Robert Stewart

Molloy University

Rob Stewart is an assistant professor in the School of Business at Molloy University, starting in 2024. His career includes extensive experience in quantitative risk and consumer credit. Before joining academia, Dr. Stewart worked at JP Morgan Chase in the Model Risk Group. Before that, he spent over seven years as a quantitative operational risk specialist in the Supervision and Regulation Department at the Federal Reserve Bank of Chicago. He also held key roles at American Express and Discover Financial Services, focusing on the quantitative aspects of consumer credit. Dr. Stewart is the author of Adventures in Statistics: How We Live in a World of Numbers, a book available on the Springer Nature website and Amazon.

Articles by Robert Stewart

Original research

Operational risk, capital regulation and model risk

The author proposes seven basic properties for operational risk modelling to form an operational risk management framework.

07 Mar 2025

Original research

Benchmarking operational risk stress testing models

This paper outlines several approaches to benchmarking operational loss projections under stressed scenarios using both accounting metrics and historical loss experience.

04 Aug 2020

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