Affiliates

Jeffrey Bohn

Board Member and Affiliated Researcher

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...

Samim Ghamami

Affiliated Researcher

Samim Ghamami is currently a senior advisor at SOFR Academy, a senior researcher and an adjunct professor of finance at New York University, and a senior researcher at UC Berkeley Center for Risk Management Research. Ghamami also serves on the advisory board of the Mathematics in Finance Program at the NYU Courant Institute.

Ghamami has been a senior economist, a senior strategist, and a senior vice president at Goldman Sachs. He has also been an adjunct associate professor of economics at Columbia University. In 2019, Ghamami moved to the Financial Services Forum through Goldman...

Nick Gunther

Affiliated Researcher

Nicholas L. Gunther received his Ph.D. in Mathematics from Harvard in 1982 and his J.D. from Harvard Law School in 1986. Nick worked as an associate specializing in tax matters at Cleary, Gottlieb, Steen & Hamilton until 1992. From 1992 until the present, Nick has worked on the development, structuring and execution of financial products with a tax, accounting or regulatory emphasis, at AIG Financial Products, Goldman, Sachs & Co., Sosin & Co. LLC and other prominent investment banking firms. In 2005, with one of his colleagues, Nick founded GH Group LLC, a registered...

Alec Kercheval

Affiliated Researcher

Affiliated Researcher

Ola Mahmoud

Affiliated Researcher

Ola Mahmoud is Assistant Professor of Corporate Finance at the University of Basel in Switzerland. She obtained her Ph.D. in Mathematics from the University of Cambridge in 2011, a Master of Advanced Study in Mathematics (also known as Part III of the Mathematical Tripos) from the Department of Pure Mathematics at the University of Cambridge in 2005, and a B.Sc. in Mathematics from the American University in Cairo in 2004. She was previously a postdoctoral researcher and lecturer at the University of St. Gallen (Switzerland), a Quantitative Investment Strategist at the Swiss private...

Allan Rosenberg

Affiliated Researcher (2018-2021)

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-...

Alex Shkolnik

Affiliated Researcher

Alex Shkolnik obtained his Ph.D. in Computational Mathematics & Engineering from Stanford University in 2015. His thesis work centered on computational methods for models used in the quantification and management of credit risk. Alex's expertise lies in transform and Monte Carlo methods for the estimation and prediction of these risks. In particular, his ongoing focus is on the development of importance sampling techniques for complex systems encountered in finance and other research areas. Alex is currently a Postdoctoral Scholar at the Center for Risk Management Research and...