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Dr. Dan Rosen is currently a visiting fellow at the Fields Institute for Research in Mathematical Sciences and an adjunct professor at the University of Toronto's Masters Program in Mathematical Finance. In addition to his academic activities, he is the President of R2 Financial Technologies and acts as an advisor and consultant to institutions in Europe, North America, and Latin America on derivatives valuation, risk management, economic and regulatory capital.
Up to July 2005, Dr. Rosen had a successful ten-year career at Algorithmics Inc., where he held senior management roles in strategy and business development, research and financial engineering, and product marketing. In these roles, he was responsible for setting the strategic direction of Algorithmics' solutions, new initiatives and strategic alliances as well as heading up the design, positioning of credit risk and capital management solutions, market risk management tools, operational risk, and advanced simulation and optimization techniques, as well as their application to several industrial settings.
Dr. Rosen lectures extensively around the world on financial engineering, enterprise risk and capital management, credit risk and market risk. He has authored numerous papers on quantitative methods in risk management, applied mathematics, operations research, and has co-authored two books and various chapters in risk management books (including two chapters of PRMIAs Professional Risk Manger Handbook). In addition, he is a member of the Industrial Advisory Board of the Fields Institute, the Academic Advisory Board of Fitch, The Academic and Valuation Boards of Valmer (Mexican Stock Exchange and Algorithmics), the Credit Risk Steering Committee of the IAFE (International Association of Financial Engineers) and the regional director in Toronto of PRMIA (Professional Risk Management International Association).
He holds several degrees, including an M.A.Sc. and a Ph.D. in Chemical Engineering from the University of Toronto. | 