Jeffrey Nisen, Ph.D.

Jeffrey is a seasoned Quantitative Analyst (QA) with several years’ experience working in the Market, Credit, and Counterparty Credit Risk domains.  In his previous role at Barclays, as a Director on the QA team, he played a critical role in their CCAR Stress Testing Program while leading the RWA Projection Team.  He is well-versed in financial products and related risk management methods across all asset classes.  He also has extensive experience in Default Risk modeling, Portfolio risk analytics, and Natural Language Processing applications to Risk Management.

In his current role at Bloomberg L.P. he serves as a quant on their Enterprise Risk modeling team with a focus on Market Risk.  Jeffrey received his PhD in Statistics and Master’s in Computational Mathematics from Purdue University.