Digital Risk Frameworks for Crypto 2.0: On-Chain Yield and Tokenized RWAs

Dan Chen is a finance leader and Board Director who navigates the intersection of traditional finance and high growth FinTech with a specialization in capital markets as highlighted by two successful IPOs and a landmark structured finance execution with over $100Bn raised. With a background spanning global financial institutions (Morgan Stanley and MetLife); leading advisory firms (PwC and Kearney); and FinTech leaders (MoneyGram, Affirm, Gemini, and Cross River), Dan specializes in building finance teams and functions that meet stringent regulatory standards while enabling high growth, agility, and scaling.  

Dan received his undergraduate degree from the Wharton School of the University of Pennsylvania, and his MBA from Columbia Business School.

Ash Majid is a senior risk and capital-markets executive with more than 20 years of experience spanning banking, derivatives, securities and digital assets. Most recently, he serves as Chief Risk Officer of FalconX Bravo, the first CFTC-registered swap dealer focused on digital-asset derivatives, where he built the firm’s risk management framework across market, counterparty, liquidity and operational risk and led regulatory engagement with the CFTC and NFA.

Previously, Ash spent more than a decade at SMBC, where he was Managing Director and Chief Risk Officer for SMBC Capital Markets and SMBC Nikko Securities America, overseeing risk across derivatives and securities businesses and leading a global team of approximately 50 risk professionals.

His experience spans traditional and digital markets, with particular expertise in counterparty exposure, collateral, liquidity, market structure and risk management through periods of market stress. Ash holds a PhD in Electrical and Computer Engineering and an MS in Quantitative and Computational Finance from Georgia Tech.

Amir Sadr is the Chief Risk Officer at Sentora, where he leads risk management across digital assets and institutional finance. He brings extensive industry experience in market structure, derivatives, and quantitative risk management, having previously served as Chief Risk Officer (US) and Head of Market Structure at Matrixport, as well as holding senior roles at Coinbase, Brevan Howard, Greenwich Capital, and Morgan Stanley. 

Amir has been a University Lecturer at NYU’s Courant Institute of Mathematical Sciences teaching graduate courses in interest rate derivatives, crypto, and blockchain technologies, and is the author of practitioner textbooks including Interest Rate Swaps and Their Derivatives and Mathematical Techniques in Finance. He received his PhD in Electrical Engineering from Cornell University.

Rodney was most recently the Americas Chief Risk Officer, and the Head of Quant Research Development for OKX, the global cryptocurrency exchange. Previously, he helped Customers Bank develop their financial risk management department and served in a variety of senior roles at Celsius Network, Morgan Stanley, Merrill Lynch and Bankers Trust. He began his financial career at Goldman Sachs Hedge Fund Strategies after working as a Mathematician Cryptanalyst at the National Security Agency.

Rodney teaches graduate level classes at Columbia University (Corporate Finance and Investment Banking), and at NYU’s Courant Institute (Risk Management and Modelling of Bonds and Securitized Products). He has an MBA from Cornell University’s Johnson Graduate School of Management, and an A.B. from Harvard College.