Fred Kautz is currently pursuing interdisciplinary research at WPI on the intersections of simulation methodologies, data science, and behavioral modeling with applications to critical infrastructure resiliency, risk assessment, and economic impact. Additional research efforts are focused on infrastructure bank design, project finance, and macroeconomic dynamics using multimethod simulation methodologies. Prior to his arrival at WPI, Fred successfully led projects in energy and commodities, capital markets, e-commerce, defense systems research and development, and national intelligence analysis. Most recently he was a director for five years with Berkeley Research Group where he specialized in simulation of energy and environmental systems, strategy and policy analysis, structured transaction design and valuation, power system valuation and technology assessment (including advanced nuclear power systems), and derivative valuation and hedging strategies. Prior to his time at BRG Fred was a principal in the Enterprise Risk Management practice at Charles River Associates (CRA), a senior manager for Quantitative Services in Deloitte’s Global Energy Markets practice and a senior manager for Deloitte’s Valuation practice where he founded and led the national quantitative team responsible for contingent claims valuations and strategic decision analysis support. Before joining Deloitte, Fred was a vice president at Deutsche Bank, where he led the analytics development efforts in fixed income for the Global Electronic Trading team. Fred came to Deutsche Bank via the Computational Finance Program at Carnegie Mellon University, prior to which he held leadership positions in a wide range of defense analysis, simulation, and research projects as staff scientist at MIT’s Lincoln Laboratory and as senior engineering analyst in the Office of Scientific & Weapons Research at the Central Intelligence Agency. In nearly 10 years with “The Agency” he led projects and teams focused on the full range of technology, production, performance, safety, and vulnerability assessments for foreign nuclear reactors, nuclear materials production, nuclear propulsion, and strategic nuclear weapon systems as well as requirements and evaluation support to operations and national technical intelligence platforms.
Fred Kautz is currently pursuing interdisciplinary research at WPI on the intersections of simulation methodologies, data science, and behavioral modeling with applications to critical infrastructure resiliency, risk assessment, and economic impact. Additional research efforts are focused on infrastructure bank design, project finance, and macroeconomic dynamics using multimethod simulation methodologies. Prior to his arrival at WPI, Fred successfully led projects in energy and commodities, capital markets, e-commerce, defense systems research and development, and national intelligence analysis. Most recently he was a director for five years with Berkeley Research Group where he specialized in simulation of energy and environmental systems, strategy and policy analysis, structured transaction design and valuation, power system valuation and technology assessment (including advanced nuclear power systems), and derivative valuation and hedging strategies. Prior to his time at BRG Fred was a principal in the Enterprise Risk Management practice at Charles River Associates (CRA), a senior manager for Quantitative Services in Deloitte’s Global Energy Markets practice and a senior manager for Deloitte’s Valuation practice where he founded and led the national quantitative team responsible for contingent claims valuations and strategic decision analysis support. Before joining Deloitte, Fred was a vice president at Deutsche Bank, where he led the analytics development efforts in fixed income for the Global Electronic Trading team. Fred came to Deutsche Bank via the Computational Finance Program at Carnegie Mellon University, prior to which he held leadership positions in a wide range of defense analysis, simulation, and research projects as staff scientist at MIT’s Lincoln Laboratory and as senior engineering analyst in the Office of Scientific & Weapons Research at the Central Intelligence Agency. In nearly 10 years with “The Agency” he led projects and teams focused on the full range of technology, production, performance, safety, and vulnerability assessments for foreign nuclear reactors, nuclear materials production, nuclear propulsion, and strategic nuclear weapon systems as well as requirements and evaluation support to operations and national technical intelligence platforms.