Connecting Industry Problems With Machine Learning Startup Innovations

October 26, 2016

DoubleTree Downtown Toronto

Produced by

Machine Learning

Fintech Conference

 

Dan Rosen

CEO

R2FCapital

 

Dr. Dan Rosen is a FinTech Entrepreneur and Quant.

 

He is currently a visiting Researcher and the first Director of the Centre for Financial Industries at the Fields Institute for Research in Mathematical Sciences, as well as an Adjunct Professor of Mathematical Finance at the University of Toronto.

 

Dr. Rosen was the co-founder and Chief Executive Officer of R2 Financial Technologies. A successful Risk and Portfolio Management Technology firm serving multi-asset hedge funds, asset managers, banks and regulators across the world, R2 was originally incubated at the Fields Institute, and then acquired by S&P Capital IQ in 2012, where Dr. Rosen served as the Managing Director for Risk and Analytics until 2015.

 

In addition to working with numerous financial institutions around the world, he lectures extensively on financial engineering, portfolio management, enterprise risk and capital management, credit risk and market risk, valuation of derivatives and structured finance. He has authored numerous risk management and financial engineering publications, including two books, and several patents, and serves in the editorial board of various industrial and academic journals, including Quantitative Finance, Journal of Risk Management in Financial Institutions, Journal of Credit Risk, and Esotocastica.

 

Dr. Rosen was inducted in 2010 a Fellow of the Fields Institute for his “outstanding contributions to the Fields Institute, its programs, and to the Canadian mathematical community”. He currently serves in the Board of Directors of the Fields Institute, as well as in the Advisory Boards of Canada’s Institute Innovation Platform (IIP), the International Association of Quantitative Finance (IAQF), the Global Risk Institute (GRI) the Center for Advanced Financial Studies at the University of Waterloo, and the Institute for Leadership Education in Engineering (iLead) at the University of Toronto. He is one of the founders of the Professional Risk Management International Association (PRMIA), where he served as regional director in Toronto, and of RiskLab, an international network of research centers in Financial Engineering and Risk Management, initiated at the University of Toronto. He was also a member of the Fitch Academic Advisory Board and the Oliver Wyman Institute.

 

Prior to starting R2 in 2006, Dr. Rosen had a successful career over a decade at Algorithmics Inc., where he started in 1995 as a Financial Engineer, and lead the company’s financial engineering and research, strategy, products and marketing. As part of the senior management team, he was responsible for developing the strategic direction, as well as new products, business initiatives and alliances. He also led the research, design, positioning and application to industrial settings of analytical tools including: credit, market and operational risk; counterparty risk, economic and regulatory capital management; new insurance and asset management solutions; advanced simulation and portfolio optimization.

 

He holds an M.A.Sc. and Ph.D.in Chemical Engineering from the University of Toronto, and was a Post-Doctoral fellow and Research Associate at the Centre for Management of Technology and Entrepreneurship (CMTE). His B.A.Sc. is in Chemical Engineering from the Universidad Autonoma Metropolitana, in Mexico City, where he was also recently awarded in 2015 the recognition of Distinguished Alumni.