As Associate Director of Analytics, Dr. Sean T. Malone provides consulting services for numerous public and private entities on a wide range of topics. Sean’s experience includes supporting expert testimony for litigation topics such as construction defects, discriminatory mortgage lending, housing violations, and securities.
Sean has a strong background in data analysis and econometrics. His research has involved developing new event study measures for volatility and measuring their performance through Monte Carlo simulation, conducting fixed-income event studies, and developing and analyzing long / short equity factor investment strategies. In addition, he has coded credit default swap pricing models and conducted other empirical analyses using regression analysis, timeseries models, and other statistical tools. Sean has significant scripting experience in Stata, Python, and Microsoft Excel VBA.
Prior to joining IMS, Sean taught undergraduate courses in business finance, investments, money and banking, and financial case studies at The University of Texas at San Antonio.
Sean earned a PhD and MS in finance from the University of Texas at San Antonio in 2019 and 2015, respectively. He received a BA in financial economics from Capital University in 2012. He currently serves as an adjunct professor of finance and decision sciences at San Antonio-based Trinity University.