David Romoff
Lecturer in Discipline, Enterprise Risk Management
David is a risk management practitioner with 15 years of experience in modeling market and credit risk; always adapting to the industry's latest methods and technologies. David enjoys communicating ideas, building models and visualizations, and generally bridging the gap between theory and practice.
Previously, David served as Manager of Risk Management at On Deck Capital, a FinTech lending company, where he managed AI models to estimate losses and risk capital for the company's book of loans. Prior to that, at AIG, David built and supported insurance and liquidity risk models and helped build AIG's firmwide economic capital model. Before AIG, David worked at Bear Stearns on the counterparty credit risk quant team.
David has developed many courses for the ERM program including classes on financial risk management, quantitative risk management, coding, modeling, and machine learning.
David holds an M.B.A. in Finance, an M.S. in Actuarial Science, and a B.A. in Psychology.
Education
- M.B.A., Baruch College
- M.S., Columbia University
- B.A., University at Albany, SUNY
