Primary Job Title Associate Director Primary Organization 
Commodity Futures Trading Commission
Location Washington, District of Columbia, United States Regions Washington DC Metro Area, Southern US Gender Male
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Shallom leads a group of Quantitative Risk Analysts in evaluating margin models that are used to calculate Initial Margin and size of guaranty fund by Derivatives Clearing Organizations (DCOs) and their Clearing Members. The group also conducts back testing and stress testing of actual positions to determine the adequacy of financial resources and
compliance with CFTC rules. CFTC is in a unique position to assess risk across asset classes, jurisdictions, and both cleared and un-cleared exposures. He also advises the commission on rules relating to margin, credit risk, and client protection. He is a member of the CPCC-IOSCO Technical group that is developing standardized stress testing rules for Clearing Houses. Prior to entering public service, Shallom worked in the risk departments of energy firms such as Arizona Public Service, Colorado Springs Utilities, and Washington Gas Holdings. He also taught Finance and Risk Management courses at Arizona State University and University of Wisconsin-Eau Claire. Currently, he is an adjunct Professor at Johns Hopkins University. Shallom hold s a Bachelor’s degree in Mechanical Engineering from Osmania University and an MBA in Finance from Illinois State University. He also completed his thesis proposal towards a PhD in Finance at Arizona State University.
