Speakers

Speakers for Risk Live 2019

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David Hudson

Head of Markets Execution

JP Morgan

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Craig Butterworth

Managing Director, Global Head of Client Ecosystem

Nomura

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Chris Purves

Head of FRC Strategic Development Lab

UBS

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Albert Loo

Deputy Head of Sales for Global Markets

SG

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Lee Braine

Investment Bank CTO Office

Barclays

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Asita Anche

MD, Head of Systematic Market Making, Risk Centralization & Data Science

Barclays

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Phil Allison

VP Institutional Securities Technology

Morgan Stanley

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Greg Schvey

CEO

Axoni

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Jean-Marc Eber

CEO

LexiFi

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Neil Mitchell

Senior Product Architect

Digital Asset

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Susan Estes

President & CEO

Open Door Trading

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Todd McDonald

Co-Founder

R3

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Alexei Kondratyev

Managing Director, Head of Data Analytics, Electronic Market Solutions

STANDARD CHARTERED BANK

In his role as Managing Director and Head of Data Analytics, Electronic Market Solutions at Standard Chartered Bank, Alexei is responsible for providing data analytics services to Financial Markets sales and trading.

He joined Standard Chartered Bank in 2010 from Barclays Capital where he managed a model development team within Credit Risk Analytics. Prior to joining Barclays Capital in 2004, he was a senior quantitative analyst at Dresdner Bank in Frankfurt.

Alexei holds MSc in Theoretical Nuclear Physics from the University of Kiev and PhD in Mathematical Physics from the Institute for Mathematics, National Academy of Sciences of Ukraine.

He was the recipient of the 2019 Quant of the Year award from Risk magazine.

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Mark Cooke

Global Head of Operational Risk

HSBC

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Gordon Lee

Executive Director, Portfolio Quantitative Analytics

UBS

Gordon is an Executive Director within UBS Investment Bank, working in the Portfolio Quantitative Analytics team. He is an experienced XVA and Basel 3 Capital quantitative analyst, with extensive experience in designing and building large enterprise wide counterparty credit risk and valuation adjustment systems. He is the co-author of Modelling, Pricing and Hedging Counterparty Exposure, published by Springer in 2009. Gordon studied Mathematics in University of Cambridge.

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Ray O'Brien

HSBC

Global Risk COO & Head of Global Risk Analytics

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Huy Nguyen Trieu

CEO

The Disruptive Group

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Nabil Owadally

Portfolio Manager EMEA

BMO GLOBAL ASSET MANAGEMENT

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Jasper Lillingston

Director of G7 Portfolio Management, Treasury

European Bank for Reconstruction and Development

Jasper is Director of G7 Portfolio Management within the EBRD Treasury. He oversees the central risk warehouse for all hard currency risks across the Bank’s balance sheet, and is also heavily involved with IBOR transition across various RFR working groups. Jasper joined the EBRD in 2011. Previously he worked as a macro trader, and was a market maker at ABN AMRO.

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Edward Ocampo

Advisor

QUANTILE

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Marc Henrard

Visiting Professor

UNIVERSITY COLLEGE LONDON

Marc Henrard is a Managing Partner at muRisQ Advisory and visiting professor at University College London.

Over the last 20 years, Marc has worked in various areas of quantitative finance. Marc’s career includes Head of Quantitative Research at OpenGamma, Global Head of Interest Rate Modeling for Dexia Group, Head of Quantitative Research and Deputy Head of Interest Rate Trading at the Bank for International Settlements (BIS) and Deputy Head of Treasury Risk also at BIS.

Marc's research focuses on interest rate modeling and risk management. More recently he focused his attention to market infrastructure (CCP and bilateral margin, exchange traded product design, regulatory costs). He publishes on a regular basis in international finance journals, and is a frequent speaker at academic and practitioner conferences. He recently authored two books: The multi-curve framework: foundation, evolution, implementation and Algorithmic Differentiation in Finance Explained.

Marc holds a PhD in Mathematics from the University of Louvain, Belgium. He has been research scientist and university lecturer in Belgium, Italy, Chile and the United Kingdom.

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Rama Cont

Professor of Mathematics & Chair of Mathematical Finance, Department of Mathematics

IMPERIAL COLLEGE

Prof. Rama Cont holds the Chair of Mathematical Finance at Imperial College London and is director of the CFM-Imperial Institute of Quantitative Finance since 2012, after previous appointments at Ecole Polytechnique (France), Columbia University (New York) and Sorbonne (Paris).

His research in finance has focused on modeling of extreme market risks: market discontinuities and breakdowns, liquidity risk, endogenous risk and systemic risk. His 2006 paper on ‘model risk', an early reference on the topic, was the first to propose a quantitative approach to model risk.

Cont has served as a consultant to the BIS, the European Central Bank, the New York Federal Reserve, Norges Bank, the US Commodity Futures Commission (CFTC), the US Office of Financial Research, the IMF and a dozen major CCPs in Europe, Asia, the US and Latin America.

He was awarded the Louis Bachelier Prize by the French Academy of Sciences in 2010 and the Royal Society Award for Excellence in Interdisciplinary Research in 2017 for his research on mathematical modeling in finance.

 

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Riccardo Rebonato

Professor of Finance

EDHEC BUSINESS SCHOOL

Riccardo Rebonato, Professor of Finance, EDHEC BUSINESS SCHOOL

Riccardo Rebonato is Professor of Finance at EDHEC Business School and author of journal articles and books on Mathematical Finance,covering derivatives pricing, risk management and asset allocation. Prior to this, he was Global Head of Rates and FX Analytics at PIMCO.

Academically, he is an editor of financial journals and was until 2016 a visiting lecturer at Oxford University and adjunct professor at Imperial College's Tanaka Business School. He has served on the board of directors of the International Swaps and Derivatives Association (ISDA) and the board of trustees for the Global Association of Risk Professionals (GARP). He has been head of derivatives trading, head of research and head of market risk management at different international banks. He holds a doctorate in nuclear engineering and a PhD in condensed matter physics/science of materials from Stony Brook University, NY.

 

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Ray O'Brien

HSBC

Global Risk COO & Head of Global Risk Analytics

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Jasper Lillingston

Director of G7 Portfolio Management, Treasury

European Bank for Reconstruction and Development

Jasper is Director of G7 Portfolio Management within the EBRD Treasury. He oversees the central risk warehouse for all hard currency risks across the Bank’s balance sheet, and is also heavily involved with IBOR transition across various RFR working groups. Jasper joined the EBRD in 2011. Previously he worked as a macro trader, and was a market maker at ABN AMRO.

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Colin Platt

Independent Consultant & former Co-founder

DPACTUM

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Edward Ocampo

Advisor

QUANTILE

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Nick Solinger

President & CEO

FIA TECH

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Cindy Amar

Head of Fixed Income Flow sales APAC

NATIXIS

Since she looks after flow business, Cindy is particularly sensitive to the world of digitalization and how to enhance best execution experience. A theme that makes her a natural fintech geek and instrumental in leading operational Digital transformation at Natixis Global Markets.
 
Cindy is a multi-linguist French national who holds a MBA from East China Normal University (Shanghai), a Master from EMLyon Business School, and a triple BA in Psychology, Political Science & Foreign Languages. In addition to this, she just got certified from the Oxford Fintech Program (2018)
 
Amar will be able to share her experience in the workflow reengineering’s revolution and what disruptive technologies have for us in the Capital Markets space
 

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Nabil Owadally

Portfolio Manager EMEA

BMO GLOBAL ASSET MANAGEMENT

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Huy Nguyen Trieu

CEO

The Disruptive Group

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Mark Yallop

Chair of the FMSB

External Member of the PRA committee at BANK OF ENGLAND

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Gordon Ritter

GSA CAPITAL

Senior Portfolio Manager

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Emma Kalliomaki

Managing Director

ASSOCIATION OF NATIONAL NUMBERING AGENCIES (ANNA)

Emma Kalliomaki is Managing Director of the Association of National Numbering Agencies (ANNA), a global member association seeking to foster standardisation within the financial industry by upholding the International Organization for Standardization (ISO) principles and by promoting International Securities Identification Numbers, ISINs, and Classification of Financial Instruments codes, CFIs, and Financial Instrument Short Names, FISN, for financial instruments. Emma is also Managing Director of the Derivatives Service Bureau (DSB), an organisation originally founded by ANNA and now working in collaboration with the industry as a fully automated global generator of ISINs, CFIs, and FISNs, for Over the Counter derivatives. Emma has over a decade of experience in financial data, standards and regulation, previously also working as head of the London Stock Exchange’s SEDOL Masterfile.