Roger Stein

Senior Lecturer and Research Affiliate

Biography | Selected Publications

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.

 

 

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General Expertise
Applied probability; Applied probability; Bankruptcy; Big data; Business intelligence; Data analytics; Data management; Data mining; Data mining; Data mining; Data mining; Decision making; Decision support; Econometrics; Econometrics; Financial econometrics; Financial engineering; Financial information technology; Financial information technology; Innovation; Innovation management; Innovative thinking; Knowledge management; Knowledge management; Leadership; Machine learning; Predictive analytics; Predictive analytics; Product development; Product innovation; Product management; Product strategy; Risk capital; Risk management; Risk management; Social entrepreneurship; Social responsibility; Strategic planning; Strategy; Talent management; Technology transfer