Introduction to Equity Risk Models: Guest Speaker Ben Lieblich
In a recent Fundamental Edge webinar, our Chief Data Scientist Ben Lieblich shared a comprehensive overview on equity risk models.
Ben joined EDS early on as Vice President of Product and Quantitative Engineering. He started his career as a quantitative analyst at Credit Suisse where he first met Sandeep, our CEO. He went on to lead the analytics group at Shapeways 3D Printing, a prominent tech startup, after which he joined Raveneur Investment Fund as their quantitative analyst. He then went on to Cross River, a venture-backed technology focused bank, to develop their retail banking product and lead the bank’s quantitative credit modeling effort. Ben graduated first in his class from Rutgers with concentrations in Math and Physics. He also has a Financial Engineering master’s degree from UC Berkeley and a Product Management MBA from Cornell University.
Navigating Risk Management Trends in Active Investing
In today’s fast-paced world of fundamental management, staying ahead requires more than just sharp investment acumen—it demands an acute awareness of risk factors. Incorporating factor models into investment strategies has
Webinar replay: How Snowflake Enables Quantitative Research and Investment Analytics
August 2, 2023 1 minute EDS Chief Data Scientist Ben Lieblich recently sat on a panel, along with Snowflake’s Bryan Lenker and FactSet’s Kellyn Cochell, discussing data trends among investment