Roger Stein

Senior Lecturer and Research Affiliate

Roger Stein

Roger M. Stein is Senior Lecturer in Finance at the MIT Sloan School of Management and also holds the position of Research Affiliate at the MIT Laboratory for Financial Engineering.  

He has been actively engaged in developing, implementing and writing about new approaches to applied risk modeling and financial prediction for almost 25 years. He and his teams have developed, implemented, and delivered products and services that have become industry benchmarks in banking and finance.

In addition to his academic work, Stein has held a number of senior positions in industry.  He was the Chief Analytics Officer at State Street GX as well as Senior Managing Director of Product Strategy.  Before this, he wasmanaging director of research and academic relations  globally for Moody’s Corporation and prior to this, president of Moody’s research labs.  Earlier in his career, he was co-head of research at Moody’s KMV.

Stein has written over fifty professional and academic articles and has coauthored two full-length texts on applied analytics.  His current research interests are in the areas of systemic risk, credit risk, model risk and validation, biomedical funding, and the interface between data mining and financial theory.  He is also Affiliated Researcher at the Berkeley Center for Risk Management Research.

Stein is on the editorial board of several finance journals.  He is also the founder and president of the Consortium for Systemic Risk Analytics and a member of the Advisory Council of the Museum of Mathematics; the Board of PlaNet Finance, USA, and the Academic Advisory Board of the EC’s SYstemic Risk Tomography Project (SYRTO).

Stein holds a master’s degree and PhD from the Stern School of Business, New York University.

 

For more background on this faculty member's research and academic initiatives, please visit the MIT Sloan faculty directory.

Contact Information

E-mail: steinr@mit.edu

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Research Papers

http://mitsloan.mit.edu/faculty/publications.php?in_spseqno=53210&co_list=F

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