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Zane Van Dusen | Source | Head of Risk & Analytics Products at Bloomberg LP

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Zane Van Dusen

Head of Risk & Analytics Products at Bloomberg LP
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Zane Van Dusen is the Global Head of Risk & Investment Analytics Products at Bloomberg. Zane began this role in 2019 and under his leadership, the group has become one of the industry's top data analytics providers, supplying innovative risk metrics, such as Bloomberg's award-winning Liquidity Assessment solution (LQA), based on Bloomberg's vast database of market data. Zane works with quants and engineers to build data-driven analytics that address a wide range of client needs from investment research to portfolio construction to regulatory reporting.

Prior to this role, Zane managed the implementation of risk management, stress testing and reporting systems for Credit Suisse's Treasury and Liquidity Risk Management groups for over a decade.

Zane holds a BS from Rensselaer Polytechnic Institute in Computer Science

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  • “While liquidity risk ranked as the third concern at the time of this survey, it has quickly become a larger priority for US asset managers,” said Van Dusen. “Proposed changes to SEC Rule 22e-4 have brought concerns about liquidity risk back to the fore as firms try to assess the impact on the liquidity profile of their funds. We expect this to be a larger focus throughout 2023.”

  • “To proactively manage credit risk, firms need a surveillance framework across a broad range of factors, and technology has a key role to play—especially when it comes to turning noisy market factors into meaningful signals,” said Zane Van Dusen, Global Head of Risk & Investment Analytics Products at Bloomberg. “Market participants are usually aware of potential credit issues ahead of any rating changes. With the right technology and data, risk managers can anticipate downgrades and credit defaults at-scale.”

  • “The challenge that our clients are facing is that they’re under increased pressure from investors, senior management and regulators to prove that they have sufficient liquidity in their portfolios under numerous scenarios,” Van Dusen explains. “Unfortunately, assessing liquidity on an asset you’re not actively trying to sell is really difficult, especially in the fixed-income space where most securities trade over the counter. As a result, firms end up having gaps in their liquidity analysis and, in many cases, they underestimate the true liquidity available for bonds and are not able to capture the impact of the latest market events.” WatersTechnology, June 2022