Speakers

Speakers for Risk Live 2019

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Christian Bluhm

Group CRO

UBS

Christian Bluhm became a member of the GEB and was appointed Group Chief Risk Officer of UBS Group AG and UBS AG in January 2016. He joined UBS from FMS Wertmanagement, where he had been Chief Risk & Financial Officer since 2010 and Spokesman of the Executive Board from 2012 to 2015. From 2004 to 2009, he worked for Credit Suisse, where he was Managing Director responsible for Credit Risk Management in Switzerland and Private Banking worldwide. Mr. Bluhm was Head of Credit Portfolio Management until 2008 and then Head of Credit Risk Management Analytics & Instruments after the financial crisis in 2008. From 2001 to 2004, he worked for Hypovereinsbank in Munich in Group Credit Portfolio Management, heading a team that specialized in Structured Finance Analytics. Before starting his banking career with Deutsche Bank in Credit Risk Management in 1999, he worked as a postdoctoral fellow at Cornell University in Ithaca and as a scientific assistant at the University of Greifswald. Mr. Bluhm holds a degree in mathematics and informatics from the University of Erlangen-Nuremberg and received his PhD in mathematics in 1996 from the same university.

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Edward Fishwick

Managing Director, Global Co-Head, Risk & Quantitative Analysis,

BLACKROCK

Edward Fishwick, Managing Director, Global Co-Head, Risk & Quantitative Analysis, BLACKROCK

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.

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Asita Anche

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

Barclays

Asita joined as Managing Director, Head of Systematic Market Making, Risk Centralization & Data Science at Barclays in July 2017. Prior to that she was MD, Systematic Market Making at Goldman Sachs between 2010 and 2017, 

Asita has a Master's in Computer Science from the University of Illinois.

 
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David Hudson

Co-Head CIB Digital & Platform Services

JP Morgan

Digital & Platform Services is a new organization comprised of the digital, technology, operations and data businesses in the Corporate and Investment Bank (CIB). 

Digital & Platform Services was created ensure that businesses and disciplines across the firm are aligned to deliver next-generation technologies and build the financial platform of the future. They are responsible for identifying, developing and delivering products, and services – inside and outside the bank – that will transform the way J.P. Morgan, and its clients, do business.

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Andrew Hauser

Executive Director of Markets

Bank of England

Andrew Hauser is the Executive Director for Markets. He is responsible for all aspects of the design and execution of the Bank of England’s operations in financial markets, which includes managing the Bank’s own balance sheet and overseeing the UK’s official foreign exchange reserves on behalf of HM Treasury. In addition to these operational duties, he is responsible for market intelligence gathering and providing the Bank’s Monetary Policy and Financial Policy Committees with analysis of global financial markets.

Andrew joined the Bank in 1992 and has worked in senior roles in most major functions.  Most recently, he was Executive Director for Banking, Payments and Financial Resilience. He oversaw the development of the Bank’s own financial risk framework, the operation and strategic development of payment systems, and wholesale and retail banking operations. He was also the executive sponsor for the Bank’s work on FinTech, including setting up of the FinTech Hub. Prior to this, he led the joint Bank/HMT/FCA Fair and Effective Markets Review.

Andrew was Private Secretary to the Governor in 2009-11. He also represented the United Kingdom as a member of the Executive Board of the International Monetary Fund in Washington DC in 2004-6, had oversight of the Bank’s Inflation Report and regional agency network, and served on the secretariat to the Monetary and Financial Policy Committees.

Andrew has an MSc in Economics from the London School of Economics and an MA in Politics, Philosophy and Economics from Oxford University.  In addition to his role at the Bank of England, he was a Non‐Executive Director and Chair of the Audit and Risk Committee for NHS Resolution between 2013 and 2017.

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Phil Allison

Head of Automated Trading, Fixed Income Division

Morgan Stanley

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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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Albert Loo

Deputy Head of Sales for Global Markets

Societe Generale

Albert Loo was appointed Deputy Head of Sales for Global Markets in January 2018. He was formerly Global Head of Sales for Fixed Income & Currencies and Co-Head of Cross Asset Sales since 2015.

Albert Loo began his career in 1991 at Societe Generale Corporate & Investment Banking as part of the IT team in charge of asset management accounting project. He was appointed Head of Middle Office for Interest Rate Derivatives in 1994 and took charge of the Front Office Risk Management of Europe & Asia in 1996. In 1999, he joined the interest rate derivatives sales team responsible for French corporates and in 2001, he oversaw the French sales team for corporates & local authorities. In January 2006 Albert was appointed Deputy-Head of European Sales in Interest Rate Derivatives. In 2007, he became Global Deputy-Head of Interest Rate & Foreign Exchange Derivatives then Global co-Head of Interest Rate and Forex Derivatives Sales for Issuers in 2008. He was named Co-Global Head of Sales for Fixed Income & Currencies in April 2012.

Albert has a PhD in Thermodynamics from Paris 7 University, graduated from ENSIA Engineer School (AgroParisTech) and holds a Master's degree in Financial Markets from ITM.

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Nicola White

Managing Director, Global COO FICC

Citadel Securities

Nicola is Managing Director, Global COO FICC at Citadel Securities. Previously she worked for Morgan Stanley as Managing Director, Head of Fixed Income eMarkets between Sep 2015 – Jun 2016, and Managing Director, Global Head of Rates eMarkets before that.

Nicola has a degree in Mathematics and Computer Science from the University of Waterloo.

 

 

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Hugh Montgomery

Professor of Intensive Care Medicine at UCL & Senior Clinical Advisor

DeepMind Health, Google

Dr Hugh Montgomery is Professor of Intensive Care Medicine at University College London (UCL), where he also directs the Centre for Human Health and Performance. Hugh also works in the field of Artificial Intelligence as applied to Health and works advises DeepMind Health, part of Alphabet/Google. As a clinical advisor to DeepMind Health, Hugh has provided input to research including head and neck cancer imaging, analysis of retinal scans and prediction and management of acute kidney injury.

Montgomery is also a geneticist. He discovered the first 'gene for human fitness' - one which also changes the chance of surviving critical illness by five-fold. His research looks into why one person may live and one may die when they look almost identical and suffer the same disease. Montgomery is interested in whether survivors are born, or made.

Montgomery still spends 25% of his time working in a North London Intensive Care Unit. In terms of research, he has published over 480 scientific research articles and is perhaps best known for his discovery of ‘the first gene for human fitness’.

Montgomery chaired the last two Lancet Commissions on Human Health and Climate Change, and has written and lectured extensively on the subject. He was appointed to the post of Leader by London’s Sustainable Development Commission, attended many of the international ‘COP’ negotiations, and led the children’s climate education Project Genie.

He organised the Royal College of Physicians first meeting on Climate and Health, was a founder member of the UK Climate and Health Alliance, and helped create the International Alliance on the same subject. He organised the first International Meeting on Climate, Health and Security in 2009.

Hugh Montgomery has patented a treatment for cancer wasting and prevention of injury in stroke; a new technology for patient hydration; a novel mask for the removal of pollutants; and a new asthma inhaler.

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Michael Grimwade

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.

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Patrick Moynihan

Managing Director, Group Head of Operational Risk

BARCLAYS

I joined Barclays in 2000 having previously worked for Accenture and JP Morgan Chase.

In my time at Barclays, I have worked in a number of different leadership roles, including:

·        Head of the Barclays Corporate Strategy Team

·        COO of Group Risk

·        Head of Middle Office and Lending Operations in Corporate, IB and Wealth.

·        Chief Controls Officer, BX Service Company.

My role as Group Head of Operational Risk enables me to leverage my wide experience of practical risk management in Barclays.

I have a Masters Degree in Chemical Engineering and an MBA. 

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Shaun Kennedy

Group treasurer

Associated British Ports

Shaun Kennedy is Group Treasurer at Associated British Ports, responsible for leading the group’s treasury and insurance functions. Shaun has extensive treasury experience and a strong track record working within long term UK infrastructure with previous roles at Affinity Water and Notting Hill Housing Trust amongst others. Shaun is an Associate Member of the Association of Corporate Treasurers and represents Associated British Ports as a member of the Working Group on Sterling Risk-Free Reference Rates.

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Charles Bristow

Managing Director and Global Head of Rates, FI Financing, CPT & Market Resources Optimisation

JP Morgan

Charles Bristow is a Managing Director in the Corporate & Investment Bank (CIB) at JP Morgan based in London. Charles is global head of Rates, Fixed Income Financing and the Credit Portfolio Trading business and has responsibility for the capital and funding strategy across the broader Markets businesses. Charles is a member of the European Management Committee and is co-chair of the EMEA Diversity Council.
Charles joined the firm in 1998 as an intern before returning upon graduation and worked in a number of derivatives trading roles across Swaps and Options. He became head of non-linear rates products and then head of rates trading in the region before taking a global management role in 2015.


Charles has been involved in a number of strategic projects for the fixed income trading businesses including the design and implementation of differential discounting, measures to reduce the GSIB footprint of the business including the formation of a dedicated compression team and derivatives FVA build out. He is a member of the CIB and EMEA capital committees.
Recent projects outside of Rates trading include Libor transition, buildout of the trader mandate framework and the formation of a collateral management and optimization front office function. Additionally, through his role on the diversity council, Charles is driving the advancement of black leadership and our gender diversity projects in the EMEA region.
Charles studied Manufacturing Engineering at Pembroke College, Cambridge where he was a college scholar and achieved a Masters degree. He is married with three children.

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Rama Cont

Chair of mathematical finance, Mathematical Institute

Oxford University

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.

 

Non-banks, exchanges and trading platforms already have a big say in equities and foreign exchange markets; now, banks are shaking up their approach to credit and rates. If flow business can be left to algorithms, then it frees up traders and salespeople to make more of the industry’s key strengths – a bigger capital and client base.

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David Hudson

Co-Head CIB Digital & Platform Services

JP Morgan

Digital & Platform Services is a new organization comprised of the digital, technology, operations and data businesses in the Corporate and Investment Bank (CIB). 

Digital & Platform Services was created ensure that businesses and disciplines across the firm are aligned to deliver next-generation technologies and build the financial platform of the future. They are responsible for identifying, developing and delivering products, and services – inside and outside the bank – that will transform the way J.P. Morgan, and its clients, do business.

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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

Societe Generale

Albert Loo was appointed Deputy Head of Sales for Global Markets in January 2018. He was formerly Global Head of Sales for Fixed Income & Currencies and Co-Head of Cross Asset Sales since 2015.

Albert Loo began his career in 1991 at Societe Generale Corporate & Investment Banking as part of the IT team in charge of asset management accounting project. He was appointed Head of Middle Office for Interest Rate Derivatives in 1994 and took charge of the Front Office Risk Management of Europe & Asia in 1996. In 1999, he joined the interest rate derivatives sales team responsible for French corporates and in 2001, he oversaw the French sales team for corporates & local authorities. In January 2006 Albert was appointed Deputy-Head of European Sales in Interest Rate Derivatives. In 2007, he became Global Deputy-Head of Interest Rate & Foreign Exchange Derivatives then Global co-Head of Interest Rate and Forex Derivatives Sales for Issuers in 2008. He was named Co-Global Head of Sales for Fixed Income & Currencies in April 2012.

Albert has a PhD in Thermodynamics from Paris 7 University, graduated from ENSIA Engineer School (AgroParisTech) and holds a Master's degree in Financial Markets from ITM.

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Lee Braine

Investment Bank CTO Office

Barclays

Lee Braine, from the Chief Technology Office at Barclays, has a deep interest in technology innovation. His is responsible for an Innovation and Engineering function, leads the bank’s technology architecture for distributed ledgers, and leads the bank’s engagement in quantum computing. He represents Barclays on several industry consortia and is the author of technology research papers. His background is in investment banking, clearing and settlement, stock exchanges, corporate banking, payments, and wealth management. He has a BSc and PhD in Computer Science from University College London.

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Phil Allison

Head of Automated Trading, Fixed Income Division

Morgan Stanley

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Jean-Marc Eber

CEO

LexiFi

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Colin Platt

Independent Consultant

Platt Advisors

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Duncan Wood

global editorial director

Risk.net

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.

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Helen Bartholomew

Editor-at-large

Risk.net

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.

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Mark Bruce

Head of FICC

Jump Trading

Mark leads the Fixed Income, Currencies and Commodities business at Jump Trading and more recently manages Sales and Strategy for Jump Liquidity, the direct trading business of Jump.

Mark began his career as a professional athlete, spending 7 years as a member of the British Elite Triathlon Team during which time he also gained a first class degree in Politics and International Relations from Loughborough University.  Mark started working in electronic trading in 2009 when he joined ICAP’s electronic FX platform, EBS, as a graduate.  Over the next 6 years Mark assumed a number of roles, ultimately working his way up to managing the Global Product business for both EBS and BrokerTec Markets.  In 2016 Mark moved to Jump Trading.

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Neil Mitchell

Head of DAML Language

Digital Asset

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Bill Stenning

Managing Director - Clearing, Regulatory and Strategic Affairs

SOCIETE GENERAL CORPORATION INVESTMENT BANKING

Bill Stenning is Managing Director – Clearing, Regulatory & Strategic Affairs at Société Générale in London and is responsible for co-ordinating the business response to the Regulatory change agenda, primarily focussed on markets.  Bill is Société Générale’s delegate on a number of industry association steering committees, as well as representing Société Générale with a range of service providers, CCPs and other financial market infrastructures. 

 Prior to joining Société Générale, Bill was a Managing Director within DTCC’s Deriv/SERV division having previously been Chief Operating Officer – Trading at Sungard Trading and Risk Systems.  Bill joined Sungard from SwapsWire Limited, where he was the founding Chief Operating Officer, before which he was a Business Manager for Rates and FX within the Global Trading Division of Chase Manhattan.

 Bill has been a member of the Institute of Chartered Accountants in England and Wales for over 20 years, and holds a 1st class BEng(hons) in Electronic and Electrical Engineering from the University of Surrey.

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Julian Eyre

Commercial Manager

DELTA CAPITA

With a broad background across Investment Banking, Commodities and Corporate sectors Julian has extensive experience working with clients to support innovation and business solutions across the enterprise. Julian is a successful Sales and Business Development Manager seeking to build long standing customer relationships founded on trust and business engagement, working proactively to identify key business needs and the solutions necessary to meet tactical and strategic requirements.

Prior to Delta Capita Julian has spent over 20 years across Investment Banking and Capital Markets enterprise technology software vendors. Julian has direct experience across front, middle and back office founded in the financial sector and enterprise technology solution sales.

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Arjun Jayaram

Founder and CEO

BATON SYSTEMS

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John Scott

Head of Sustainability Risk

Zurich Insurance Group

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Ilja Faerman

Vice President and Head of Client Solutions Group

Numerix

Ilja Faerman is VP and Head of Client Solutions Group at Numerix. He has extensive expertise in successfully delivering projects across EMEA covering pricing of complex derivatives in multiple asset classes, as well as calculating market and counterparty credit risk figures for large portfolios of simple and complex instruments. In recent projects, he has focused on advanced XVA metrics including KVA and MVA as well as coherent modelling of risk factors for the purpose of XVA calculation. Prior to Numerix, Mr. Faerman worked as a financial engineer and model validation analyst at Thomson Reuters. He holds a BSc in Business and Computer Science from the University of Rostock and an MSc in Finance from the Frankfurt School of Finance & Management. He is currently located in Numerix’s Frankfurt office. 

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Nicola White

Managing Director, Global COO FICC

Citadel Securities

Nicola is Managing Director, Global COO FICC at Citadel Securities. Previously she worked for Morgan Stanley as Managing Director, Head of Fixed Income eMarkets between Sep 2015 – Jun 2016, and Managing Director, Global Head of Rates eMarkets before that.

Nicola has a degree in Mathematics and Computer Science from the University of Waterloo.

 

 

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Katia Babbar

Founder & Visitor Research Fellow

AI WEALTH TECHNOLOGIES & OXFORD UNIVERSITY

Katia is the founder AI Wealth Technologies, a start up applying AI to financial portfolio selection and allocation. She is also a Visiting Research Fellow at Oxford University. Katia has a career spanning 18 years in the City. She worked 11 years at Lloyds Banking Group, in senior leadership roles within Financial Markets. As an MD for e-FX Algorithmic Trading, she led teams of quant traders and data scientists for looking into Market Microstructure for market-making and execution as well as introducing Machine Learning techniques in that space. In her previous role at Lloyds, Katia was Head of FX Quant Research, responsible for building entire derivatives analytics, pricing and risk management systems from the ground up. She has also worked as a senior FX Quant at Citi and UBS. Katia holds a BSc in Mathematics from UCL and a PhD in in Stochastic Analysis applied to Finance from Imperial College

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Richard Gendal Brown

Chief Technology Officer

R3

Richard is one of the world’s leading authorities on distributed ledger systems and architectures. As CTO at R3, Richard manages the construction of Corda, the blockchain for business.  He has led the design and construction of the platform over the past four years, creating a product that brings the benefits of blockchain technology to the world of regulated business and enterprise deployment.  Previously, Richard was the Executive Architect for Banking and Financial Markets industry innovation at IBM UK. His previous roles with the company, for which he worked for almost fifteen years, included Lead Account Architect for a global Investment Banking client and a consultant for IBM software products. Richard is a Chartered Engineer, holds an MBA with distinction from Warwick Business School and a first-class degree in Mathematics from Trinity College, Cambridge.

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Mas Nakchi

VP of Strategy

Axoni

Mas Nakachi is the VP, Strategy & Business Development at Axoni (www.axoni.com), a capital markets technology firm that specialises in distributed ledger infrastructure. Product offerings include blockchain deployments, large-scale data management, bespoke smart contract development, analytics services, and connectivity tools.

Mr. Nakachi is also currently a Senior Advisor to EZOPS, a capital markets fintech company focused on data control and operational efficiency leveraging AI, and is working on numerous independent projects in the cryptocurrency and machine learning spaces. He was previously the CEO of OpenGamma, a derivatives analytics software company, and the Director of Business Development for the rates, fixed income and credit business at Calypso Technology.

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Lex Sokolin

Global Fintech Co-Head

ConsenSys

 

https://twitter.com/LexSokolin 
https://www.linkedin.com/in/alexeysokolin
Lex is a futurist and entrepreneur focused on the next generation of financial services. He is the Global Fintech Co-Head at ConsenSys, a blockchain technology company building the infrastructure, applications, and practices that enable a decentralized world. He focuses on strategy and product development across Fintech, Decentralized Finance and DAOs, public and private enterprise blockchain solutions, and emerging crypto asset classes.

Previously, Lex was the Global Director of Fintech Strategy at Autonomous Research (acquired by AllianceBernstein), an equity research firm serving institutional investors, where he covered artificial intelligence, blockchain, neobanks, digital lenders, roboadvisors, payments, insurtech, and mixed reality. Before Autonomous, Lex was COO at AdvisorEngine, a digital wealth management technology platform, and CEO of NestEgg Wealth, a roboadvisor that partnered with financial advisors. Prior to NestEgg, Lex held roles in investment management and banking at Barclays, Lehman Brothers and Deutsche Bank. He earned a JD/MBA from Columbia University and a B.A. in Economics and Law from Amherst College.
Lex is a contributor of thought leadership to the Wall Street Journal, the Economist, Bloomberg, FT, Reuters, American Banker, ThinkAdvisor, and Investment News, among others. He is a regular speaker at industry conferences such as Money2020, LendIt, Schwab Impact, In|Vest, T3 Enterprise Edition, and Consensus. His writing is publicly available at https://lex.substack.com. 

 
 

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Dr Hossein Sharif

Head of the Blockchain, Cryptocurrencies and FinTech (BCF) Research Group

Newcastle Business School (UK).

Dr Hossein Sharif is a Fellow of British Computer Society. He has two decades of experience in digital technologies and ventures as a specialist, researcher, innovator, consultant, entrepreneur and executive. His involvement encompasses private, public and not-for-profit sectors in the UK, Europe and globally.
Currently, he is the Head of the Blockchain, Cryptocurrencies and FinTech (BCF) Research Group at the Newcastle Business School (UK). He is also engaged in research, consultancy and technology commercialisation projects as well as providing education and training for executives, MBA and postgraduate candidates in the following fields which also constitute his domains of research interest: blockchain and distributed autonomous systems; disruptive business models; FinTech; data science; process management and enterprise architecture.

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Pier Francesco Procacci

Quant Research

Citi

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Curt Burmeister

Director of Research, Innovation & Financial Engineering

IBM

Curt holds an MBA in Financial Engineering from MIT and a BA in Computer Science and Mathematics from Cornell University. He has a patent in compiler technology for register allocation and has co-founded four companies. The Research and Financial Engineering team is responsible for the design and validation of the financial models and other quantitative methods use by IBM’s financial risk solutions. The Innovations team incubates ideas that apply new technologies and/or new methodologies to risk management. The group led the effort to re-platform core risk management simulation framework on Big Data and is currently developing a set of cloud APIs covering financial data, instrument valuation, scenario generation, and optimization.

 

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Neil Dodgson

Customer Solutions Group, Risk & Compliance,

IBM Watson Financial Services

Neil has overall responsibility for customer solution design in large global Risk transformation programs and leads a worldwide team of thought leaders and subject matter experts who are responsible for all financial risk client engagements. His areas of responsibility include market risk, credit, ALM, liquidity, Solvency II, collateral management, front office trading decisions, balance sheet risk management, and investment risk management. Neil is a Risk evangelist for IBM, appears as a regular speaker at international conferences and has written numerous thought leadership articles and papers. He holds a PhD in Applied Mathematics from The University of Sheffield.

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Mathew Dear

offering manager, XVA sensitivities

IBM

Mathew is the Offering Manager responsible for IBM's new XVA Sensitivities Foundation product. He also works closely with technical pre-sales and has been involved in the successful implementation of IBM's Integrated Market and Credit Risk solution at clients such as Societe Generale in France and BBVA in Spain. Prior to joining IBM he worked for many years in the credit risk and XVA areas at banks such as Credit Suisse, Standard Chartered and HSBC.

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David Croen

Head of credit risk products

Bloomberg L.P.

David is head of credit risk products for Bloomberg, L.P., working on the firm’s enterprise risk services business. Prior to joining Bloomberg, David led risk management and valuation for global banks and asset managers, with specialization in credit and securitization. He contributed to the President’s Working Group on Financial Markets Best Practices for Risk Management (2008), and has advised U.S. regulators and accounting firms on complex structured finance transactions. David earned a B.A. in Applied Mathematics and an MBA in Finance, both from the University of Rochester.

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Neil Orchard

Managing Director, Europe, Middle East and Africa

Numerix

Neil Orchard is Managing Director of Europe, Middle East and Africa. He attained this role at the beginning of 2018. Neil joined Numerix in 2008 with the mandate to launch a Middle East and Africa operation based in Dubai. Prior to joining Numerix, he devoted 20 years as a trader of interest rate and foreign exchange derivatives, starting at Citibank in London before moving to Bahrain. Neil’s experience in the Middle East allowed Numerix to expand its operations in the UAE, Saudi Arabia, Bahrain, Qatar and throughout the African continent, from South Africa to Côte d'Ivoire. As a trader, Neil was an early adopter of products such as OIS in the late 1990s and was a buyer of market risk through structured products. At Numerix, Neil was the first to promote solutions around Model Validation and XVA.

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Martin Toyer

Chief Technology Officer

Numerix

Martin Toyer joined Numerix in January of 2017 as Chief Technology Officer. He has dedicated his career to developing technology solutions and risk tools for the financial industry and is considered one of the world's leading practitioners in the area of realtime risk and trading systems. Prior to joining Numerix, Martin was the founder and CTO of TFG Financial Systems, which provided institutional quality platforms for cross-asset portfolio and real time risk management to hedge funds, asset managers, and banks. Previously, Martin was a manager of a team of developers at a tier 1 investment bank, where he was responsible for real time pricing of European bonds and interest rate swaps, in addition to developing the risk analytics and systems used within the bank’s global risk management architecture. He holds a Mathematics degree from Brasenose College, Oxford University.

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Satyam Kancharla

Chief Strategy Officer & Senior Vice President, Client Solutions Group

Numerix

Mr. Kancharla, as Chief Strategy Officer and Senior Vice President, is responsible for corporate strategy and currently heads the Client Solutions Group at Numerix. This group is responsible for Product Management, Financial Engineering and Business Analysis. Prior to this, he has served in various roles in Quantitative Software Development, Financial Engineering and Client Services at Numerix. Before transferring to Numerix in New York City, he was the CTO for Numerix Japan LLC in Tokyo, heading the Pre-Sales and Financial Engineering teams for Asia.

Prior to joining Numerix in 2003, Mr. Kancharla also worked with Merrill Lynch and GE Capital in Quantitative Finance and Product Development roles.

He holds an MBA degree from New York University’s Stern School of Business, an MSc degree in Applied Statistics and Informatics from Indian Institute of Technology, Bombay and a BScin Mathematics and Computers from the University of Mumbai.

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Neil Palmer

Co-Head of Client Solutions

Beacon Platform

Neil joined Beacon in 2016.  Prior to that he had twenty years' experience in a variety of front office quant and structuring roles - including at RWE Supply & Trading, Goldman Sachs, Constellation Energy, BP and Centrica.

Neil read Mathematics at the University of Cambridge and has a Masters in Mathematical Trading and Finance from Cass Business School.

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Stacey English

Head of regulatory intelligence

Thomson Reuters

Stacey English is head of regulatory intelligence for Thomson Reuters with over 20 years of regulatory compliance, risk and audit experience in financial services as a regulator and practitioner. She is co-author of ‘Conduct and Accountability in Financial Services: A Practical Guide’ published by Bloomsbury Professional.

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Susannah Hammond

Senior regulatory intelligence expert

Thomson Reuters

Susannah Hammond is senior regulatory intelligence expert for Thomson Reuters with more than 25 years of wide-ranging compliance, regulatory and risk experience in international and UK financial services. She is co-author of ‘Conduct and Accountability in Financial Services: A Practical Guide’ published by Bloomsbury Professional.

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Ashley Kovas

Senior regulatory intelligence expert

THOMSON REUTERS

Ashley Kovas is a senior regulatory intelligence expert at Thomson Reuters. Prior to his current role, Kovas worked for several fund management companies, and then spent eight years at the FSA as an active member of the CESR (now ESMA) Investment Management Expert Group. He represented the FSA at IOSCO Standing Committee 5 (Investment Management). He then became head of Group Compliance (Funds) in the Prudential PLC Group Compliance Department and soon became the head of Group Compliance Policy at the Royal Bank of Scotland.

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Mark Feeley

Research director

Chartis Research

Mark has over 30 years’ experience in global capital markets, consulting and associated technologies, focusing on risk management, front- and middle-office platforms and data management. Before Chartis he held executive positions in large global financial institutions, consultancies and FinTechs, in various roles including platform and software development, solution architecture, large-scale program management, vendor selection and implementation, and strategy development and execution.

With a background covering the front, middle and back office, Mark brings to Chartis a holistic view of business, technology and regulatory issues across the enterprise, and how these issues can be addressed by leveraging appropriate technology solutions. His primary focus has been risk technology, and his work in this area includes: leading the global teams for risk technology at RBS Capital Markets and AIG; working with middle- and front-office technology teams at Barclays Capital; extensive consulting experience with major consulting organizations including EY and Deloitte; and extensive vendor experience, including time at Algorithmics and Misys (now Finastra). Mark has an MA from Oxford University and is a Fellow of the Institute of Chartered Accountants in England and Wales.

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Sidhartha Dash

Research director

Chartis

Sidhartha is a Research Director at Chartis with over 20 years of experience in the financial, energy, and commodities markets in various functions across the trade life-cycle (risk management, trading, and product structuring) and software development life-cycle (risk, analytics, and trading). Sidhartha has held various roles in product development, trading, risk management, software development, and consulting in banks, hedge funds, and risk advisory and software firms, including Standard Chartered Bank, TCG Group, HCL, and Cognizant.

His specific areas of interest and research include risk data, model risk management, quantitative models in illiquid markets, high performance analytics, energy and commodity trading risk, market structure design, new computational models, and the use of innovative mathematical methods in various emerging areas of risk management.

Sidhartha holds an MBA from the Indian Institute of Management and is a qualified Chartered Alternative Investment Analyst CAIA , Financial Risk Manager (FRM) and Energy Risk Professional (ERP) member of GARP.

 

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Jaro Semerak

Privacy Consultant

One Trust

Jaro Semerak serves as a Privacy Consultant specializing in Vendor Risk Management at OneTrust – the largest and most widely used dedicated privacy management technology platform to operationalize privacy, security and third-party risk management. In his role, Jaro advises many of the world's leading organizations and partners on EU GDPR, California Consumer Privacy Act (CCPA), Brazil LGPD, and hundreds of the world's privacy laws, focused on formulating efficient and effective responses to data protection requirements as well as building and scaling privacy programs. Jaro holds a Business Management degree from the University of South Wales.

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Martin Walker

Director for Banking & Finance

Center for Evidence-Based Managament

Martin Walker is Director for Banking and Finance at the Center for Evidence-Based Management, a non-profit organisation that aims to help managers across all types of organisations improve their decision making. He also writes research on markets and markets technology for Securities Finance Monitor.

His career in investment banking includes both technology and operations roles, which has given him a strong understanding of front-to-back trade processing across multiple asset classes. Previous roles include Global Head of Securities Finance and Treasury IT at Dresdner Kleinwort and Global Head of Prime Brokerage Technology at RBS Markets.

Martin's interest in Blockchain began at HSBC Markets Operations where he analysed the potential application of the technology to post-trade processing. He has also worked on product development for capital markets at the R3 Distributed Ledger consortium.
Martin has written on various aspects of the application of Blockchain including "Bridging the Gap between Investment Banking Architecture and Distributed Ledgers" for R3 CEV, "Blockchain and the Nature of Money" for Revue Banque and articles for the LSE Business Review and Securities Finance Monitor.

Martin has an MSc in Computing Science from Imperial College London and a BSc in Economics from the London School of Economics. He is also a fellow of the Center for Evidence-Based Management.

 

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Alex Shterenberg

Global head of G10 and EM EFX trading

Barclays

Alex Shterenberg is a managing director and global head of G10 and em EFFL trading at barclays, based in london.
Prior to joining barclays in January 2019, Alex worked at bank of america merrill lynch for five years, most recently as global head of ffl algorithmic execution and head of EFFL trading for the americas where he was responsible for developing and overseeing cutting-edge pricing and hedging models. Previously, Alex worked at JP morgan for six years, most recently as global head of ffl execution services where he founded the ffl algo business, and designed and implemented new algos, t¢a models and tools. Prior to this, he was responsible for risk management in JP Morgan’s automated trading strategies group. He has also worked as a senior consultant and developer at broadway technology after starting his banking career in equities market data and trade execution technology at ubs.
Alex graduated with a master’s degree in ¢omputer science and bachelor’s degrees in computer science and aerospace engineering from massachusetts institute of technology.

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Carolin Schönherr, CFA

Head of Operational Risk

Capula Investment Management LLP.


Carolin has built up a successful career across the three lines of defence at leading Investment Banks and Investment Managers - from Control Teams and Front Office to Operational Risk. In her current role at Capula, Carolin is accountable for the development and implementation of the Operational Risk Management Strategy, Framework and Policies. In both her executive and non-executive career, Carolin has significantly increased governance standards and created strategic direction to improve profitably and operational excellence. 
 

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Dominic-Victor Masny

Global Regulatory Resilience Manager Regulatory Risk

Conduct and Governance Professional

Dominic recently joined Barclays’ Chief Security Office to support the Bank on Resilience regulation globally. Having previously worked at the Financial Conduct Authority (FCA) as a Technical Specialist on emerging risks, Dominic’s background is in lobbying and helping firms understand, manage and work through regulatory challenges (incl. EU-Withdrawal, European Deposit Guarantee Scheme, SM&CR, GDPR, 5AMLD), and culture change. He’s previously worked at MS Amlin, RBS, the Association of British Insurers and Willis Towers Watson. As of January 2019, Dominic has also become a Trustee/Board member of the City & Hackney Carers Centre (CHCC).
Dominic is an occasional guest-speaker on organisational culture and impact of change management at Birkbeck University, where he also supports under- and postgraduate students as a mentor. A keen linguist, Dominic enjoys regular global travel, volunteering with his dachshund and is a huge gin enthusiast.  
 

On the face of it, CROs are getting an easy ride. Market, credit and op risk losses have all been subdued in recent years. But these exposures could leap as QE ends, the credit cycle turns, and cyber and data risks become more prevalent. On top of this a new suite of dangers is emerging – from climate change to income inequality and the erosion of trade and political orthodoxy. Tomorrow’s CRO will tackle this mix of exposures using new tools, and with a different blend of staff.

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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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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

Global Risk COO & Head of Global Risk Analytics

HSBC

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Michael Grimwade

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.

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Tom Osborn

editor, risk management

Risk.net

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.

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Alexander Campbell

divisional content editor

Risk.net

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.

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Patrick Moynihan

Managing Director, Group Head of Operational Risk

BARCLAYS

I joined Barclays in 2000 having previously worked for Accenture and JP Morgan Chase.

In my time at Barclays, I have worked in a number of different leadership roles, including:

·        Head of the Barclays Corporate Strategy Team

·        COO of Group Risk

·        Head of Middle Office and Lending Operations in Corporate, IB and Wealth.

·        Chief Controls Officer, BX Service Company.

My role as Group Head of Operational Risk enables me to leverage my wide experience of practical risk management in Barclays.

I have a Masters Degree in Chemical Engineering and an MBA. 

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Patricia Halliday

CRO

Santander UK

Patricia joined Santander UK in May 2017 as Chief Risk Officer responsible for the second line risk function and oversight of firm wide enterprise risk. Prior to joining Santander UK Patricia was CRO at GE Capital International, responsible for GE’s non US assets. Prior to GE, Patricia held senior risk roles in Deutsche Bank and Barclays Capital.

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Peter Beardshaw

Partner, UK risk management practice lead

Accenture

Peter leads Accenture’s United Kingdom & Ireland Finance, Risk and Regulatory Services group. Based in London, he is a PRA/FCA skilled person and has focused on regulatory and business change, operating models and practice building. In recent years Peter has been responsible for Risk and Regulatory engagements across a number of high profile, complex Capital Markets and Banking clients covering primary risk, structural reform and conduct risk topics. His broad experience with multiple asset classes and product types and how the business and regulatory environment can impact an enterprise and its operations is highly prized by clients. Peter has also co-authored a number of Accenture publications on responding to regulation and regularly speaks at industry events.

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Edward Fishwick

Managing Director, Global Co-Head, Risk & Quantitative Analysis,

BLACKROCK

Edward Fishwick, Managing Director, Global Co-Head, Risk & Quantitative Analysis, BLACKROCK

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.

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Lex Sokolin

Global Fintech Co-Head

ConsenSys

 

https://twitter.com/LexSokolin 
https://www.linkedin.com/in/alexeysokolin
Lex is a futurist and entrepreneur focused on the next generation of financial services. He is the Global Fintech Co-Head at ConsenSys, a blockchain technology company building the infrastructure, applications, and practices that enable a decentralized world. He focuses on strategy and product development across Fintech, Decentralized Finance and DAOs, public and private enterprise blockchain solutions, and emerging crypto asset classes.

Previously, Lex was the Global Director of Fintech Strategy at Autonomous Research (acquired by AllianceBernstein), an equity research firm serving institutional investors, where he covered artificial intelligence, blockchain, neobanks, digital lenders, roboadvisors, payments, insurtech, and mixed reality. Before Autonomous, Lex was COO at AdvisorEngine, a digital wealth management technology platform, and CEO of NestEgg Wealth, a roboadvisor that partnered with financial advisors. Prior to NestEgg, Lex held roles in investment management and banking at Barclays, Lehman Brothers and Deutsche Bank. He earned a JD/MBA from Columbia University and a B.A. in Economics and Law from Amherst College.
Lex is a contributor of thought leadership to the Wall Street Journal, the Economist, Bloomberg, FT, Reuters, American Banker, ThinkAdvisor, and Investment News, among others. He is a regular speaker at industry conferences such as Money2020, LendIt, Schwab Impact, In|Vest, T3 Enterprise Edition, and Consensus. His writing is publicly available at https://lex.substack.com. 

 
 

Regulators in the UK and US are pressing market participants to abandon the Libor family of benchmarks, and switch to new RFRs. In Europe, the plan is to rehabilitate the old rates. It’s not yet clear whether either ambition is viable. The only thing that can be said confidently is that the project will inject a huge amount of risk into some of the world’s biggest financial markets.

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Nabil Owadally

Portfolio Manager EMEA

BMO GLOBAL ASSET MANAGEMENT

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Jasper Livingsmith

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

Adviser

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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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Nazneen Sherif

Associate Quant Finance Editor

RISK.NET

Nazneen Sherif is the associate quant finance editor for Risk.net and senior staff writer on the derivatives desk. Based in London, her topics of interest include the Fundamental review of the trading book, market risk, counterparty credit risk, funding risk, valuation adjustments, collateral management and risk modelling.

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Tim Bowler

President

ICE

Shaun Kennedy is Group Treasurer at Associated British Ports, responsible for leading the group’s treasury and insurance functions. Shaun has extensive treasury experience and a strong track record working within long term UK infrastructure with previous roles at Affinity Water and Notting Hill Housing Trust amongst others. Shaun is an Associate Member of the Association of Corporate Treasurers and represents Associated British Ports as a member of the Working Group on Sterling Risk-Free Reference Rates.

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Shaun Kennedy

Group treasurer

Associated British Ports

Shaun Kennedy is Group Treasurer at Associated British Ports, responsible for leading the group’s treasury and insurance functions. Shaun has extensive treasury experience and a strong track record working within long term UK infrastructure with previous roles at Affinity Water and Notting Hill Housing Trust amongst others. Shaun is an Associate Member of the Association of Corporate Treasurers and represents Associated British Ports as a member of the Working Group on Sterling Risk-Free Reference Rates.

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Charles Bristow

Managing Director and Global Head of Rates, FI Financing, CPT & Market Resources Optimisation

JP Morgan

Charles Bristow is a Managing Director in the Corporate & Investment Bank (CIB) at JP Morgan based in London. Charles is global head of Rates, Fixed Income Financing and the Credit Portfolio Trading business and has responsibility for the capital and funding strategy across the broader Markets businesses. Charles is a member of the European Management Committee and is co-chair of the EMEA Diversity Council.
Charles joined the firm in 1998 as an intern before returning upon graduation and worked in a number of derivatives trading roles across Swaps and Options. He became head of non-linear rates products and then head of rates trading in the region before taking a global management role in 2015.


Charles has been involved in a number of strategic projects for the fixed income trading businesses including the design and implementation of differential discounting, measures to reduce the GSIB footprint of the business including the formation of a dedicated compression team and derivatives FVA build out. He is a member of the CIB and EMEA capital committees.
Recent projects outside of Rates trading include Libor transition, buildout of the trader mandate framework and the formation of a collateral management and optimization front office function. Additionally, through his role on the diversity council, Charles is driving the advancement of black leadership and our gender diversity projects in the EMEA region.
Charles studied Manufacturing Engineering at Pembroke College, Cambridge where he was a college scholar and achieved a Masters degree. He is married with three children.

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Andrew Hauser

Executive Director of Markets

Bank of England

Andrew Hauser is the Executive Director for Markets. He is responsible for all aspects of the design and execution of the Bank of England’s operations in financial markets, which includes managing the Bank’s own balance sheet and overseeing the UK’s official foreign exchange reserves on behalf of HM Treasury. In addition to these operational duties, he is responsible for market intelligence gathering and providing the Bank’s Monetary Policy and Financial Policy Committees with analysis of global financial markets.

Andrew joined the Bank in 1992 and has worked in senior roles in most major functions.  Most recently, he was Executive Director for Banking, Payments and Financial Resilience. He oversaw the development of the Bank’s own financial risk framework, the operation and strategic development of payment systems, and wholesale and retail banking operations. He was also the executive sponsor for the Bank’s work on FinTech, including setting up of the FinTech Hub. Prior to this, he led the joint Bank/HMT/FCA Fair and Effective Markets Review.

Andrew was Private Secretary to the Governor in 2009-11. He also represented the United Kingdom as a member of the Executive Board of the International Monetary Fund in Washington DC in 2004-6, had oversight of the Bank’s Inflation Report and regional agency network, and served on the secretariat to the Monetary and Financial Policy Committees.

Andrew has an MSc in Economics from the London School of Economics and an MA in Politics, Philosophy and Economics from Oxford University.  In addition to his role at the Bank of England, he was a Non‐Executive Director and Chair of the Audit and Risk Committee for NHS Resolution between 2013 and 2017.

Low volatility and low yields have spurred huge growth in passive and quant investing – along with regular bouts of concerns about crowding. One answer has been to mine new datasets for hidden sources of alpha. But when volatility returns, rules-based investors may lose out to funds that are more nimble and can trade a wider range of assets.

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Rama Cont

Chair of mathematical finance, Mathematical Institute

Oxford University

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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Mark Ainsworth

Head of Data Insights & Analytics

Schroders

Mark joined Schroders in 2014 where he has formed the Data Insights Unit, a team of data scientists. The team uses analytics and machine learning for investment and research, to give fund managers an ‘information edge' over competitors. Before joining Schroders Mark's career has been in various other Insight roles, including McLaren F1 (Race Strategy Analyst), Tesco (Customer Insight; Site Location Planning), Talent Innovations (CTO) and Telefonica Smart Steps (Head of Analytics of Telefonica's Big Data monetization initiative).

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Antonello Russo

Director - Risk and Quantitative Analysis Group

BLACKROCK

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.

 

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Rob Mannix

desk editor, investment

Risk.net

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.

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Rado Lipus

CEO

NEUDATA

Rado Lipuš, CFA is the founder and CEO of Neudata, an alternative data intelligence provider. Prior to founding Neudata, Rado's professional experience spans 20 years of FinTech leadership, sales management and data innovation for the buy-side. He spent several years in quantitative portfolio construction and risk management at MSCI (Barra) and S&P Capital IQ and raised funds for CITE Investments. Rado worked latterly as Managing Director at PerTrac in London, a leading FinTech and data analytics solutions provider to Hedge Fund allocators and institutional investors in EMEA and Asia. His experience also includes financial data firms such as eVestment, 2iQ Research, I/B/E/S and TIM Group. An acknowledged expert, Rado is regularly invited to speak about alternative data at conferences and industry events. Rado received his Master of Business Administration from the University of Graz, Austria and is a CFA charter holder.

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Javier Rodriguez-Alarcon

Managing Director, Head of Quantitative Investment Strategies Group EMEA

Goldman Sachs Asset Management

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Otto Van Hemert

Head of Marco Research

Man AHL

Otto Van Hemert is Head of Macro Research at Man AHL (‘AHL’). Prior to joining AHL in 2015, Otto ran a systematic global macro fund at IMC for over three years. Before that he headed Fixed Income Arbitrage, Credit, and Volatility strategies at AQR, and was on the Finance Faculty at the New York University Stern School of Business where he published papers in leading academic finance journals. Otto holds a PhD in Economics and Masters Degrees in Mathematics and Economics.

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Harold de Boer

Head of Research

Transtrend

Harold de Boer

Managing Director & Head of R&D

Transtrend

Harold is the architect of Transtrend's Diversified Trend Program, responsible for research & development, portfolio management and trading. Harold was born and raised on a dairy farm in Drenthe. And from a young age, he has been intrigued by linking mathematics to the real world around us. In the final phase of his studies, while working on the project that would later become Transtrend, he became fascinated by the concept of leptokurtosis – or ‘fat tails’ – in probability distributions, a topic which has inspired him throughout his career.

His approach to markets is best described as a combination of a farmer’s common sense and mathematics, never losing sight of the underlying fundamentals.

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Blanka Horvath

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.

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Lukasz Szpruch

Research Director

ALAN TURING INSTITUTE

Lukasz is a Reader (Associate Professor) at the School of Mathematics, University of Edinburgh. He is also a director of Finance and Economics programme at The Alan Turing Institute, London. Before moving to Edinburgh, he was a Nomura Junior Research Fellow at the Institute of Mathematics, University of Oxford, and a member of the Oxford-Man Institute for Quantitative Finance.

 

Lukasz has a broad research interest in probability theory, mean-field models, stochastic control, statistics and quantitative finance. He is also pursuing research on deep neural networks and reinforcement learning. He has run projects jointly with the financial services industry on topics such as model calibration or risk computation. Apart from finance, he is also working on problems that arise in cyber security, energy markets and insurance.

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Antti Suhonen

Professor of Practice in Finance

Aalto University School of Business

Antti Suhonen is a Professor of Practice in Finance at Aalto University School of Business. He also works as a consultant and advisor to clients in the financial services sector, with a focus on alternative investments and financial markets. His teaching and research interests include alternative investments, risk premia strategies, financial institutions, and fixed income and credit markets.

He previously held various derivatives structuring, product development, sales, and trading roles in investment banking over two decades, most recently as Managing Director at Barclays Capital, concentrating on alternative investments and quantitative investment strategies.

Antti holds an M.Sc. (Economics) and a Ph.D. (Finance) from Helsinki School of Economics and Business Administration.

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Nick Baltas

Head of R&D of the Systematic Trading Strategies (STS) Group

Goldman Sachs

Nick Baltas, Ph.D., is an executive director and head of R&D of the Systematic Trading Strategies (STS) Group at Goldman Sachs. He is responsible for providing thought leadership in the space of factor and risk premia investing, portfolio construction, and strategy design. Alongside, he additionally maintains a visiting academic position at Imperial College Business School.

 

Prior to joining Goldman Sachs in 2017, Nick was an executive director in the quantitative research unit of UBS. Previously, he was a Lecturer in Finance at Imperial College Business School, a visiting Lecturer at Queen Mary University of London, as well as a risk manager in a London-based hedge fund. He has received several teaching awards and his research has been awarded with numerous grants and prizes, has been published in academic finance journals and practitioner books, and has been quoted by the financial press. Most recently he was the recipient of the 2019 EQDerivatives Best Academic Research Paper Award in Alternative Risk Premia (joint with Bernd Scherer).

 

Nick holds a DEng in electrical and computer engineering from the National Technical University of Athens, an MSc in communications & signal processing from Imperial College London and a PhD in financial economics from Imperial College Business School.

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Luc Dumontier

Head of Factor Investing & Senior Portfolio Manager

LFIS

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.

 

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Bill Dague

Head of Alternative Data

Quandl

As Head of Alternative Data Research at Quandl, Bill Dague is focused on finding valuable data and building products that deliver actionable investment insights.  Prior to Nasdaq acquiring Quandl in December 2018, Bill was the Head of Alternative Data at Nasdaq. He and his team apply leading-edge technologies to create new solutions for traditional and alternative asset managers, and quant trading groups.  Formerly the Director of Data Science at Nasdaq, he is particularly interested in applications of deep reinforcement learning and complex systems analysis to financial markets. He holds a BA in Physics from the University of Chicago and a management certification from the Wharton School of Business.

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Romule Nohasiarisoa

Manager research consultant – hedge funds

Mercer

Romule joined the Hedge Fund Boutique, a unit within Mercer Investments in London in May 2016 as a senior researcher. He has been researching hedge fund managers and strategies since February 2003 and has worked for a number of large international institutions in Canada and Europe. These include Caisse de Depot et Placement du Quebec (Montreal, Canada), ScotiaBank (Toronto, Canada), UBS Wealth Management (Zurich, Switzerland), PGGM (Netherlands) and ABN Amro (Netherlands).

Romule started his career at Caisse de Depot et Placement du Quebec in December 1998 within an internally run global macro strategy.

Romule is a CFA charter holder and has a Master degree in Bank and Finance from the Université Paris XIII – Villetaneuse, France.

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Joseph Molloy

Global Head of Index & Systematic Equity Portfolio Management

HSBC Asset Management

Joseph Molloy is Head of the Index & Systematic Equity Portfolio Management team within HSBC Global Asset Management in London and has been working in the financial industry since 1998. Joseph is responsible for the management of the team, which has an extensive fund range expanding across traditional index, ETF, alternatively-weighted and multi-factor strategies, in both pooled and segregated structures. Prior to joining HSBC in March 2015, Joseph was Global Head of Index Equities at Legal & General Investment Management, where he had been employed since 2008. Over his career Joseph has accumulated extensive experience as a senior portfolio manager for many portfolios across a variety of strategies. Joseph started his investment management career with Gulf International Bank as a portfolio dealer on the dealing desk. Joseph graduated with a BA in Business & Finance from London’s South Bank University (UK) in May 1995. He is a current member of the FTSE Country Classification Committee.

Join the pre-event summits

26 June 2019
2019-06-26 08:00:00 +0100

 

Model Risk Management Summit | 26 June

Liquidity & Funding Risk Summit | 26 June

As influenced by Risk.net subscribers

Alpha, beta and data

Low volatility and low yields have spurred huge growth in passive and quant investing – along with regular bouts of concerns about crowding. One answer has been to mine new datasets for hidden sources of alpha. But when volatility returns, rules-based investors may lose out to funds that are more nimble and can trade a wider range of assets.

New ways of working

Non-banks, exchanges and trading platforms already have a big say in equities and foreign exchange markets; now, banks are shaking up their approach to credit and rates. If flow business can be left to algorithms, then it frees up traders and salespeople to make more of the industry’s key strengths – a bigger capital and client base.

The RFR revolution

Regulators in the UK and US are pressing market participants to abandon the Libor family of benchmarks, and switch to new RFRs. In Europe, the plan is to rehabilitate the old rates. It’s not yet clear whether either ambition is viable. The only thing that can be said confidently is that the project will inject a huge amount of risk into some of the world’s biggest financial markets.

Tomorrow’s CRO

On the face of it, CROs are getting an easy ride. Market, credit and op risk losses have all been subdued in recent years. But these exposures could leap as QE ends, the credit cycle turns, and cyber and data risks become more prevalent. On top of this a new suite of dangers is emerging – from climate change to income inequality and the erosion of trade and political orthodoxy. Tomorrow’s CRO will tackle this mix of exposures using new tools, and with a different blend of staff.