Dr. Jeffrey BohnChief Research & Innovation Officer and Head of Research & Engagement Swiss Re Institute
Dr. Bohn is the chief research and innovation officer and head of research and engagement at the Swiss Re Institute and was previously chief science officer and head of GX Labs at State Street Global Exchange in San Francisco.
He established the portfolio analytics and valuation department within State Street Global Markets Japan in Tokyo and ran managed the risk and regulatory Financial services consulting practice at PWC Japan.
Dr. Bohn’s past appointments 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 the 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 conducts seminars on topics ranging from credit instrument valuation and portfolio management to machine learning. He has published widely in the area of credit risk. He co-authored Active Credit Portfolio Management in Practice (Wiley, 2009) with Roger Stein. His recent research focuses on reinforcement learning, causal inference, factor modeling, and large-scale risk simulations.
He is an affiliated researcher at U.C. Berkeley’s Center for Risk Management Research and a board member of the Consortium for Data Analytics in Risk (CDAR) spanning U.C. Berkeley, Stanford, and several industry partners. He also teaches financial engineering at U.C. Berkeley, National University of Singapore’s Risk Management Institute, and Tokyo University.