Cornell University

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CFEM Seminar: Jonathan Schachter (Vivo Security) - Risk Management in the Real World

Tuesday, October 16, 2018 at 6:10pm to 7:25pm

Cornell Tech , Bloomberg 061 2 West Loop Road

Watch the recording here: https://cornell.mediasite.com/Mediasite/Play/0db1659795f6472cbc8fb6030f7eac041d

Risk management in the post-crisis world provides regulators with job security, and its red meat provides financial employment opportunities for mathematical finance students. This talk gives examples of actual risk systems at 4 large banks. The material indicates the variations in risk methodology on The Street.

The majority of the talk discusses statistical measures of loss. It also touches on the perspective of international regulators. Finally, it provides background on the speaker's career prior to finance. Having an experiment fly on the Space Shuttle is the ultimate test of real-world risk management.

 

Bio: Jonathan Schachter is a financial specialist at Vivo Security, a cyber risk modeling company.  He has substantial experience, in risk management and internal audit, at large banks and in consulting to such.  Jonathan’s first career was scientific research at the Harvard-Smithsonian Center for Astrophysics.  He holds a Ph.D. In physics from Berkeley, and an M.A. in mathematical finance from Columbia.

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