Dr. Jason Ribando is a Senior Quantitative Research Analyst at Thomson Reuters. He works on building global equity and credit risk models on the StarMine team. Jason has written a number of research notes on StarMine signal performance, and he makes frequent use of QA Studio to test his hypotheses about factor performance around the globe. Prior to joining Thomson Reuters Jason worked for Quantal International where he extended Quantal’s risk model to derivatives for integration into Thomson Reuters platforms. Before switching to finance, Jason served as a tenured Associate Professor of Mathematics at the University of Northern Iowa teaching graduate and undergraduate courses in geometry, calculus, probability and statistics, and combinatorics. Jason holds a Ph.D. in Mathematics from UCSD, a B.S. in Mathematics from MIT, and a Master in Financial Engineering degree from UC Berkeley’s Haas School of Business.