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Jason Foster

IBKR Campus Author/Presenter

Jason Foster is a director at Marathon Asset Management and risk manager for multi-asset credit portfolios in New York. Previously, he worked as a risk manager on flagship portfolios at BlackRock, covering multi-sector fixed-income to multi-strategy hedge funds. He is the author of the 'roll' package on CRAN, which provides fast and efficient computation of rolling and expanding statistics for time-series data. Mr. Foster holds bachelor's degrees in mathematics and finance from Seattle University and a master's degree in financial engineering from Cornell University. https://www.linkedin.com/in/jasonjfoster/

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