Robert Stamicar, PhD, is a Principal for PGIM Quantitative Solutions working within the Global Multi-Asset Solutions team. In this capacity, he is responsible for quantitative risk modeling research for multi-asset investments. Prior to joining PGIM Quantitative Solutions, Robert was the Head of Multi-Asset Class Research at Axioma, where he was responsible for the design and extension of risk methodologies supporting asset managers and hedge funds. Robert also served as the Head of Risk Research at Lighthouse Partners, a fund of hedge funds that specializes in managed account investments. Previously, he worked at RiskMetrics as Head of Research and as a risk manager at the Royal Bank of Canada. Robert’s articles have appeared in The Journal of Portfolio Management, The Journal of Credit Risk, RiskMetrics Journal, and Axioma In-Practice Series. Robert earned a Ph.D. in applied mathematics from McMaster University in Canada.