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Harvey Stein Senior VP @ Two Sigma Labs Group

Harvey Stein Senior VP @ Two Sigma Labs Group

Cornell Financial Engineering Manhattan 2023 Future of Finance Conference

Harvey J Stein is a Senior VP in the Research Analytics and Methodology group, Two Sigma. Previously, he was head of the Quantitative Risk Analytics group, Bloomberg LP. Harvey does research in credit risk modeling, market risk analysis, portfolio optimization, option valuation, and machine learning.

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.

Cornell Financial Engineering Manhattan 2023 Future of Finance Conference

Harvey Stein Senior VP @ Two Sigma Labs Group

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