Past appointments for Dr. Bohn include Head, Portfolio Analytics and Economic Capital at Standard Chartered Bank in Singapore and General Manager, Financial Strategies group at Shinsei Bank in Tokyo where he supervised implementation of best-practice risk and capital analytics. Before moving to Asia, he led Moody’s KMV’s (MKMV’s) Global Research group and MKMV’s Credit Strategies group.

 

Dr. Bohn often conducts seminars on topics ranging from credit instrument valuation & portfolio management to machine learning. He has published widely in the area of credit risk. He co-authored with Roger Stein Active Credit Portfolio Management in Practice (Wiley, 2009). His recent research focuses on reinforcement learning, causal inference, factor modeling, and large-scale risk simulations. Dr. Bohn is an affiliated researcher at U.C. Berkeley’s Center for Risk Management Research and serves as a board member for the Consortium for Data Analytics in Risk (CDAR) spanning U.C. Berkeley, Stanford and several industry partners. He is also a member of EPFL’s Center for Digital Trust Advisory Council and a member of NYU Abu Dhabi’s Engineering Industry Advisory Council. On occasion, he teaches financial engineering at U.C. Berkeley, National University of Singapore’s Risk Management Institute, and Tokyo University.

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LONG BIO

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Dr. Bohn is Chief Strategy Officer for One Concern, a California-based resilience technology company. He is also a board member and researcher at the Consortium for Data Analytics in Risk (CDAR) at U.C. Berkeley. He is a member of Reprisk’s Advisory Board in Zürich and is an advisor to, and investor in, several Fintech & Insurtech start-ups. Most recently, he was the Chief Research & Innovation Officer at the Swiss Re Institute, which he established several years ago in Zürich. In the past, he served as Chief Science Officer at State Street Global Exchange in San Francisco. Before moving back to California, he established the Portfolio Analytics and Valuation Department within State Street Global Markets Japan in Tokyo. Dr. Bohn often conducts seminars on topics ranging from risk & portfolio management to machine learning. He has published widely in the area of credit risk. He co-authored with Roger Stein Active Credit Portfolio Management in Practice (Wiley, 2009). His recent research focuses on resilience modeling, ESG investing, socially responsible machine intelligence, causal inference to improve machine-learning interpretability, quantum computing, and machine-intelligence-enabled tools to assess company & urban resilience. 

 

Past appointments for Dr. Bohn include Head, Portfolio Analytics & Economic Capital at Standard Chartered Bank in Singapore and General Manager, Financial Strategies group at Shinsei Bank in Tokyo where he supervised implementation of best-practice risk and capital analytics. Before moving to Asia, he led Moody’s KMV’s (MKMV’s) Global Research group and MKMV’s Credit Strategies group.

 

Dr. Bohn often conducts seminars on topics ranging from credit instrument valuation to portfolio management. More recently, he presents on technology trends (e.g., 5G, IoT, machine intelligence, and distributed ledger technology) and their impact on cities, supply chains, financial services, and insurance. He spearheads a new initiative, called Quantum Cities exploring the opportunities & threats to urban areas given the rapidly developing tech-enabled connectivity. In particular, he and his team are exploring how the insurance digital ecosystem is developing as the insurance value chain is disrupted by these technology trends. Dr. Bohn's work builds on extensive experience in risk modeling & management; he has published widely in the area of credit risk. He co-authored with Roger Stein, Active Credit Portfolio Management in Practice (Wiley, 2009).

 

Dr. Bohn's current research focuses on applying machine intelligence (particularly reinforcement learning) to time-series prediction & risk modeling, quantum-inspired coding, end-to-end enterprise machine intelligence, using causal inference to improve time series analyses, and managing & valuing R&D efforts in corporate environments. In addition, he continues his research in the areas of factor modeling and large-scale risk simulations. Dr. Bohn is an affiliated researcher at U.C. Berkeley’s Center for Risk Management Research and serves as a board member for the Consortium for Data Analytics in Risk (CDAR) spanning U.C. Berkeley, Stanford and several industry partners. He is also a member of the advisory group for the Centre for Digital Trust established at EPFL in Lausanne and a member of NYU Abu Dhabi’s Engineering Industry Advisory Council in Abu Dhabi. On occasion, he teaches financial engineering at U.C. Berkeley, National University of Singapore’s Risk Management Institute, and Tokyo University.