An event hosted by:
November 9-10, 2020
The Brewery, London
Day 1 ⇣
Day 2 ⇣
The future of risk management
08:45 - 09:00
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.
09:00 - 09:30
09:30 - 10:10
10:40 - 11:05
Managing director, global co-head, risk & quantitative analysis,
Edward Fishwick, Managing Director, is Global Co-Head of Risk & Quantitative Analysis at BlackRock. In addition, he is a member of the European Executive and Global Operating Committees of the firm, and is a member of the Board of BlackRock Group Ltd.
Mr. Fishwick has worked in quantitative finance for over 30 years in London, New York and Boston. Previously he was Head of Risk Management and Investment Process Research at AXA Investment Managers, and Director of Research at Quantec.
Mr. Fishwick is a member of the Editorial Board of the Journal of Asset Management, and is the Chairman of the London Quant Group.
11:05 - 11:50
11:05 - 11:25
11:25 - 11:45
Join one of the stages of content
The how-to Zone
11:50 - 12:40
12:40 - 13:10
Head of Automated Trading, Fixed Income Division
MD, global head of principal electronic trading FRC
Ciara joined UBS in 2013 as head of eFX Quantitative Trading and in March 2015 took on the expanded role of Global Head of Principal Electronic Trading for FX, Rates and Credit (FRC).
She is responsible for all electronic principal algorithms spanning pricing, automated risk management, and big data analytics.
Ciara studied electronic engineering at University College Dublin, Ireland, and received a PhD in biomedical digital signal processing and pattern recognition. She graduated in 2007 and started her career at Dresdner bank working as a quant trader on the eFX team. In 2009 she moved to Barclays where she worked on the eFX Quant Analytics team where she was promoted to co-head the team. In 2011 she moved to State Street as Head of eFX Quantitative Trading where she was responsible for building eFX principal market making from the ground up.
As well as running FRC principal electronic trading Ciara is heavily involved in the mentoring and diversity initiatives at the bank.
11:50 - 12:20
12:20 - 12:40
Global head of resilience risk
Professor Cameron, or Buck Rogers as he prefers to be known, is currently Global Head of Resilience Risk at HSBC, he joined in June 2019. Buck joined from the Bank of England (BoE) where he was Chief Information Security Officer and latterly Chief Security Officer, during this period Buck designed the CBEST program, was responsible for managing the second line risk functions covering cyber, physical, BCIM and supporting the PRA on subject expertise in the Cyber space. Before joining the BoE, Buck held a number of senior leadership roles at the Ministry of Defence, following a 15-year career in the Royal Navy. Buck holds a Professorship in Cyber Security at the University of Gloucestershire, and in recognition of his contributions to the Information Security industry, Buck was awarded a fellowship from the Council of Registered Ethical Security Testers (CREST).
Outside of work, Family, Moomins, Depeche Mode and Norwich City FC fill his time.
Director of cyber resilience and chief information security officer (CISO)
Director responsible for international development
13:10 - 14:00
13:15 - 13:55
The how-to zone
14:00 - 15:00
14:00 - 14:30
14:30 - 15:00
15:00 - 15:50
15:05 - 15:25
15:25 - 15:50
15:50 - 16:20
16:20 - 16:50
16:50 - 17:20
17:20 - 17:25
17:25 - 19:30
17:30 - 17:45
19:30 - 20:00
Day 1 ⇡
The future of AI applications, markets structure and climate risk
Managing director, head of AI research
J.P. Morgan and School of Computer Science at Carnegie Mellon University
Manuela M. Veloso is the Head of J.P. Morgan AI Research, which pursues fundamental research in areas of core relevance to financial services, including data mining and cryptography, machine learning, explainability, and human-AI interaction. J.P. Morgan AI Research partners with applied data analytics teams across the firm as well as with leading academic institutions globally.
Professor Veloso is on leave from Carnegie Mellon University as the Herbert A. Simon UniversityProfessor in the School of Computer Science, and the past Head of the Machine Learning Department. With her students, she had led research in AI, with a focus on robotics and machine learning, having concretely researched and developed a variety of autonomous robots, including
teams of soccer robots, and mobile service robots. Her robot soccer teams have been RoboCup world champions several times, and the CoBot mobile robots have autonomously navigated for more than 1,000km in university buildings.
Professor Veloso is the Past President of AAAI, (the Association for the Advancement of Artificial Intelligence), and the co-founder, Trustee, and Past President of RoboCup. Professor Veloso has been recognized with a multiple honors, including being a Fellow of the ACM, IEEE, AAAS, and AAAI. She is the recipient of several best paper awards, the Einstein Chair of the Chinese Academy of Science, the ACM/SIGART Autonomous Agents Research Award, an NSF Career Award, and the Allen Newell Medal for Excellence in Research.
Professor Veloso earned a Bachelor and Master of Science degrees in Electrical and Computer Engineering from Instituto Superior Tecnico in Lisbon, Portugal, a Master of Arts in Computer Science from Boston University, and Master of Science and PhD in Computer Science from Carnegie Mellon University. See www.cs.cmu.edu/~mmv/Veloso.html for her scientific publications.
10:10 - 10:40
Executive director, UK deposit takers supervision
Bank of England
Sarah is the Executive Director for UK Deposit Takers Supervision, responsible for the supervision of the UK’s banks, building societies and credit unions. She has oversight of the Bank of England’s (Bank) work enhancing the financial system’s resilience to climate change.
Sarah was previously the Executive Director for International Banks Supervision, where having joined the directorate in 2015, she was responsible for supervision of the UK operations of international banks.
Before moving into supervision, Sarah was a Director in the PRA’s Financial Stability Strategy and Risk Directorate, where she focused on developing the UK’s macroprudential policy making framework and supporting the Financial Policy Committee. Previously she was head of the division in the Financial Stability Directorate that assessed risks to financial stability from financial markets, the non-bank financial sector, and the real economy.
Sarah led the Bank’s work to support the transition of prudential regulation of banks and insurers from the Financial Services Authority to the Bank.
Prior to that she was head of the Bank’s Risk Management Division and head of Special Projects in the Markets Directorate, leading the design and risk management of financial market operations undertaken by the Bank including those launched during the financial crisis.
11:25 - 11:50
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.
Executive director, data analytics group
Standard Chartered Bank
Christian leads the innovation efforts within the Data Science and Innovation team at Standard Chartered. He currently focuses on synthetic data generation, measurement of uncertainty and Reinforcement Learning as part of his development of algorithmic trading signals and engines. He also applies evolutionary algorithms to the non-linear optimisation of RWA relief via loan securitisation.
Previously, he spent 3 years as senior Credit Strategist and Head of Quant Research at Mizuho International leading the Machine Learning Algo market making project for corporate bonds.Christian also spent 10 years at Credit Suisse where he was most recently Senior Credit Strategist. Prior to that, he held positions within Interest Rate and FX Controlling at HVB Group.
Christian has a diploma in Financial Mathematics from Technische Universität München.There are 3 things about Machine Learning and AI that keep him up at night: The maths behind, the commercial opportunities and the impact on society.
MD, Head of Data Analytics, Electronic Market Solutions
Head of the QIS lab, global markets
Julien Turc is a visiting researcher in economics at Ecole Polytechnique (Palaiseau) and head of the QIS Lab at BNP Paribas. He has 23 years of experience working on quantitative and systematic strategies in all asset classes. His research covers allocation processes, alternative risk premia and hedging. Julien used to be head of cross-asset quant strategy at Societe Generale. He teaches credit derivatives at Paris 6 University and graduated from Ecole Polytechnique in 1997.
Global head quantitative strategies
Tony is a Managing Director in Nomura’s Global Markets Research team, based in London. He heads the Quantitative Strategies (QS) team, which clients rank as one of the leading groups of its kind in the industry. QS focuses on objective measurement of fundamental economic and market dynamics around the world. Grounded in these measurements, QS makes recommendations that a number of internal and external clients track. Asset classes covered include interest rates, commodities, currencies, credit and equities. The team’s combined portfolio has outperformed relevant hedge fund benchmarks. Tony holds a PhD in financial economics from New York University and a BA from Dartmouth College, where he earned a place in the Phi Beta Kappa academic honour society
Partner, director of research
Vitali Kalesnik is a partner and senior member of the investment team.
He leads research and business strategy in the European region.
Previously, Vitali led the Equity Research team and continues to
perform general equity-related research.
Articles he has co-authored with others have been recognized with two
Graham and Dodd Scroll Awards, a Financial Analysts Journal Readers’
Choice Award, a William F. Sharpe Indexing Achievement Award, and a
Bernstein Fabozzi/Jacobs Levy Award. His research strengthens and
expands Research Affiliates’ products—in particular, RAFI™
Fundamental Index™ strategies—and supports our global tactical asset
Vitali earned his PhD in economics from the University of California,
Los Angeles, where he was a winner of the UCLA Graduate Division
Fellowship for 2001–2005. He speaks fluent English, Russian, and
13:15 - 15:35
13:15 - 13:35
Vice chairman of institutional securities.
Tom is responsible for Morgan Stanley’s transition efforts to alternative reference rates to
replace LIBOR through the firm’s Global LIBOR Transition Steering Committee. This
group, spanning ISG, Wealth Management and Investment Management, will ensure that
all businesses and infrastructure organizations have a consistent set of Firm-level
guidelines, their own transition plans and accountability for transition readiness before
Tom most recently led the firm’s Global Business Continuity Management Organization,
which is responsible for strategic planning and risk management for potential cyber and
physical disruptions. He is a member of the firm’s Securities Operating Committee, Risk
Management Committee and Asset/ Liability Management Committee.
Prior to being named Vice Chairman, Tom was the Global Head of the Bank Resource
Management Division where he was responsible for the firm's secured funding, securities
lending, global hedging and collateral management activities.
Beginning his career in the industry in 1977, Tom joined Morgan Stanley in 1986 and has
been engaged in the Firm’s funding, collateral and hedging activities throughout his
career at the firm. Based in New York, Tom has also completed multi-year assignments
in Morgan Stanley’s London and Tokyo offices.
In April, 2019, Tom was named Chair of the Alternative Reference Rates Committee
(ARRC) by the Federal Reserve Board. The ARRC is a group of private-market
participants convened to help ensure a successful transition from USD LIBOR to a more
robust reference rate.
Tom was appointed Chair of the US Commodity Futures Trading Commission’s Market
Risk Advisory Committee (MRAC) Interest Rate Benchmark Reform Subcommittee in
Tom served as Chair of the Treasury Market Practices Group (TMPG) until May 2019.
The TMPG is sponsored by the New York Federal Reserve and is an industry group
committed to supporting the integrity and efficiency of the U.S. Treasury and Agency
Mortgage Securities Markets.
Tom serves on the board of directors of International Swaps and Derivatives Association,
Inc. (ISDA). Tom was appointed to the Alternative Reference Rate Committee,
sponsored by the Board of Governors of the Federal Reserve in 2014. Tom previously
served on the Financial Research Advisory Committee to the US Treasury Office of
Financial Research from 2012 to 2017.
15:00 - 15:30
15:40 - 17:00
17:00 - 17:01
Day 2 ⇡