Stas Melnikov

Head of Quantitative Research and Risk Data Solutions at SAS

Speaker

Stas Melnikov is the Head of Quantitative Research and Risk Data Solutions at SAS, directing the risk data business as well as leading the quantitative research team that creates methodologies and risk models used in data offerings and risk software. Stas joined SAS in 2019 after serving as the Managing Director and Global Head of Market and Liquidity Risk at Russell Investments. Prior to that, he held the position of Head of Loss Forecasting for the US residential credit portfolio at JPMorgan Chase.

With a diverse background encompassing executive roles in banking, asset management, and software, Stas has cross-functional expertise across the domains of financial risk management, modeling, analytics, and product management. His work has been featured in numerous events, publications, and public company investor presentations. Stas started his career as a quant in mortgage banking domain, where he authored analyses that provided early warnings about the mortgage and real estate markets before the Global Financial Crisis.

Stas holds a Master of Science in Mathematical Finance from the University of Southern California and earned a Bachelor of Science in Economics and a Bachelor of Arts in Business Administration from the University of Redlands. He is also a Chartered Financial Analyst (CFA) and a certified Financial Risk Manager (FRM).