Allan Malz
318 S. W. Mudd Building
500 W. 120th Street
New York, New York 10027
Phone: +1 212-854-2987
Fax: +1 212-854-8103
Email:
Allan M. Malz is Chief Risk Officer at Davidson Kempner Capital Management LLC, a manager of private investment funds. Before joining Davidson Kempner, he was head of risk management at Clinton Group, a manager of multi-strategy hedge funds and CDOs. Previously, Dr. Malz was head of research at RiskMetrics Group, which he joined on its spinoff from J.P. Morgan in September 1998. Dr. Malz spent his earlier career at the Federal Reserve Bank of New York as a researcher and foreign exchange trader, eventually heading the Fed open market and foreign exchange desks' efforts to improve market monitoring and analysis. His research, which includes forecasting financial crises, risk measurement for options, and estimation of risk-neutral probability distributions, has been published in a number of industry and academic journals. Dr. Malz holds a Ph.D. in Economics from Columbia University.