Kenneth Winston

  • Adjunct Professor

Kenneth Winston

Kenneth Winston is a Lecturer in Economics at the California Institute of Technology and an Adjunct Professor of Mathematics at NYU, where he teaches at both the Courant Institute of Mathematical Sciences and the Tandon School of Engineering. Previously he was the Chief Risk Officer at Western Asset Management, heading the global risk and quantitative analysis group covering Los Angeles, New York, London, Tokyo, Singapore, Melbourne, and Sao Paulo. He led the development of WISER (Western Information System for Estimating Risk), the firm’s custom investment risk management system. Before that, he was Chief Risk Officer at Morgan Stanley Investment Management in New York. His Ph.D. from MIT is in pure mathematics; his area of specialty was combinatorics. He is the author of many papers and a co-editor of The Oxford Handbook of Quantitative Investment Management. His book Quantitative Risk and Portfolio Management is forthcoming with Cambridge University Press.