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QuantMinds Americas

J.D. Opdyke
Vice President, Enterprise Risk and Return Management, Financial Risk and Measurement at Allstate


J.D. Opdyke is Vice President, Head of Enterprise Risk Analytics at Allstate. Reporting directly to the firm’s CRO, he leads a growing group of risk professionals developing, designing, vetting, productionalizing, and reporting risk and return measurement of enterprise-level economic capital for the firm’s portfolio, across all risk silos and business lines. J.D. came to Allstate from GE Capital where he was Managing Director, Head of Modeling for Operational Risk and Enterprise-level Economic Capital Estimation. J.D. has over 25 years of experience as a quantitative consultant, most of this in the banking and credit sectors where his clients have included multiple Fortune and Global 50 banks/financial firms. J.D.’s publications have earned multiple awards, and his fourteen peer-reviewed journal papers and book chapters span statistical finance, number theory/combinatorics, statistical/econometric modeling of VaR-based capital estimation, robust statistics, computational statistics, and applied econometrics. He also serves as a review editor of the journal Artificial Intelligence in Finance, and has been invited to present his applied research at RiskMinds and QuantMinds -- Americas and International, GARP, Quant Summit USA, American Bankers Association OpRisk Forum, ORX Analytics Forum, OpRisk North America, Risk Week-Yale, and the Marcus Evans OpRisk Series where he also was Conference Chair-person. J.D. earned his undergraduate degree, with honors, from Yale University, his Master’s from Harvard University where he was a Kennedy Fellow and a Social Policy Research Fellow, and he completed post-graduate statistics work as an ASP Fellow in MIT’s graduate mathematics department.

Agenda Sessions

  • Full Probabilistic Control for Direct, Robust, Systematic and Targeted Stressing of the Correlation Matrix