Philippe Jorion

Philippe Jorion (1955—2025) was an author, professor and risk manager. He was the author of more than 100 publications on the topic of risk management and international finance, and is credited with pioneering the Value at Risk approach to risk management.

Jorion's works include Financial Risk Manager Handbook and Value at Risk: The New Benchmark for Managing Financial Risk. He served as the Chancellor’s Professor of Finance at the UC Irvine Paul Merage School of Business and was a managing director at investment firm PAAMCO where he headed the Risk Management group.

Jorion received several awards honoring excellence in research and financial writing, including two from the CFA Institute and one from the Journal of Finance. He held an MBA and a PhD from the University of Chicago and a degree in engineering from ULB Brussels.