Consortium for Data Analytics in Risk

Professor Albert S. (Pete) Kyle is a Distinguished University Professor at the Smith School of Business, University of Maryland, where he has been the Charles E. Smith Chair Professor of Finance sincce 2006. He earned is B.S. degree in mathematics from Davidson College (summa cum laude, 1974), studied philosophy and economics at Oxford University as a Rhodes Scholar from Texas (1974-1977), and completed his Ph.D. in economics at the University of Chicago in 1981. He has been a professor at Princeton University (1981-1987), the University of California Berkeley (1987-1992), and Duke University (1992-2006).

His current research focusses on market microstructure invariance and smooth trading. More generally, his research area are market microstructure, including topics such as high frequency trading, informed speculative trading, market manipulation, price volatility, the informational content of market prices, market liquidity, and contagion.

His teaching interests include market microstructure and institutional asset management, and asset pricing.

He is the 2018 recipient of The CME Group--MSRI Prize in Innovative Quantitative Applications, a fellow of the American Finance Association (2014), and a fellow of the Econometric Society (since 2002). He holds an honorary doctoral degree from the Stockholm School of Economics (2013). He has been a board member of the American Finance Association (2004-2006), a staff member of the Presidential Task Force on Market Mechanisms (Brady Commission, 1987), a consultant to the SEC's Office of Inspector General, a member of NASDAQ’s economic advisory board (2005-2007), a member of the FINRA economic advisory committee (2010 to present), and a member of the CFTC’s Technology Advisory Committee (2010-2011).

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.

Ms. Hu serves as the CTO and Co-Founder of One Concern, a Menlo Park-based benevolent AI company with a mission to save lives and livelihoods before, during and after natural disasters. As the CTO for One Concern, Ms. Hu leads the company’s diverse team of technology specialists and hazard scientists, as they combine AI and human learning to predict the impact of natural disasters including earthquakes, floods and fires. In 2016, Forbes named Ms. Hu one of the world’s top innovators in its “30 Under 30” edition. Prior to launching One Concern with her co-founders, Ahmad Wani and Tim Frank, Ms. Hu, who is of Chinese descent and grew up India, was one of the first AI software developers for India’s Amazon competitor, Flipkart. Ms. Hu received her Master’s degree in machine learning from Stanford, where she studied under noted AI pioneer, Andrew Ng.

Roberto Rigobon is the Society of Sloan Fellows Professor of Management and a Professor of Applied Economics at the MIT Sloan School of Management. He is also a research associate of the National Bureau of Economic Research, a member of the Census Bureau’s Scientific Advisory Committee, and a visiting professor at IESA.

Roberto is a Venezuelan economist whose areas of research are international economics, monetary economics, and development economics. Roberto focuses on the causes of balance-of-payments crises, financial crises, and the propagation of them across countries—the phenomenon that has been identified in the literature as contagion. Currently he studies properties of international pricing practices, trying to produce alternative measures of inflation. He is one of the two founding members of the Billion Prices Project, and a co-founder of PriceStats.

Roberto joined the business school in 1997 and has won both the Teacher of the Year award and the Excellence in Teaching award at MIT three times.

Robert M. Anderson is a Co-Director of the Consortium for Data Analytics in Risk at UC Berkeley. He is also Professor of the Graduate School, Coleman Fung Professor Emeritus of Risk Management, and Professor Emeritus of Economics and Mathematics at UC Berkeley. He received his B.Sc. in Mathematics from the University of Toronto in 1973 and his Ph.D. from Yale University in Mathematics in 1977, under the supervision of Shizuo Kakutani. He spent a year as McMaster Fellow at McMaster University in 1977-78, and then went to Princeton as Assistant Professor of Economics of Mathematics from 1978 to 1982 and Associate Professor of Economics in 1982-83. He has been at Berkeley since 1983. He was named an Alfred P. Sloan Research Fellow in 1982 and a Fellow of the Econometric Society in 1988. His research has ranged from the intersection between probability theory and logic, to general equilibrium theory, to mathematical finance. His current research focuses on the determination of portfolio returns. He has been active in University governance, having served as President of the Student’s Administrative Council at the University of Toronto in 1973-74, as Chair of the Economics Department at Berkeley, and as Parliamentarian of the Berkeley Division of the Academic Senate. He has taken on numerous assignments for the University of California system Academic Senate, including Vice Chair and Chair of the UC Academic Senate and Faculty Representative to the Board of Regents in 2010-12. He received the Berkeley Faculty Service Award in 2009 and the Berkeley Social Science Service Award in 2013.

Solomon Hsiang combines data with mathematical models to understand how society and the environment influence one another. In particular, he focuses on how policy can encourage economic development while managing the global climate. His research has been published in Nature, Science, and the Proceedings of the National Academy of Sciences.

Hsiang earned a BS in Earth, Atmospheric and Planetary Science and a BS in Urban Studies and Planning from the Massachusetts Institute of Technology, and he received a PhD in Sustainable Development from Columbia University. He was a Post-Doctoral Fellow in Applied Econometrics at the National Bureau of Economic Research (NBER) and a Post-Doctoral Fellow in Science, Technology and Environmental Policy at Princeton University. Hsiang is currently the Chancellor's Associate Professor of Public Policy at the University of California, Berkeley and a Research Associate at the NBER.

Dr. Stuart Evans is a board member, educator, author, and expert on dynamic high-tech ventures. As a Distinguished Service Professor, he shares his expertise by teaching related coursework for our degree programs in Silicon Valley, M.S. in Software Management and M.S. Technology Ventures. Additionally, Stuart is the Director of the CMU-Emirates iLab, a partnership between III and Emirates Airlines for innovative education and research specialized for the airline industry.

Dr. Yuan (Alan) Qi is Chief AI Scientist of Ant Financial Services Group, and lead of Alibaba DAMO Academy Financial Intelligence. Before joining Alibaba and Ant Financial, he obtained his PhD from MIT and tenured associate professorship in Computer Science and Statistics from Purdue University. He previously served as associate editor of Journal of Machine Learning Research and area chair of International Conference on Machine Learning. At Ant Financial, he leads the AI department to build AI tools and solutions to address various financial problems, empowering both internal and external business partners.