Edward Dumas

Adjunct Professor in the Brandeis International Business School

Departments/Programs

International Business School

Degrees

University of California, Santa Barbara, Ph.D.
University of California, Santa Barbara, M.A.
University of California, Santa Barbara, B.A.

Expertise

Money and Banking
Credit Risk
Financial Derivatives
Quantitative Finance
Risk Management

Profile

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Edward Dumas is an Adjunct Professor at Brandeis University. He works full-time at the Federal Reserve Bank of Boston where he conducts research on financial stability, banking safety & soundness, and innovations in financial technologies.

Previously, Ed served as Managing Director at Bank of America where he was responsible for developing and conducting subject matter expert testing of Basel 2, Basel 3, and Market Risk capital requirements. Prior to that, Ed was Head of Risk Solutions, North America at DST Global Solutions where he was responsible for risk management solutions and consulting for North America.

Prior to joining DST Global Solutions, Ed was Senior Director of Global Treasury Risk Management at State Street, where he also served as Head of Quantitative Research & Analysis, Finance and designed transactions to hedge balance sheet exposures as well as created models to determine credit valuation adjustments for OTC derivatives.

Before joining State Street, Ed was Chief Risk Officer at the Federal Home Loan Bank of Boston where he managed enterprise risk management consisting of interest rate risk management, risk analytics, model validation, collateral management, operational risk management and risk policy. Prior to joining FHLB, Ed was Head of Capital Markets Analytics at FleetBoston Financial where he oversaw development of counterparty credit exposure and market risk measurements for over 20 business lines and also served as Co-Chair of the Corporation’s Valuation Committee.

Among his other professional activities, Ed was a Financial Economist at the Office of the Comptroller of the Currency where he was a principal contributor to supervisory policies for financial derivatives and trading and risk management activities for national banks.

Ed currently serves on the Steering Committee for the Boston Chapter of the Professional Risk Managers’ International Association, where he was also Regional Director from 2007 to 2013. Ed served on the Board of The Risk Management Association New England Chapter and was a member of The Risk Management Association’s Market Risk Council from 2006 to 2009. He holds a Ph.D. and Masters degrees in Economics and a Bachelors degree in Physics.

Courses Taught

ECON/FIN	250a	Forecasting in Finance and Economics
FIN	242f	Credit Risk Analysis