Ben Steiner

Ben Steiner focuses at the intersection of machine learning, model risk management and financial markets.

His expertise combines hands-on technology development, delivering strategic projects, implementing governance frameworks, as well as bridging communications between technical data science teams and clients.

In his current role as a consultant, he delivers risk and ML/AI projects for asset managers, institutional investors and regulated banks.

Previously, Ben held chief-of-staff responsibilities in the Global Fixed Income division of BNP Paribas Asset Management (BNPP AM). His focus was strategic priorities that helped BNPP AM deliver long term sustainable returns for their clients.

Earlier in his career, Ben was Head of Model Development, Portfolio Manager & Quant Researcher at investment managers and quantitative hedge funds. This research spanned multiple asset classes; from model development in illiquid markets (Private Debt and Real Estate) to trading strategies in liquid public markets (Equity Long/Short, Absolute Return Fixed Income, Managed Futures and Global Macro).

In 2013, Ben was appointed to the Board of Directors of the Society of Quantitative Analysts (SQA) and organized their  annual conference titled “AI/ML: Help, Hope or Hype?”. Ben is a frequently invited speaker to computational finance and machine learning events and has made over 50 modelling-related presentations globally.

He holds a BA (Hons) Economics from the University of Manchester, an MSc Mathematical Finance from Imperial College, London. He has lectured on the MSc Enterprise Risk Management program at Columbia University, New York since 2020.