RiskMetrics' head of quant research joins Clinton Group

Malz has been with the risk technology company since 1998. Previously he had worked as a risk manager at Credit Suisse First Boston and at the Federal Reserve Bank of New York, where he worked to improve market monitoring and analysis on the open market and foreign exchange desks.

Malz’s research on extracting information on market sentiment from derivatives prices has been published in the Journal of International Money and Finance and the Journal of Derivatives. Malz was also published in Risk in November 2001 with an article entitled Crises and Volatility, where he analysed the behaviour of forward-looking asset prices during market crises, focusing on historical and implied volatilities. He argued that the latter contains useful information for predicting market stress in the immediate future.

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