User:Shihua Meng/sandbox

Ben Golub has served as Chief Risk Officer since 2009 where his primary responsibility is managing the risk of investment, counterparty, technology and operational in BlackRock. He is also the chair of BlackRock's Enterprise Risk Management Committee and one of the co-heads of the Risk and Quantitative Analysis team (RQA) of BlackRock.

Golub has played a key role in developing BlackRock's risk and Quantitative Analysis capabilities as well as the firm's Aladdin platform during his career. Because of him, BlackRock has stuck to its legacy and emphasized risk management as the heart of its fiduciary culture.

During the financial crisis, it was his early insight of the significance of liquidity, which decided by cash, and his effort to meet the client' delegation requirements to the maximum extent that had ensured sustainable growth on the assets that are under management in BlackRock for the firm to to get through the financial crisis. Furthermore, the assets under management had been almost four times as that in 2015 and now the amount has been stable at nearly 13% in the U.S.

The most influential achievement in his life till now is Lifetime Achievement award by Risk magazine in 2016 for his great contribution to the promotion of effective risk management. Before in 2001, Golub and his best friend and former colleague, Charlie Hallac were honored as Asset Management Risk Managers of the year award by Risk magazine.

In 1978, he earned a Bachelor of Management degree and a Master of Management degree in 1982 in MIT Sloan School of Management. Later in 1984, he earned a Doctor of Philosophy degree in Applied Economics and Finance in the same school.

Golub has written a ton of articles, and a book, about risk, including "Risk Management: Approaches for Fixed Income Markets" (J. Wiley & Sons, Inc., 2000), which also has Japanese and Chinese editions and "New Benchmarks for Debt Instruments: No Room for Nostalgia in Fixed Income."

He has authored or co-authored many articles, including“Reflections on Buy-Side Risk Management After (or Between) the Storms”(The Journal of Portfolio Management),“Risk Management Lessons Worth Remembering from the Credit Crisis of 2007-2009” (The Journal of Portfolio Management), “Composite Portfolios Present Challenges”(Pension and Investments Magazine),“Mark-to-Market Methodology, Mortgage Servicing Rights, and Hedging Effectiveness”(The Handbook of Mortgage-Backed Securities, 6th Edition), “Approaches for Measuring the Duration of Mortgage-Related Securities”(The Handbook of Mortgage-Backed Securities, 6th Edition), “Measuring Yield Curve Risk Using Principal Components Analysis and Value At Risk”(The Journal of Portfolio Management), “New Benchmarks for Debt Instruments: No Room for Nostalgia in Fixed Income”(Risk Magazine), and “Asset Allocation and Risk Management for Sovereign Wealth Funds”(Sovereign Wealth Management).