Navin Rauniar: Advisory Partner focusing on LIBOR, ESG, Climate Risk & TCFD, HSBC

Navin is a Risk Director with 17 years’ experience in advising the sell side on the delivery of prudential regulation such as IBOR Transition, FRTB, IRRBB, Basel III, CRR 2 and CRD V. Navin is currently leading the IBOR workstream for a Tier One bank.

Prior to this, he worked as a Senior Manager at a leading global advisory firm, where he led the analysis of the impact of the IBOR Transition on financial institutions. Additionally, Navin has spent 15 years in the industry working in global run-the-bank and change-the-bank roles for Credit Suisse, RBS, Commerzbank and JP Morgan across Front Office, Risk and Operations.

Navin is a steering committee member of the Professional Risk Managers Association where he represents the Risk Management industry on regulatory initiatives, mentoring of capital markets professionals, and a frequent speaker at banking & thought leadership events.

Nico Kröner: Associate Director, Climate Risks and Opportunities, South Pole

Nico is a climate science expert (PhD) and environmental scientist. At South Pole, he leads the Climate Risks and Opportunities Team who is working with pioneering companies and investors to better understand the shifting risks and opportunities landscape as a consequence of the transition to low-carbon economies, as well as increased climate impacts. Using his expertise in physical climate risks, climate and weather modelling and data analytics he develops new and innovative sustainability solutions. He is leading the development of an innovative tool which allows to assess physical and transition risks of investment portfolios. He holds an PhD from ETH Zurich in Climate and Atmospheric science.

Monica Filkova: CFA, Climate Change and ESG Manager, Chief Investment Office, Aviva

Monica Filkova, CFA is currently a Climate Change and ESG Manager at Aviva. She is debt finance professional with a focus on climate and sustainable finance analytics, market research, criteria definitions, and strategy. Between 2017-2020 Monica was Head of Market Intelligence at climate finance NGO Climate Bonds Initiative, and in 2020, Director, Sustainable Finance at Fitch Ratings. She chairs the Climate and Investing Panel, which is responsible for the Certificate in Climate and Investing launched by CFA UK in 2022, and is a member of the ESG Panel, which is responsible for the Certificate in ESG Investing launched in 2019.

Prior to pivoting to sustainable finance, Monica’s focus was on property finance and debt capital markets. Starting in property consulting with Arthur Andersen, she moved on to real estate investment banking with Deutsche Bank, then into large loan origination and CMBS, becoming Head of Structuring – Debt Capital Markets at Eurohypo. After the Global Financial Crisis, she was involved in CMBS restructuring (Brookland Partners), bank property debt exposure and policy assessments (Alvarez & Marsal) and distressed debt credit research (Chalkhill Partners), among other mandates.

Monica is a CFA charterholder. She holds the GARP Sustainability and Climate Risk (SCR) Certificate. She holds a Master of Management degree from Cornell University, USA, and a BBA from the American University in Bulgaria.

Marco Bianchetti: Head of Internal Model Market Risk, Intesa Sanpaolo

Marco Bianchetti joined the Market Risk Management area of Intesa Marco joined the Financial and Market Risk Management area of Intesa Sanpaolo in 2008. His work covers pricing and risk management of financial instruments across all asset classes, with a focus on new products development, model validation, model risk management, interest rate modelling, funding and counterparty risk, fair and prudent valuation, applications of Quasi Monte Carlo in finance. He is in charge of the global Fair Value Policy of Intesa Sanpaolo group since Nov. 2015. Previously he worked for 8 years in the front office Financial Engineering area of Banca Caboto (now Banca IMI), developing pricing models and applications for interest rate and inflation trading desks. He is adjunct professor of Interest Rate Models at University of Bologna since 2015, and a frequent speaker at international conferences and trainings in quantitative finance. He holds a M.Sc. in theoretical nuclear physics and a Ph.D. in theoretical condensed matter physics.

Arik Ben Dor: Managing Director and Head of Quantitative Equity Research, Barclays

Over the past 15 years, Dr. Ben Dor oversaw large scale research projects in rates, credit, equities, and hedge funds used by the largest institutional investors globally, including central banks, Sovereign wealth funds, asset managers, insurance companies, pensions and hedge funds. He co-authored two books on quantitative investing in credit securities and over a dozen articles in leading industry journals such as the Journal of Portfolio Management, Journal of Fixed Income, Journal of Investment Management, and Journal of Alternative Investments. One of his articles received the Martello award for the 2007 best practitioner paper.

Dr. Ben Dor research on ‘DTS (Duration Times Spread)’, a new approach to measuring the spread risk of corporate bonds and credit default swaps changed industry practices and was widely adopted by credit investors globally. In 2018, he was ranked 1st in the II All-America Fixed Income Research survey in the Quantitative Analysis category. Dr. Ben Dor also conducted research on ‘cloning’ hedge funds was the basis for several products and was awarded a U.S. patent.

His work on exploring the cross-asset relation between stocks and bonds was the basis for constructing systematic equity strategies such as momentum and ‘value’ based on credit signals, and the usage of equity derivatives for hedging high-yield bonds. His systematic strategies were adopted by some of the most prominent quantitative hedge funds and ‘long-only’ asset managers and were presented in leading industry conferences.

Prior to Barclays, Dr. Ben Dor worked at Lehman Brothers and Morgan Stanley. He holds a PhD in Finance from the Kellogg Business School at Northwestern University, and completed his B.A. and M.A. in Economics from Tel Aviv University, Cum Laude.

Alexandria Fisher: Sustainable Finance Manager, Global Risk Institute

Alexandria is an environmental, social, and governance (ESG) specialist with over a decade of experience integrating data to shape opportunities and mitigate risks to inform the investment decision process across institutional investors, government, and the energy sector. She specializes in translating ESG data into actionable insights. At the Government of Alberta, she is a Senior Strategic Analyst with the Ministry of Energy and was previously with the CoLab (a public innovation lab.)

Prior to joining the government, Alexandria served as a Responsible Investment Analyst with the Alberta Investment Management Corporation (AIMCo) and an Associate with Canadian Business for Social Responsibility. She is regularly named a top global social influencer in green finance and was previously a Public member of the Board of Governors (Investment and Audit Committees) at MacEwan University.

Alexandria holds a Master of Science in Environment and Development from the London School of Economics and Political Science and a Bachelor of Environmental Studies from the University of Waterloo.

Miquel Noguer Alonso: Co – Founder and Chief Science Officer, Artificial Intelligence Finance Institute – AIFI

Miquel Noguer is a financial markets practitioner with more than 20 years of experience in asset management, he is currently Head of Development at Global AI ( Big Data Artificial Intelligence in Finance company ) and Head on Innovation and Technology at IEF.

He worked for UBS AG (Switzerland) as Executive Director.for the last 10 years. He worked as a Chief Investment Office and CIO for Andbank from 2000 to 2006.

He is professor of Big Data in Finace at ESADE and Adjunct Professor at Columbia University teaching Asset Allocation, Big Data in Finance and Fintech. He received an MBA and a Degree in business administration and economics in ESADE in 1993. In 2010 he earned a PhD in quantitative finance with a Summa Cum Laude distinction (UNED – Madrid Spain).

Navin Rauniar: Advisory Partner focusing on LIBOR, ESG, Climate Risk & TCFD, HSBC

Navin is a Risk Director with 17 years’ experience in advising the sell side on the delivery of prudential regulation such as IBOR Transition, FRTB, IRRBB, Basel III, CRR 2 and CRD V. Navin is currently leading the IBOR workstream for a Tier One bank.

Prior to this, he worked as a Senior Manager at a leading global advisory firm, where he led the analysis of the impact of the IBOR Transition on financial institutions. Additionally, Navin has spent 15 years in the industry working in global run-the-bank and change-the-bank roles for Credit Suisse, RBS, Commerzbank and JP Morgan across Front Office, Risk and Operations.

Navin is a steering committee member of the Professional Risk Managers Association where he represents the Risk Management industry on regulatory initiatives, mentoring of capital markets professionals, and a frequent speaker at banking & thought leadership events.