Speakers

Speakers for Risk Live 2019

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Chris Purves

Head of FRC Strategic Development Lab

UBS

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Asita Anche

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

Barclays

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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. Weare 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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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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Cindy Amar

Head of Fixed Income Flow sales APAC

NATIXIS

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

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Albert Loo

Deputy Head of Sales for Global Markets

Societe Generale

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Ray O'Brien

HSBC

Global Risk COO & Head of Global Risk Analytics

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Craig Butterworth

Managing Director, Global Head of Client Ecosystem

Nomura

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Rama Cont

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

IMPERIAL COLLEGE

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

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

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

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

 

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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. Weare 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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Craig Butterworth

Managing Director, Global Head of Client Ecosystem

Nomura

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Chris Purves

Head of FRC Strategic Development Lab

UBS

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Albert Loo

Deputy Head of Sales for Global Markets

Societe Generale

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Lee Braine

Investment Bank CTO Office

Barclays

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Asita Anche

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

Barclays

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Phil Allison

Head of Automated Trading, Fixed Income Division

Morgan Stanley

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Greg Schvey

CEO

Axoni

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Jean-Marc Eber

CEO

LexiFi

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Susan Estes

President & CEO

Open Door Trading

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Todd McDonald

Co-Founder

R3

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Colin Platt

Independent Consultant & former Co-founder

DPACTUM

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Duncan Wood

Editor-in-Chief

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

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Todd McDonald

Co-Founder

R3

Mark Bruce

Head of FICC

Jump Trading

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Neil Mitchell

Senior Product Architect

Digital Asset

Christian Bluhm

Group CRO

UBS

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Andrés Choussy

CEO

Traiana

Andrés Choussy joined NEX from J.P. Morgan where he headed the Derivatives Clearing business in the Americas. In his previous role, Andrés served as the J.P. Morgan Board Member for Traiana and was a Member of the CME Clearinghouse Risk Committee, ICE Clear US Futures Risk Committee, the LCH US FCM Advisory Committee, and the CME OTC FX Steering Committee. Prior to this, Andrés held a number of positions at J.P. Morgan, including: Global Co-Head of OTC Clearing, Global Head of FX Prime Brokerage, and Head of Credit Derivatives Clearing in the Americas.

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James J. Jockle

Chief Marketing Officer & Senior Vice President, Global Marketing & Corporate Communications

NUMERIX

As Chief Marketing Officer and Senior Vice President of Global Marketing & Corporate Communications, Mr. Jockle leads the company’s global marketing and corporate communications efforts, spanning a diverse set of solutions and audiences. He oversees integrated marketing communications to clients in the largest global financial markets and to the Numerix partner network through the company's branding, electronic marketing, research, events, public relations, advertising and relationship marketing.

 

Since joining Numerix in 2008, Mr. Jockle has launched the organization’s award-winning thought leadership program, bringing to light challenges and insights from Numerix market experts. Mr. Jockle also hosts the Numerix Video Blog to tackle the challenges pressing the derivatives markets—from regulatory issues to trading strategies.

 

Prior to joining Numerix, he served as Managing Director of Global Marketing and Communications for Fitch Ratings. During his tenure at Fitch, Mr. Jockle built the firm’s public relations program, oversaw investor relations and led marketing and communications plans for several acquisitions. Prior to Fitch, Mr. Jockle was a member of the communications team at Moody's Investors Service.

- See more at: https://www.numerix.com/James-Jockle#sthash.1mWvPcFE.dpuf

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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.

Julian Eyre

Commercial Manager

DELTA CAPITA

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Arjun Jayaram

Founder and CEO

BATON SYSTEMS

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Alexei Kondratyev

Managing Director, Head of Data Analytics, Electronic Market Solutions

STANDARD CHARTERED BANK

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

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

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

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

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Mark Cooke

Global Head of Operational Risk

HSBC

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Gordon Lee

Executive Director, Portfolio Quantitative Analytics

UBS

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

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Ray O'Brien

HSBC

Global Risk COO & Head of Global Risk Analytics

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Huy Nguyen Trieu

CEO

The Disruptive Group

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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

Desk Editor

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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Nabil Owadally

Portfolio Manager EMEA

BMO GLOBAL ASSET MANAGEMENT

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Jasper Lillingston

Director of G7 Portfolio Management, Treasury

European Bank for Reconstruction and Development

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

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Edward Ocampo

Advisor

QUANTILE

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Marc Henrard

Visiting Professor

UNIVERSITY COLLEGE LONDON

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

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

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

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

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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

Group Treasurer

Associated British Ports

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Rama Cont

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

IMPERIAL COLLEGE

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

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

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

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

 

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Riccardo Rebonato

Professor of Finance

EDHEC BUSINESS SCHOOL

Riccardo Rebonato, Professor of Finance, EDHEC BUSINESS SCHOOL

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

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

 

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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

Asset Management and Insurance Editor

Risk.net

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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

Tammer Kamel

CEO

Quandl

Otto Van Hermert

Head of Marco Research

Man AHL

Dominique Bang

Director & Senior Quantitative Analyst

BAML

Harold de Boer

Head of Research

Transtrend

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Ray O'Brien

HSBC

Global Risk COO & Head of Global Risk Analytics

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Jasper Lillingston

Director of G7 Portfolio Management, Treasury

European Bank for Reconstruction and Development

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

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Colin Platt

Independent Consultant & former Co-founder

DPACTUM

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Edward Ocampo

Advisor

QUANTILE

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Nick Solinger

President & CEO

FIA TECH

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Cindy Amar

Head of Fixed Income Flow sales APAC

NATIXIS

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

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Nabil Owadally

Portfolio Manager EMEA

BMO GLOBAL ASSET MANAGEMENT

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Huy Nguyen Trieu

CEO

The Disruptive Group

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Mark Yallop

Chair of the FMSB

External Member of the PRA committee at BANK OF ENGLAND

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Gordon Ritter

GSA CAPITAL

Senior Portfolio Manager

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Emma Kalliomaki

Managing Director

ASSOCIATION OF NATIONAL NUMBERING AGENCIES (ANNA)

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

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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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Alex Lipton

Chief Executive Officer

StrongHold Bank Labs

Alex Lipton, Chief Executive Officer, StrongHold Bank Labs, Connection Science Fellow, MIT Connection Science, Media Lab, MASSACHUSETTS INSTITUTE OF TECHNOLOGY and Adjunct Professor of Mathematics, Courant Institute, NEW YORK UNIVERSITY

Andreas Giannopoulos

Director

Barclays Investment Bank

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Susan Estes

President & CEO

Open Door Trading

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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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Mark Cooke

Global Head of Operational Risk

HSBC

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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.