Below are just a few of the 150+ industry leading CROs, Supervisors, Practitioners, Academics and guests confirmed for the 20th annual RiskMinds conference.
Bill was a member of the UK Independent Commission on Banking, which made their recommendations to the Government on the structure of the UK financial industry in September 2011. He has recently completed a review which was presented to the Court of the Bank of England in October, covering Bank’s framework for providing liquidity to the banking system as a whole. Winters left JPMorgan in 2010, having been the Co-CEO of the JPMorgan Investment Bank since 2003. He had joint responsibility for the firm’s global businesses across sales, trading, research, capital raising, lending and associated risk management.
Nassim N. Taleb is a former derivatives trader who became a scholar
and philosophical essayist in 2006. He self-funds his research and operates in the manner of independent scholars. Taleb is the author of The Incerto: A Philosophical Essay on Uncertainty, in 4 Volumes, which includes The Black Swan (2007) and Antifragile (2012).He is also author
of a series of mathematical monographs on Probability and Risk in the Real World. His works focuses on decision making under opacity, and how systems can handle disorder.
Clara Furse joined the Bank of England’s Financial Policy Committee
(FPC) in April 2013. She is also a non-executive Director of Nomura
Holdings Inc.Clara was Chief Executive of the London Stock Exchange Group from January 2001 to May 2009. From 2009 to 2013, she was a non-executive Director of Legal & General Group. Prior to joining the Exchange, Clara was Group Chief Executive of Credit Lyonnais Rouse from 1998 to 2000. Before that she spent 15 years at UBS. In 2008 Clara was made a Dame Commander of the British Empire for her contribution to the Financial Services industry.
Robert Engle was awarded the 2003 Nobel Prize in Economics for his
research on the concept of autoregressive conditional heteroskedasticity (ARCH). He developed this method for statistical modeling of time-varying volatility and demonstrated that these techniques accurately
capture the properties of many time series. Professor Engle is an expert in time series analysis with a long-standing interest in the analysis of fi nancial markets. His ARCH model and its generalizations have become indispensable tools not only for researchers, but also for analysts of financial markets. Many of these methods are now featured in the innovative public web site, V-LAB.
In his current capacity Knot holds seats on the Governing Council and General Council of the European Central Bank as well as on the Financial Stability Board, besides being a Governor of the International Monetary Fund. Before joining the DNB Board, Knot was Deputy Treasurer-General and Director of Financial Markets at the Dutch Ministry of Finance (2009–2011). From 1995 to 2009 he held several posts at DNB. Knot is also a member of the Board of Directors of the Bank for International Settlements. Since 2005, he has been Professor of Economics of Central Banking at the University of Groningen. Knot has published a variety of articles in leading (international) journals in monetary and financial economics.
Paul Embrechts is Professor of Mathematics and Director of RiskLab at the ETH Zurich specializing in actuarial mathematics and quantitative risk management. He co-authored the infl uential books "Modelling of Extremal Events for Insurance and Finance", Springer, 1997 and "Quantitative Risk Management: Concepts, Techniques and Tools",
Princeton UP, 2005. Dr. Embrechts consults on issues in quantitative risk management for fi nancial institutions, insurance companies and international regulatory authorities.
West is a theoretical physicist whose primary interests have been in fundamental questions ranging from the elementary particles, their interactions and cosmological implications to the origins of universal scaling laws and a unifying quantitative framework of biology. His research in biology has included metabolic rate, growth, aging & death, sleep, cancer, and ecosystem dynamics. His recent work focuses on developing an underlying quantitative theory for the dynamics of cities, companies and long-term global sustainability, including rates of growth and innovation, the accelerating pace of life, and why companies die, yet cities survive. He lectures world-wide and has been featured in many publications including The New York Times, The Economist, The Financial Times, Wired and Scientific American
Wilfred Nagel is responsible for ING’s risk management departments including compliance. He was also appointed to sit on the executive board in 2012. Prior to his current role, Wilfred has held a number of roles in ING including, CEO, ING Bank Turkey, CEO, ING Wholesale Bank Asia and Global Head Credit Risk Management, ING Group. Wilfred started his career at ABN Amro.
Dr. Philippa Malmgren is the President and Founder of Principalis Asset Management, based in London. Principalis engages in original research regarding risks to the market that are not easily quantified, namely politics, policy and geopolitics. Dr. Malmgren’s clients include many investment banks, fund managers and hedge funds as well as Sovereign Wealth Funds, pension funds, corporations and family offices. She served as financial market advisor in the White House and on the National Economic Council from 2001-2002.
Stuart Lewis has been Deutsche Bank AG’s Chief Risk Officer and a Member of its Management Board and Group Executive Committee since June 2012. His responsibilities include Credit Risk Management, Market Risk Management and Operational Risk Management. In addition he serves as a director on the board of various subsidiaries of Deutsche Bank. Stuart was appointed Chief Risk Officer for CIB in March 2011 and he was also the Deputy Chief Risk Officer of Deutsche Bank. Before assuming these functions, Stuart held the role of Chief Credit Officer since December 2006. He was previously Global Head of Loan Exposure Management Group (LEMG) since July 2005. Prior to this, from July 2003, Stuart headed the European function of LEMG. Stuart's history with Deutsche Bank includes the roles of Deputy Chief Credit Officer of CIB within Credit Risk Management and a member of the Group Risk Committee. Stuart has previously been Chief Credit Officer for Asia and a member of the Bank's Group Credit Committee from 1996 to 1998.
Hubert Reynier began his professional career in 1988 with the General Inspectorate of Finance. In 2000, Hubert was appointed special advisor to the director-general of the French securities regulator, COB. He then took charge of the primary market sector before being appointed head of corporate financing and disclosures in 2001. In 2004, he became managing director in charge of the regulatory policy and international affairs division at Autorité des Marchés Financiers. At the same time he supervised the work of the standing committee on asset management for the International Organisation of Securities Commissions. In 2009 he joined Caisse des Dépôts et Consignations as deputy chief financial officer & in June 2010, Hubert joined Crédit Agricole.
Alden joined the Commonwealth Bank of Australia on 23 June 2008 as Group Chief Risk Officer. Alden provides leadership in ensuring effective risk management and risk governance across the Bank and also acts as an advisor to the Bank’s Board and Executive Management on risk management. Prior to commencing with the Commonwealth Bank, Alden led First Manhattan Consulting Group’s (FMCG) risk management, MIS and mortgage banking practice areas for 15 years, and was lead consulting partner between 2000 and 2008.
Richard joined Citibank in June 2008 as Chief Risk Officer for the Institutional Clients Group (which covers Markets, Securities and Banking and Alternative Assets). He is based in London and runs a global team of 1250 risk personnel. Prior to joining Citi, Richard was the Deputy and Co-Chief Risk Officer of Deutsche Bank AG for eight years. Prior to that, Richard spent over eighteen years with JP Morgan, working in London, Sydney, Brussels and New York. After trading for thirteen years, he moved into Risk Management from 1993 onwards. In 1995, Richard was seconded to the Bank of England to investigate the collapse of Barings Bank and was one of the primary authors of the official report presented to Parliament.
Mr. Johan Andersson was appointed as SEB's first Chief Risk Officer and a member of the management board in November 2010, having been Head of Group Credits and Group Risk Control at Sweden's Skandinaviska Enskilda Banken (SEB) since 2005. He joined SEB in 1980 and held various positions within the Merchant Banking division in Stockholm, New York and London. In 1995 Mr Andersson joined the Group Credits area and held senior posts in credit granting. Mr. Andersson holds a Bachelor of Science in Economics.
Eduardo is responsible for the development of the methods and models used to measure market and credit risks as well as for the independent review and validation of pricing and risk models used by the bank. Prior to his current position, Eduardo was with Lehman Brothers for three years as Managing Director and Global Head of Quantitative Risk Management. He was responsible for all quantitative risk functions in the Risk Management organization including market, credit and operational risk analytics, model validation, risk technology and regulatory interface related to the implementation of the quantitative frameworks. Eduardo has also worked for Goldman Sachs and Salomon Brothers in Quantitative Research, Modelling and Risk Management.
Alan Smith is responsible for the Risk Appetite, ICAAP, Economic Capital, Scenario Stress Testing, and Risk Methodology infrastructures for the Group. Alan's unit also oversees Pension Risk across HSBC. He is a member of the Global Risk Management Board, the Capital Demand and Basel 2 Oversight Committees and chairs the Group Economic Capital and Scenario Stress Testing Committees. Alan has worked with HSBC for 15 years in a variety of senior finance, risk and capital management roles.
Daniel Tammet is a high-functioning autistic savant. He speaks a dozen languages and can calculate enormous sums in his head in seconds by visualising the numbers as multi-coloured mental shapes. Daniel famously holds the British and European record for reciting mathematics' most famous number, the constant Pi (3.14...) to 22,514 decimal places. He was also the subject of the award-winning documentary Brainman: The Boy With The Incredible Brain.' His memoir, Born On A Blue Day, has become a worldwide bestseller. His latest book, Thinking In Numbers, was chosen as a BBC Radio 4 Book Of The Week.
Jacques Beyssade began his career in 1984 at Crédit Lyonnais as a financial analyst. He headed up the Champs Elysées Corporate Banking Branch (1994- 1997) before being appointed Country Manager of Korea (1997-2001). He later became Head of Debt Markets in New York (2001-2005). In 2006, he took up the position of Head of Calyon’s Capital Markets division for the Asia- Pacific region. He joined Natixis in 2008 and, since July 2009, he is the Chief Risk Officer of the bank and a member of its Executive Committee.
Rama Cont is also CNRS Research Scientist at Universite Paris VI and partner at Finance Concepts LLC, a risk management consulting firm based in Paris and New York. His research focuses on the modeling of extreme market risks, systemic risk and liquidity risk. He has previously held teaching and research positions at Ecole Polytechnique (France), Columbia University (New York), Princeton University, HEC (France) and Universite de Paris VI. He has co-authored the best selling monograph Financial Modeling with Jump Processes (2004) was the Editor in Chief of the Encyclopedia of Quantitative Finance (2010). He was awarded the Louis Bachelier Prize in 2010 by the French Academy of Sciences for his research on mathematical modeling in finance.
Kenji Fujii is in charge of enterprisewide risk management for the investment banking arm of Mizuho Financial Group. Prior to his current role, he was Senior Managing Executive Officer, Chief Market Risk Officer at Aozora Bank, General Manager, Basel 2 Implementation Office, Corporate Risk Management Division at Mitsubishi UFJ Financial Group, and General Manager, Risk Management Division at The UFJ Bank. Mr. Fujii has participated in numerous industry initiatives in risk management area, including those related to Basel regulatory reform. He now acts as member of Steering Committee of Regulatory Capital at the Institute of International Finance. He also acts as Principal of Tokyo Risk Managers Association (TRMA).
Adam is responsible for developing the firm's strategic response to various regulatory initiatives, including analyzing the impact of regulatory proposals, developing the firm's positions and preparing for the implementation of final rules. Adam is a leader in the firm's capital management process through his co-chairmanship of the Economic Capital Working Group, chairmanship of the Regulatory Capital Policy Committee and oversight of the firm's Basel capital implementation. Adam is a member of the firm’s Risk Management Executive Team, Asset Liability Committee and North America Reputation Risk Committee. He advises lines of business on supervisory and regulatory matters affecting them as well as their clients.
Evan Picoult is also an Adjunct Professor in the Decision, Risk and Operations Department of Columbia University’s Business School. Over the last few years he has focused on firm-wide projects regarding Basel-II, B-II.5, and Basel-III, stress testing and the enhancement of the measurement, implementation and use of Economic Capital. Evan joined Citibank in 1980 in systems development, transferred to a trading desk in 1986 and has worked in internal risk management since 1988. He has led the development of the methods used at Citi for measuring market risk and counterparty credit risk. He is a frequent lecturer on risk topics at professional conferences, regulatory conferences and at universities and has published a number of articles on risk topics. He is on the Advisory Board of the IAFE (International Association of Financial Engineers) and is co-head of the IAFE Credit Risk Committee
John Hull is an internationally recognized authority on derivatives and has many publications in that area. Recently his research has been concerned with credit risk, executive stock options, volatility surfaces, market risk, and interest rate derivatives. He was, with Alan White, one of the winners of the Nikko-LOR research competition for his work on the Hull- White interest rate model. He has written three books “Risk Management and Financial Institutions” (new this year), "Options, Futures, and Other Derivatives" (now in its sixth edition) and "Fundamentals of Futures and Options Markets" (now in its fifth edition). The books have been translated into many languages and are widely used in trading rooms throughout the world. He has won many teaching awards, including University of Toronto's prestigious Northrop Frye award, and was voted Financial Engineer of the Year in 1999 by the International Association of Financial Engineers.