People at AshLind
J. Alan Stark, Ph.D.
Dr. Stark has 20 years of experience applying statistics to a variety of industries including energy, energy trading, consumer credit, medical research, retail marketing, and agriculture. He has 6+ years experience in creating Value at Risk systems based on SAS Institute’s Risk Dimensions product. Dr. Stark led and conducted the majority of the implementation and subsequent development work of the first Risk Dimensions implementation in the United States. During that and other projects, he has gained experience in development of systems that address the VaR associated with market price risk, credit risk, structured transactions risk, interest rate risk and FX rate risk. He has also developed techniques for rapid incremental VaR calculation, dynamic risk factor reduction, and multi-threaded batch processes within the SAS system.
Additionally, Dr. Stark has worked with medical and health institutions on a variety of projects ranging from analyzing data warehouses to improve laboratory test results to developing systems that conduct daily bio-terrorism syndromic surveillance.
He has worked with CIO’s and top executives in the consumer credit industry to develop strategic initiative “road maps” and to implement the identified systems. He has also analyzed retail market and demographic data to construct models of consumer behavior.