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Reza Bahar

Special Assistant Professor of Information Systems and Business Analytics


Degrees

MSC, 1975, University of London; BSC, 1973, University of London


Bio

Mr. Reza Bahar joined Hofstra University on Long Island, New York in 2016 and is currently a visiting Assistant Professor in the Department of Information Systems and Business Analytics.  His BSc degree is in Economics from London School of Economics and his MSc degree is in Statistics from London School of Economics (1975).  He continued his graduate studies at Graduate Faculty of New School for Social Research, New York, concentrating on history of economic thought and econometrics.

Prior to joining Hofstra he served in senior positions in the financial sector for over twenty years.  His work had involved product development, statistical modelling, risk analytics, and financial engineering.  At Standard and Poor’s he was head of Derivative Ratings, and later he headed the product/analytic solutions and research at Standard and Poor’s Risk Solutions.  His responsibilities in his banking career included, among other things, overseeing the development of credit and market risk models as well as internal capital and credit rating models.

He has presented and conducted seminars on credit risk modelling in USA, several countries in Europe, Australia and Japan.  He has contributed many articles which have been published by S&P, Risk, Credit, Algorithmics and CreditMetrics.  Some of these articles have also appeared in several books on financial risk management and modelling.

Before working in the financial sector, he was a consultant on quantitative modelling and taught economics and econometrics.


Teaching Interests

Statistics, Econometrics, market and credit risk analytics


Research Interests

Economic capital modelling: measurement of correlation in credit behavior, credit risk modelling, market risk modelling, and risk aggregation


Recent Courses Taught

Course Title Level
BAN 122 INTERMEDIATE BUSINESS STATS Undergraduate
BAN 150 BUSINESS FORECASTING Undergraduate
BAN 203 AVND QUANTVE ANALYSIS FOR MGRS Graduate
Photo of Reza Bahar

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