David Warn

David Warn is the current Director of Risk Management at The University of Chicago. David has over 15 years of experience in the financial industry, with a focus on risk management.

Warn started their career at Morgan Stanley in 2004, where they spent 6 years as the Executive Director of Market Risk Management. In this role, they were responsible for managing a global team of three and developing risk metrics for the firm. David also created and produced a variety of performance attribution techniques to understand how and why desks make/lose money, and to advise on how this risk-return relationship might be improved.

In 2010, Warn left Morgan Stanley to join FundLogic SAS, a Paris-based structured investment fund manager that was owned by Morgan Stanley. David spent 3 years there as the Executive Director of Risk Controller, providing risk oversight and advising on risk management of funds with derivative and leveraged payoffs. David was also responsible for securing approval of the firm's risk management model from the French regulator (AMF).

Warn joined The University of Chicago in 2013 as the Director of Risk Management. In this role, they are responsible for managing the university's risk exposure and developing risk management policies and procedures.

David Warn received their PhD in Applied Statistics from the University of Cambridge. David also holds an MSc in Mathematics from Imperial College London, and a Bsc in Mathematics from the same institution.

David Warn reports to Andy Ward, VP, Chief Investment Officer. They are on a team with Prakhar Bansal - Managing Director of Strategy, Christopher P. Longee - Managing Director of Real Assets, and Matthew H. Stone - Managing Director of Public Markets/Absolute Return.