Christopher Perez

  • Adjunct Professor

Christopher Perez

Chris pivoted to Wall Street after studying physics. He received his AB from Harvard and Ph.D. from Stanford University, where his thesis research used general relativity to devise ways to observe the mass and angular momentum of black holes. In his first job on Wall Street at  Morgan Stanley, he built a firmwide Value-at-Risk model that was the first to use an equity factor model and later created automated equity trading systems. Chris then gained significant hedge fund experience, serving as Chief Risk Officer for two prominent hedge funds: Eton Park and QVT. After the financial crisis, he joined Goldman Sachs where he was an MD primarily responsible for Credit Risk Modeling including Basel Capital and regulatory CVA, Liquidity Risk  Modeling, and Hedge Fund Risk. Most recently, he branched into crypto, serving as the MD in charge of Market Risk and Quantitative Modeling for BlockFi.