Dan diBartolomeo
Founder at Northfield Information Services, Inc.
Profile
Dan diBartolomeo is the founder of Northfield Information Services, Inc., where he holds the titles of President & Director starting in 1985.
He currently holds the position of Director at both the Chicago Quantitative Alliance and the International Association For Quantitative Finance.
In the past, he worked as a Principal at the New Jersey Institute of Technology.
Dan diBartolomeo active positions
| Companies | Position | Start |
|---|---|---|
Northfield Information Services, Inc.
 Northfield Information Services, Inc. Investment ManagersFinance Northfield Information Services, Inc. (Northfield) is an independent risk management analytics provider headquartered in Boston, Massachusetts. The firm was founded by Dan diBartolomeo in 1985. Northfield provides their risk forecasting services to over 200 asset manager and asset owner clients world-wide. They model each instrument and portfolio position in a bottom-up, granular fashion. Their risk factor models span financial markets in an economic, intuitive, and statistically robust way. | Founder | 31/12/1984 |
| Chicago Quantitative Alliance | Director/Board Member | 08/06/2009 |
| International Association For Quantitative Finance | Director/Board Member | 08/06/2009 |
Former positions of Dan diBartolomeo
| Companies | Position | End |
|---|---|---|
| New Jersey Institute of Technology | Corporate Officer/Principal | - |
Experiences
Positions held
Connections
1st degree connections
1st degree companies
Male
Female
Members of the board
Executives
Linked companies
| Private companies | 3 |
|---|---|
Northfield Information Services, Inc.
Northfield Information Services, Inc. Investment ManagersFinance Northfield Information Services, Inc. (Northfield) is an independent risk management analytics provider headquartered in Boston, Massachusetts. The firm was founded by Dan diBartolomeo in 1985. Northfield provides their risk forecasting services to over 200 asset manager and asset owner clients world-wide. They model each instrument and portfolio position in a bottom-up, granular fashion. Their risk factor models span financial markets in an economic, intuitive, and statistically robust way. | Finance |
| Chicago Quantitative Alliance | |
| International Association For Quantitative Finance |
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