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Ben Steiner

Lecturer; General Manager, Asset Management, causaLens

Ben Steiner has spent his career at the intersection of machine learning and model risk management for investment firms.

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

In his current role, he helps asset managers and institutional investors deploy causal AI technology to add value to their investment process.  Causal AI techniques go beyond narrow machine learning predictions. They can be integrated into human decision-making and are intrinsically explainable.

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.

Education

  • B.A., University of Manchester
  • M.S.c., Imperial College, London