David Mordecai President and Co-founder, Risk Economics, Inc.

David Mordecai

David is lead investigator at the RiskEcon® Lab for Decision Metrics, established in 2011 in order to apply a range of computational methods to analyze commercial, consumer and population-related societal trends, and Visiting Scholar at the Courant Institute for Mathematical Sciences at New York University (NYU). In his senior advisory capacity for the lab, he leads technical oversight for research activities exploring applications of agent-based computing and statistical inference, in conjunction with machine learning systems and methods, to a broad range of commercial and institutional contexts.

He has served as an adjunct instructor of applied mathematics at Courant, as well as being an Adjunct Professor and an active member of the working group for the NYU Center for Data Science (NYUCDS). In 2014, he was the Course Director leading the NYUCDS Capstone graduate applied research program in its inaugural year. Since 2010, he has served as a Fellow, as well as a member of the Advisory Board of the Mathematical Finance Program at Courant. He is also associated with the NYU Social Media and Political Participation Lab (SMaPP), an interdisciplinary collaboration that researches the relationships between social media and political behavior.

David holds a Ph.D. with concentrations in Econometrics/Mathematical Statistics and Economics/Industrial Organization from the University of Chicago, and an M.B.A. in Finance from the NYU Stern School of Business. His dissertation research applied principal components analysis to risk-based leverage estimation with a focus upon empirical tests of the limits of arbitrage, and how market shocks trigger contagion via the financing of highly leveraged financial institutions during periods of extreme market volatility. In addition to studying financial economics and market microstructure, as well as the economics of law, regulation and industry structure, his doctoral education included the study of Bayesian decision theory, social network analysis and behavioral economics.

Since November 2013, he has been appointed the first Scientist-in-Residence at FinTech Innovation Lab, an accelerator platform for early and growth stage technology firms, organized by The Partnership Fund for New York City in conjunction with Accenture and a consortium of venture capital firms and global financial institutions.

David K.A. Mordecai is also President and co-founder of Risk Economics, Inc., a New York City based advisory firm, which specializes in the application of computational economics to the proprietary development and scalable implementation of robust modeling and data analytic frameworks for valuation, strategic and systemic risk analysis, and dynamic asset-liability management. The scope of activities includes applying the expertise of Risk Economics in product development, as well as FinTech strategy and process engineering, to the commercialization of R&D for risk and liability management analytics.

 

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