Head, Counterparty and Credit Risk, Bloomberg LP
Harvey Stein is Managing Director of Counterparty and Credit Risk at Bloomberg LP where he built one of the top quantitative finance research and development groups in the industry, supplying derivative securities valuation models for interest-rate derivatives, mortgage-backed securities, foreign exchange, credit, equities, and commodities. He is responsible for introducing Linux clusters to supply valuations to Bloomberg’s customers. Recently, he has been focusing on building Bloomberg’s counterparty credit risk modeling.
Stein received his Bachelor’s degree in Mathematics from Worcester Polytechnic Institute and, after working at Bolt, Beranek and Newman developing and designing the precursor to the Internet, Stein studied arithmetical geometry at Berkeley while working at Wells Fargo Investment Advisors. His Ph.D. in Mathematics is from the University of California at Berkeley.