Joseph Dziwura, Ph.D.

Joseph (“Joe") Dziwura joined Global Quantitative Advisors as a Strategic Advisor in 2024.  Previously he worked at Aegon NV in the Asset-Liability Management (ALM) and Hedging Group in the office of the CIO.  He was formerly with  TIAA / Nuveen in Enterprise Risk Management responsible for firm-wide scenario design and  stress testing, risk appetite, quantitative capital and asset allocation, liquidity risk management, and asset management risk, including multi-asset class investment risk and performance measurement and attribution. He also worked at the Federal Reserve Bank of New York in a number of areas, including international capital markets, research and market analysis, discount window and collateral valuation, domestic open market operations, Federal Reserve balance sheet management, and foreign exchange operations. His work and research included areas in domestic and international capital markets, links between financial markets and economic fundamentals, the performance and vulnerabilities of financial markets and institutions and global systemic risk, and technical aspects of pricing and trading securities and derivatives. He was recently Adjunct Instructor at Johns Hopkins University in the Graduate Program in Business Analytics and Risk Management.  He was previously Adjunct Assistant Professor in the Graduate School of Business at New York University Stern School of Business. He also has previous experience at Sumitomo Mitsui Banking Corporation in the Foreign Exchange and International Treasury Division, at Deutsche Bank in Fixed Income Research, and at AT&T in the Treasury Department.  Mr. Dziwura has a Ph.D. in Economics and has done post graduate work at the Graduate School of Business at Stanford University.