David Romoff
Columbia University
David Romoff teaches at Columbia University’s Enterprise Risk Management program. He is a risk management practitioner with 15 years of experience in modeling market and credit risk; always adapting to the industry’s latest methods and technologies. David enjoys communicating ideas, building models and visualizations, and generally bridging the gap between theory and practice.
Previously, David served as Manager of Risk Management at On Deck Capital, a FinTech lending company, where he managed AI models to estimate losses and risk capital for the company’s book of loans. Prior to that, at AIG, David built and supported insurance and liquidity risk models and helped build AIG’s firmwide economic capital model. Before AIG, David worked at Bear Stearns on the counterparty credit risk quant team.
David holds an M.B.A. in finance, an M.S. in actuarial science, and a B.A. in philosophy and psychology.
Follow David
Articles by David Romoff
Investment decisions driven by fine-tuned large language models and uniform manifold approximation and projection-supported clustering and hierarchical density-based spatial clustering
The author proposes an investment strategy using LLMs and text from social media posts and business and economic news and demonstrate that the strategy outperforms the chosen benchmark.