The 2019 Risk Live Advisory Board
Global chief risk officer
UBS ASSET MANAGEMENT
Nasreen Kasenally is the Chief Risk Officer, UBS Asset Management, based in London. She is responsible for the implementation of principles and appropriate independent control frameworks for Credit, Market, Treasury, and Country risks within UBS Asset Management. She is a member of the Risk Executive Committee and the Asset Management Executive Committee. Nasreen also has oversight of the EMEA Risk (excl IB UK and Switzerland). Prior to her current role, Nasreen was Global Head of Traded Market Risk for UBS Group where she was responsible for independently controlling the Traded Market Risks across the various business groups, covering Equities, Fixed Income, Rates and FX. She joined UBS in 1999 as an Equity Market Risk Officer, before becoming Senior Market Risk Officer, UBS Wealth Management Americas in 2003, based in the US. She returned to the Investment Bank in 2004 where she held various regional roles (in London and the US), before she became Global Head of Equities Market Risk in 2008. Prior to joining UBS IB, Nasreen worked at Tokai Bank Europe.
Managing Director, Digital Product Development and Innovation
Swen Werner is currently part of State Street’s Digital Product Development and Innovation team responsible for designing new products, leveraging different emerging technologies, including distributed ledger technologies and engagement with industry partners to design industry-leading service and operating models. He has been working in the financial services industry for over 15 years and has held senior roles in Europe, the USA and Asia with JP Morgan, Deutsche Bank and Deutsche Boerse focusing on product management for custody, clearing and collateral management. Mr. Werner has and continues to be actively engaged in regulatory and industry developments affecting the securities services environment. He holds an Executive Master of Business Administration (EMBA) from Cass Business School in London.
Chief Risk Officer
Susanna has worked in the Financial Services industry for over 25 years in a variety of business and risk management roles across all three lines of defence. She joined Fidelity in January 2016 to lead risk management activities for the UK businesses. Prior to this, Susanna worked at RBS and Barclays where she gained hands‐on experience in risk management and internal audit across various business and client segments, including International, Corporate, Investment Bank, Coutts, Retail Group Risk and Internal Audit.
From 2000 to 2008 Susanna enjoyed an international risk management consulting career at PricewaterhouseCoopers and Ernst & Young in Europe, Asia and the US, advising a broad range of clients on credit, operational and regulatory risk matters. She reviewed, improved and implemented numerous risk management frameworks, risk models and ICAAP assessments for asset managers, hedge funds, insurers and banks.
Susanna’s early career was dedicated to customers and operational excellence at Commerzbank, Germany where she spent seven years in the International business. In 1995, she was hired by one her clients, a private commodity trading firm, where she led the international credit risk department for five years.
Susanna is holding a master degree in banking as well as an MBA from the University of Wales.
Head of Automated Trading, Fixed Income Division
Director, Investment banking technology
Rini was recently named as one of the most inspirational women in the City of London in 2019 by Brummell magazine, for her work in Investment banking technology and as a leader in the field of diversity.
She studied at the University of Warwick then forged a career as a management consultant working in Oil and Gas in global locations such as Dubai, Singapore and the US.
As a Director at UBS Rini has led some of the most high profile technology initiatives in the organisation including Cloud Transformation, Artificial Intelligence and Biometric Authentication.
Rini gives back to her local community as a board member of BritBangla. She is Co-Chair member of the BAME diversity network at UBS representing over 1000 members which has board level sponsorship from Switzerland. Rini is also identified as one of the top 100 muslim women in the UK under Baroness Uddin’s ‘Change the script’ initiative.
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.
Lecturer in financial mathematics
King's College London
Dr Blanka Horvath is a Lecturer at the Department of Mathematics, King's College London. Blanka’s current research interests evolve around a new generation of option pricing models (Rough Stochastic Volatility models), and their asymptotic and numerical properties. Prior to her current appointment, she was at ETH Zurich, specialising in functional analytic and numerical properties of SABR-type stochastic models. Blanka holds a PhD in Mathematical Finance from ETH Zurich, a Diploma in Mathematics from the University of Bonn and an MSc in Economics from the University of Hong Kong.
Quantile Technologies Limited
Head of Operational Risk
ICBC STANDARD BANK
Michael Grimwade is Head of Operational Risk for ICBC Standard Bank. He has worked in Operational Risk Management for over 20 years. He has previously held senior Operational Risk management roles at MUFG Securities, RBS and Lloyds TSB, and he has also been a Director of the Institute of Operational Risk. He is the author of a number of articles on setting Op Risk appetite, scenario analysis and Op Risk modelling, and his book “Managing Operational Risk: New Insights and Lessons Learnt” was published by RiskBooks in 2016.
LDI portfolio manager
BMO Global Asset Management
Nabil is a Portfolio Manager in the Liability Driven Investment team at BMO Global Asset Management and has degrees in actuarial studies from the London School of Economics and Imperial Business School. He manages the hedging needs of pension funds across interest rates, equities, credit and foreign exchange using a range of derivative based strategies. He is also active in the policy debate around derivatives market structure as a member of the Sterling and Euro working groups on risk free rates. Nabil previously worked at Willis Towers Watson in their structured products team before joining BMO GAM in April 2011.
Executive Director, Portfolio Quantitative Analytics
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.
Director - Risk and Quantitative Analysis Group
Antonello Russo is a Director within BlackRock's Risk & Quantitative Analysis Group.
Mr Russo is responsible for investment risk management of Index Strategies across the EMEA region, spanning segregated mandates, commingled funds, and the iShares ETF range.
Before joining BlackRock, Mr Russo was Head of Risk for the investment management arm of Beazley plc., a Lloyds of London insurer. Earlier on, he worked for Deutsche Bank, where he was a Director on the collateralized equity financing and prime brokerage sales desk, and previously a Risk Manager for the fixed income area.
Mr Russo holds an honour degree from Bocconi University in Milan, where he graduated in 1995 in Monetary and Financial Economics.
Head of Factor Investing & Senior Portfolio Manager
Luc Dumontier, Head of Factor Investing & Senior Portfolio Manager, LA FRANCAISE INVESTMENT SOLUTIONS
In 1998, Luc started his career as an equity portfolio manager. From 2004 to 2011, he was in charge of the Absolute Return management at Sinopia where he developed quantitative strategies such as Global Bond Market Neutral, Currency Overlay, Global Tactical Asset Allocation, and Multi Government Bonds. After that, Luc was Head of the Absolute Return management at HSBC AM. Luc also leads the « Portfolio Management » class at the SFAF (French Society of Financial Analysts) since 2002 and at the AFG (French Asset Management Association) since 2011.
Luc holds a Master's degree of Economy and also a Master's degree in Money, Bank and Finance from Pantheon-Sorbonne University.
Professor of Practice in Finance
Aalto University School of Business
Antti Suhonen, Professor of Practice in Finance, Aalto University School of Business
The creation of Risk Live
Watch the video below, featuring interviews with Risk Live advisory board members on the future of risk and why Risk Live is important in highlighting the most pertinent topics in the world of risk management and risk transfer markets.
Global editorial director
Duncan Wood is the London-based editor-in-chief of Risk.net. He was promoted to the role at the start of 2015, to lead the editorial reorganisation of the website and its print titles. Duncan had been editor of Risk magazine since July 2011. He rejoined Risk as European editor in October 2009, having originally worked for Risk and Asia Risk in London and Hong Kong as a writer and researcher between 1998 and 2000.
In the intervening years, Duncan was news editor for the Oliver Wyman-founded online start-up ERisk.com. He also worked freelance for six years while living in Germany, with his work appearing in Euromoney, Financial News, IFR, and The Wall Street Journal, as well as Risk magazine and its sister titles.
Duncan has written about derivatives and risk throughout his 17-year career in journalism. He is a Neal Awards finalist, and has also won Incisive Media's journalist and editor of the year awards.
Kris Devasabai is the New York-based editor-in-chief of Risk.net. Previously, he was bureau chief and US editor of Risk magazine. He manages the editorial team. Prior to joining Risk, Kris covered hedge funds, asset management, cross-border investing and law for several publications.
Kris holds a bachelor’s degree in law and government from the University of Manchester, and he completed his legal training at the Inns of Court School of Law in London. He was called to the bar of England and Wales in 2003.
Editor, risk management
Tom Osborn is the desk editor of Risk.net’s risk management coverage. Prior to joining Risk, he reported on the futures and foreign exchange industries for Dow Jones' Financial News and the Euromoney group of publications. Tom holds a bachelor’s degree in English literature from the University of Warwick, UK.
Editor, FX Markets
Lukas Becker is the derivatives desk editor for Risk.net. His topics of interest include over-the-counter derivatives pricing, collateral management, market infrastructure and legal risk. He is based in London.
He was previously the Europe, Middle East and Africa editor of Risk magazine.
Helen Bartholomew is editor-at-Large for Risk.net, based in London. Prior to joining Risk, she was derivatives editor for International Financing Review, part of Thomson Reuters, where she previously reported on debt and equity capital markets. Helen holds a bachelor’s degree in Anthropology from the University of Durham, UK.
Robert Mackenzie Smith
editor, US asset management
Editor, quant investing
Rob Mannix is the desk editor for investment, covering systematic investment strategies from quant funds to factor investing. He was previously responsible for Risk.net’s insurance coverage.
Based in the London office, Rob is interested in developments in the use of new types of data, the application of machine learning in investment, and research into systematic sources of return in markets.
Rob joined Infopro Digital (then Incisive Media) in 2008, having previously worked at Euromoney Institutional Investor, covering legal and regulatory issues affecting capital markets.
divisional content editor
Alexander Campbell is the divisional content editor for Risk.net. He was formerly the editor of Operational Risk & Regulation and news editor of Risk magazine. He is based in London.
Quantitative finance editor
Mauro Cesa is quantitative finance editor for Risk.net, based in London. He leads the team responsible for the publication of quantitative research across all brands of the division. The section of Risk.net he manages, Cutting Edge, publishes peer-reviewed papers on derivatives, asset and risk management, and commodities.
Mauro holds a degree in economics from the university of Trieste and a masters in quant finance from the University of Brescia.