Robert A. Jarrow,
Managing Director, Research
was
named as managing director and Director of Research of the Kamakura  Corporation in
February 1995. He retains his current position as Professor of
Investment Management at Cornell
University's S.C. Johnson Graduate School of Management where he has
been a professor since 1979.
The
International Association of Financial Engineers named Professor Jarrow
the
Financial Engineer of the Year in 1997. He was inducted into
the Fixed Income Analysts Hall of Fame in 2004 and is included in
Risk
Magazine’s 50 member Hall of Fame.
He
is currently an FDIC senior fellow. As one of the world's foremost
authorities on bond market dynamics and foreign exchange, Dr. Jarrow is
an originator of the Heath-Jarrow-Morton multi-factor term structure
model, and the author of
four books and more than
one hundred
research articles
on derivatives and risk management. In addition to his research,
teaching and consulting activities, Dr. Jarrow also serves in an
editorial capacity for various distinguished academic journals in
finance, including Mathematical Finance, the Review of
Derivatives Research, the Journal of Derivatives, and the
Journal of Fixed Income.
Dr.
Jarrow's role as Director of Research at Kamakura includes work on new
product developments and applications for the Kamakura Risk Manager
software system. In addition, he is an active participant in Kamakura's
consultations to corporate boards and senior management on such issues
as risk management practices, derivative valuation audits, and asset
liability management techniques.
Dr. Jarrow received
an A.B. in Mathematics and Management Science from Duke University, his
M. B. A. in Finance from the Amos Tuck School of Business at Dartmouth
College, and his Ph. D. in Finance with a minor in Economics from the
Massachusetts Institute of Technology.
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