Peter Went, PhD, CFA, provides strategic, data-science driven advice to asset owners and financial data and service providers. He has formulated trading strategies for FX, equities, and commodities, managed services that provide regulatory capital relief for OTC FX derivatives. He led complex, multi-year strategic projects by partnering with central banks, regulators, financial infrastructures, and large international financial institutions.
Peter earned a Ph.D. from the University of Nebraska, is a civilekonom from the Stockholm School of Economics, and is a CFA charterholder. He lectures at Columbia University and explores the boundaries of statistical machine learning in finance and investments. Peter has authored 5 books on financial risk management and wrote several articles on risk-based financial regulation and quantitative analysis. He speaks regularly on using data science uses cases to improve decision making in finance.