Head of GX Labs at State Street Global Exchange in San Francisco. Before moving back to California, he established the Portfolio Analytics and Valuation Department within State Street Global Markets Japan in Tokyo. (He is fluent in Japanese.) He previously ran the Risk and Regulatory Financial Services consulting practice at PWC Japan.

Past appointments for Dr. Bohn include Head, Portfolio Analytics and Economic Capital at Standard Chartered Bank in Singapore and General Manager, Financial Strategies group at Shinsei Bank in Tokyo where he supervised implementation of best-practice risk and capital analytics. Before moving to Asia, he led Moody’s KMV’s (MKMV’s) Global Research group and MKMV’s Credit Strategies group.

Dr. Bohn often conducts seminars on topics ranging from credit instrument valuation & portfolio management to machine learning. He has published widely in the area of credit risk. He co-authored with Roger Stein Active Credit Portfolio Management in Practice (Wiley, 2009). His recent research focuses on reinforcement learning, causal inference, factor modeling, and large-scale risk simulations. Dr. Bohn is an affiliated researcher at U.C. Berkeley’s Center for Risk Management Research and serves as a board member for the Consortium for Data Analytics in Risk (CDAR) spanning U.C. Berkeley, Stanford and several industry partners. On occasion, he teaches financial engineering at U.C. Berkeley, National University of Singapore’s Risk Management Institute, and Tokyo University.

Publications

Xiaowu Dai; Saad Mouti; Marjorie Lima Do Vale; Sumantra Ray; Jeffrey Bohn; Lisa Goldberg
Journal Article, 2023
Hubeyb Gurdogan; Nariman Maddah; Reyhaneh Mohammadi; Elena Pesce; Alicia Montoya; Jeffrey Bohn; Katherine Dalis
Working Papers, 2022
Jeffrey Bohn; Gilles Papadopoulos; Jurg Unger
Journal Article, 2022
Jeffrey Bohn; Lisa Goldberg; Simge Ulucam
Journal Article, 2022
Alex Shkolnik; Lisa Goldberg; Jeffrey Bohn
Journal Article, 2016