David Jamieson Bolder joined the BIS in 2008. He provided analytic support to the Bank's treasury and asset management functions. He has previously worked in quantitative roles at the Bank of Canada, the World Bank Treasury and the European Bank for Reconstruction and Development. He has authored a number of papers, articles and chapters in books on financial modelling, stochastic simulation and optimisation. He has also published a comprehensive book on fixed income portfolio analytics - this work focuses on computing and understanding key risk factor exposures, performance and risk. He holds master's degrees in Business Administration and Mathematics from the University of British Columbia and the University of Waterloo, respectively.