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Sean Klein

Sean Klein

Lecturer
Finance

Shared Lecturer Suite: SB2 324 - for office hours only

kleinsp@uci.edu  

Education

PhD in Economics, MIT
MA in Economics, UCLA
BA in Business Economics, UCLA

Research Interest

Econometrics: Dynamic Correlations, Repeat Inference, Post Selection Inference

Household Savings and Portfolio Choice

Financial Regulation


Sean Klein is a Lecturer at the Merage School of Business at UC Irvine and a Lecturer in Economics at UCLA. Sean is the Director of Stress Testing at MUFG Union Bank where he is responsible for developing macroeconomic credit risk models for regulatory and institutional use. Prior to that, he was a quantitative analyst at PIMCO where he was responsible for bank risk modeling, regulatory analytics, and retirement product design.

He received his PhD in Economics from the Massachusetts Institute of Technology and his Bachelors and Masters degrees from UCLA.

Selected Publications, News & Honors

Selected Honors:
  • Graduate Research Fellow, National Science Foundation
  • Charles E and Sue K Young Award
  • Departmental Scholar, Departmental Honors, Highest Honors: Economics Department, UCLA
Selected Seminars and Public Domain Research:
  • “Leveraging CCAR Models for CECL” Speaker at GFMI Conference: CECL Methodologies, Implementation and Reporting, 3rd edition, December 2017.
  • “New Drivers of Change in Credit Markets. ” Panelist with S&P Global Market Intelligence, October 2016
  • 2012 Society of Actuaries Investment Symposium: Seminar Presentation on “Quantitative Credit Models”
  • “Impact Analysis: Proposed Modification of 12 Code of Federal Regulations Part 704, National Credit Administration” 2010. Impact analysis of proposed regulations on Credit Union Portfolios.
  • “Rethinking Retirement Risk” 2015. Optimal target date fund design to maximize retirement income in the presence of non-retirement assets, benefits. PIMCO publication.
  • “Income Strategies During Retirement” 2015. Optimal asset allocations and decumulation strategies in retirement. PIMCO publication.