Main Content

Faculty Profile: Robert R. Reitano

Robert R. Reitano

Professor of the Practice in Finance

Enterprise risk management. Financial derivatives modeling, pricing and hedging applications. Quantitative finance.

Formerly Executive Vice President & Chief Investment Strategist of John Hancock/Manulife, where he was responsible for the Company's General Account Portfolios, Dr. Reitano managed the Global Investment Strategy Group of investment research officers, investment and financial analysts and support staff organized into 7 teams in Boston and Toronto. Dr. Reitano was board member and Chairman of the Committees of Finance for John Hancock Variable Life Insurance Company and Investors Partner Life Insurance Company, Chairman of the investment oversight committees responsible for the Company's Pension Plans, 401(k) plans, and Variable Series Trust, board member of other John Hancock subsidiaries, and served as the Company's Derivatives Supervisory Officer.

A frequent industry speaker and teacher, his research papers have appeared in the Journal of Portfolio Management, the North American Actuarial Journal, the Transactions of the Society of Actuaries and the Actuarial Research Clearing House. His research has won an Annual Prize of the Society of Actuaries and two biennial F.M. Redington Prizes awarded by the Investment Section of the Society of the Actuaries. His book, “Introduction to Quantitative Finance: A Math Tool Kit,” was published by MIT Press in January, 2010.

Dr. Reitano has a Ph.D. in Mathematics from M.I.T., is a Fellow of the Society of Actuaries, a Member of the American Academy of Actuaries, a Chartered Enterprise Risk Analyst, and a member of the International Actuarial Association. He has served on the Editorial staff and provides editorial support for several finance and actuarial journals, and serves on the Committee on Financial Research of the Society of Actuaries, the Board of Directors of the Professional Risk Managers International Association (PRMIA), and a number of not-for-profit boards and investment committees.

He has been Visiting Professor in the MSIM Program at Reykjavik University Business School, and Adjunct Professor in the Mathematical Finance program at Boston University.

Massachusetts Institute of Technology, Ph.D.
U Mass Amherst, M.A.


Awards & Honors:
  • (2008) Chartered Enterprise Risk Analyst (CERA) credential awarded by the Society of Actuaries as recognition as a "Thought Leader" in the field.
  • (2007) Excellence in Teaching Award for Full Time Faculty: 2006-2007, International Business School.
  • (1996) Investment Section of the Society of Actuaries1994-95 F.M. Redington Prize for "Multivariate Stochastic Immunization Theory", Transactions of the Society of Actuaries, XLV, 1994.
  • (1994) Investment Section of the Society of Actuaries1991-93 F.M. Redington Prize for "Multivariate Duration Analysis", TSA, XLIII, 1991.
  • (1992) Society of Actuaries1991 Annual Prize for "Multivariate Duration Analysis", TSA, XLIII, 1991.