Summary
Chris Green is a quantitative risk and asset allocation professional with 12 years at the Washington State Investment Board, currently serving as Assistant Senior Investment Officer in the Risk Management and Asset Allocation Division. He blends advanced statistical training (PhD and master's degrees) with practical tooling—Python, R, SQL, Tableau, BarraOne and Azure—to measure portfolio-level risk across public and private asset classes, build stress tests, and support liquidity and ESG analysis. Chris regularly translates complex analytics into clear briefings for executive management, the Investment Committee, and the Board, and leads improvements to data, models, and reporting workflows. His background in academia as a research and teaching assistant informs both his analytical rigor and his ability to explain technical ideas to non-technical stakeholders. Notably, he models private assets outside standard risk systems and has driven multiple analytics procurements and dashboard projects that increased transparency across the organization.
12 years of coding experience
PhD, Statistics, PhD, Statistics at University of Washington
Continuing Education
BS, Summa Cum Laude, Mathematics, BS, Summa Cum Laude, Mathematics at Washington University in St. Louis