David Warn, Head of Market Risk, Senior Portfolio Manager, The University of Chicago, Office of Investments
David is the Investment Office’s senior risk manager. In his role, he supports the chief risk officer specializing in market risk management and analytical development. He joined the University in 2010. From 2004 to 2010, David worked for Morgan Stanley in London as head of equity risk analytics and monitored European equity market risk for the firm. Previously, he was in a quantitative risk management role at Banca Intesa SpA in London covering their exotic equity derivatives book.
David holds a PhD in medical statistics from the University of Cambridge, UK, and MSc and BSc degrees in mathematics from Imperial College, London.