Ernst Schaumburg

Ernst Schaumburg

Assistant Vice President
Capital Markets Function
Federal Reserve Bank of New York
33 Liberty Street
New York, NY 10045

Phone (212) 720-2744
ernst.schaumburg@ny.frb.org

Fields of interest
Risk Management, Financial Econometrics, Empirical Asset Pricing, Quantitative Finance

Ernst Schaumburg is an Assistant Vice President of the Federal Reserve Bank of New York, with the Capital Markets Function of the Research Group. His current research covers market, funding and liquidity risks of large portfolios as well as management of counter party credit risk exposures in the context of stress testing. Other areas of expertise include high frequency trading, pricing of volatility risk and performance evaluation. He has contributed to the NY Fed's financial stability policy, its monetary policy briefings and issues of financial regulation and supervision. Ernst Schaumburg holds a Ph.D. in Economics from Princeton University, is a CFA charter holder and a certified FRM. Prior to joining the NY Fed, he was an Assistant Professor of Finance at the Kellogg School of Management from 2001 to 2009.