Director Swiss Re Institute
Dr. Bohn is the Director of the Swiss Re Institute. Most recently, he served as Chief Science Officer and Head of GX Labs 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. (He is fluent in Japanese.) He previously ran the Risk and Regulatory Financial Services consulting practice at PWC Japan.
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 to portfolio 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). His recent research focuses on 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. On occasion, he teaches financial engineering at U.C. Berkeley, National University of Singapore’s Risk Management Institute and Tokyo University.
Jeffrey R. Bohn received his M.S. in 1997 and Ph.D. in 1999 in Finance from UC Berkeley’s Haas School of Business. His dissertation on corporate bond pricing was written under the guidance of Terry Marsh, Mark Rubinstein and Thomas Rothenberg. His research has been incorporated into quantitative tools regularly used in financial risk management applications at many global financial institutions. He received his B.A. in Economics from Brigham Young University in 1990, graduating with University Honors and Honors in Economics.