Jan Dash is a leader in quantitative finance and risk management. His positions included Head of Quant Risk Analytics at Bloomberg LP, Director at Citigroup/Salomon Smith Barney, and V.P. Manager at Merrill Lynch. He was an Adjunct Professor at the Courant Institute and Visiting Research Scholar ...more

Jan Dash is a leader in quantitative finance and risk management. His positions included Head of Quant Risk Analytics at Bloomberg LP, Director at Citigroup/Salomon Smith Barney, and V.P. Manager at Merrill Lynch. He was an Adjunct Professor at the Courant Institute and Visiting Research Scholar at Fordham University. He also previously managed quant/risk groups at Moore Capital Management, Fuji Capital Markets, and Eurobrokers. His prior finance and physics academic positions included Adjunct Professor with the Courant Institute (NYU), Visiting Research Scholar at Fordham University (Graduate School of Business Administration), Directeur de Recherche at the Centre de Physique Théorique (CNRS, Marseille, France), and Member of Technical Staff at Bell Labs. Jan has published over 60 scientific papers, and holds a BS from Caltech in engineering and a PhD in physics from UC Berkeley. The 2nd edition of his book, Quantitative Finance and Risk Management, A Physicist’s Approach, devotes a chapter to climate change and its long-term systemic risk. Jan is also the primary author of the handy list of quick responses to climate contrarian fallacies and the managing editor of The Climate Portal.less