Allan M. Malz is the author of Financial Risk Management: Models, History, and Institutions (Wiley, 2011), a survey of quantitative risk management tools and of the public policy issues raised by the global financial crisis. He has worked as a risk manager and economist at several firms, most recently as a managing director at AIG focusing on the market risk exposures of the investment portfolio and insurance liabilities.

Malz was a vice president in the Markets Group at the Federal Reserve Bank of New York from 2009 to 2014, where he worked on implementation of the Fed's emergency liquidity programs to address the financial crisis. Previously, Malz was chief risk officer at several multi-strategy hedge fund management firms. Malz was head of research at RiskMetrics Group, which he joined on its spinoff from J.P. Morgan in 1998. Malz spent his earlier career at the New York Fed as a researcher and foreign exchange trader. His research, which includes forecasting financial crises, risk measurement for options, and identifying the market’s forecast of future asset prices, has been published in industry and refereed academic journals. Malz holds a Ph.D. in Economics from Columbia University.