Harvey Stein
New York
A world-class quantitative researcher, technologist and accomplished manager. Extensive experience in quantitative modeling and research, risk analytics, derivatives pricing, stochastic processes, pure and applied mathematics, and numerical methods. Well-known author in finance (ranked in top 0.5% on SSRN). Experienced software architect and systems designer. Pioneer in cluster computing.
Specialties: CVA, credit risk, default modeling, regulation, VaR, derivative valuation, interest rate modeling, MBS/CMO valuation, numerical methods, software engineering