David K. A. Mordecai, is a Managing Director within Financial Services at Swiss Re, leading a quantitative portfolio strategies team within the Capital Management and Advisory Division (FS Products) focused upon financial engineering and product and capital markets development for trading global risks. Prior to accepting this role, as the founder of Risk Economics Limited, a firm specializing in the development and implementation of structured credit arbitrage, financial engineering, and asset-liability management solutions, he served as a Senior Advisor to Swiss Financial Services. Previously he was Managing Director of Structured Products responsible for $5 billion CDO assets under management at multi-strategy hedge fund with $10 billion of assets under management. Prior to his role as a hedge fund manager, he was Vice President of Financial Engineering/Principal Finance at AIG, a Director at Fitch, and within several global banks, over a period of ten years, specialized in credit analysis and the origination, structuring, and trading of leveraged loans for non-recourse project finance and highly leveraged transactions involving corporations and financial institutions.

David holds a Ph.D. in financial economics from the University of Chicago Graduate School of Business, where his doctoral research focused on the limits of arbitrage based upon hedge fund returns. He also holds an M.B.A. in Finance from NYU Stern School of Business.
His biography is included in Who’s Who in the World, Who’s Who in America, and Who’s Who in Finance and Business (Formerly Who’s Who in Business and Industry).

He is an active member of the International Association of Financial Engineers (IAFE) Advisory Board, is Co-Chair of the IAFE Liquidity Risk Committee, and sits on the Steering Committee of their Investor Risk Working Group on hedge fund and CTA disclosure issues. He has been a participant of the Institutional Investment Management Advisory Committee of NYMEX, and a participant of National Bureau for Economic Research and the Wharton Financial Institutions Center working groups.

As the founding Editor-in-Chief of The Journal of Risk Finance, a quarterly peer-reviewed in, which addresses topics in financial risk intermediation, Dr. Mordecai remains a senior member of the journal’s advisory board, and also serves on the advisory board of The Journal of Alternative Investments.