Alissa M. Kleinnijenhuis is a Postdoctoral Associate at the MIT Sloan School of Management and the Golub Center for Finance and Policy (GCFP). She is also a Research Fellow at the Institute of New Economic Thinking at the Oxford Martin School (INET), the Oxford-Man Institute of Quantitative Finance (OMI), and the Mathematical and Computational Finance (MCF) Group at the Mathematical Institute of the University of Oxford.
Her research focuses on the systemic implications of financial regulation, financial market design, and dynamics, and climate risk. The areas of research covered in her studies in the field of finance include financial crises, systemic risk, financial stress testing, financial and banking regulation, market ecology models, AI in finance, climate finance, and climate risk. Her recent work has shed light on the system-wide implications of key pillars of the post-crisis (2007-2009) regulatory reform, including Basel III buffers, bail-in, and central clearing. She has also developed novel tools to evaluate systemic effects of policies, such as system-wide stress tests. Kleinnijenhuis collaborates actively with both policymakers and practitioners. She is a Visiting Scholar at the Bank of England and an Academic Consultant at the European Central Bank, and collaborates with researchers at the Bank of International Settlements, South-African Reserve Bank, the International Monetary Fund, and Fidelity Investments.
Kleinnijenhuis holds a BS(Hons) from University College Utrecht of Utrecht University in Economics and Mathematics, a MSc in Mathematics and Finance from the Imperial College London, and DPhil (PhD) Mathematical and Computational Finance (classified under Mathematics) from the University of Oxford. She has been a Visiting Scholar at Yale University and the University of California, Santa Barbara, and has conducted research at Morgan Stanley and Allianz Global Investors.