christopher rohlfs

executive director of wealth management strats and modeling

About

I am a quant working in the Wealth Management Strats & Modeling group at Morgan Stanley in New York.

Country

united states

City

new york

Industry

financial services

Skill

econometrics, stata, economics, quantitative analytics, statistics, data analysis, monte carlo simulation, microsoft excel, matlab, quantitative research, research, equities, c++, statistical modeling, spss, econometric modeling, risk management, latex, time series analysis, microeconomics, macroeconomics, r, optimization, quantitative finance, data mining, quantitative analysis, html, mathematica, statistical arbitrage, machine learning, computer science, unix

Experience

vice president of wealth management strats and modeling

morgan stanley

2017-3 - Present · 9 yrs 7 mos

consultant

little bear holdings

2012-3 - 2013-5 · 1 yr 3 mos

*  Translated ideas from academic papers into operational trading strategies for a small hedge fund. *  Analyzed large futures dataset in C++ using QuantLib and MySQL connector. *  Worked with stochastic calculus, principal components analysis, and term structure models. *  Developed, coded, and back-tested new statistical arbitrage approach based upon Treasury-Eurodollar future spreads.

research assistant for professor james j heckman

university of chicago

2000-6 - 2002-3 · 1 yr 10 mos

*  Research support to Nobel-winning econometrician for studies on human capital formation. *  Used Markov Chain Monte Carlo (MCMC) and Gibbs sampling methods and factor analysis. *  Provided Matlab and SAS code, empirical and Monte Carlo results, and proofs for papers that were presented widely and published in academic journals.

executive director of wealth management strats and modeling

morgan stanley

2018-1 - Present · 8 yrs 9 mos

Forecasting revenue & balances for BAU and stress testing for Wealth Management businesses.

assistant professor of economics

syracuse university

2006-7 - 2013-5 · 6 yrs 11 mos

* Tenure-track position at Economics Department within the #1 policy school in the United States. * Applied microeconomic and econometric research sponsored by DoD, NIH, and NBER and featured in The New York Times, USA Today, Time, US News, Harvard Business Review, and Foreign Affairs. * Taught undergraduate and graduate Econometrics (7 times), Asset Pricing, and Financial Economics.

vice president of risk analytics

morgan stanley

2013-6 - 2017-3 · 3 yrs 10 mos

Morgan Stanley mobilizes capital to help governments, corporations, institutions and individuals around the world achieve their financial goals. For over 75 years, the firm's reputation for using innovative thinking to solve complex problems has been well earned and rarely matched. A consistent industry leader throughout decades of dramatic change in modern finance, Morgan Stanley will continue to break new ground in advising, serving and providing new opportunities for its clients.Morgan Stanley is committed to maintaining the first-class service and high standard of excellence that have always defined the firm. At its foundation are four core values — putting clients first, doing the right thing, leading with exceptional ideas and giving back — that guide its more than 55,000 employees in 1,200 offices across 43 countries.

Education

columbia university

computer science

montgomery blair high school

1992-1 - 1993-1 · 1 yr 1 mo

maret school

1993-1 - 1996-1 · 3 yrs 1 mo

university of chicago

economics

2000-1 - 2001-1 · 1 yr 1 mo

new york university

computer science

2013-1 - 2015-1 · 2 yrs 1 mo

columbia university in the city of new york

electrical engineering

2015-1 - 2020-1 · 5 yrs 1 mo

university of chicago

economics

2000-1 - 2006-1 · 6 yrs 1 mo

Fields: Econometrics and Labor Economics Bradley Fellowship. University of Chicago Unendowed Fellowship. National Institute on Aging Fellowship.

oberlin college

economics

1996-1 - 2000-1 · 4 yrs 1 mo

High Honors in Economics.","National Merit Scholar."]