World-Renowned Speaker List
Andrea Macrina:
Professor of Mathematics, University College London (UCL)
Andrea Macrina: Professor of Mathematics, University College London (UCL)
Andrea Macrina is Professor of Mathematics and the Director of the Financial Mathematics MSc Programme in the Department of Mathematics, University College London. His current research programme includes projects in climate finance, the development of quantile processes with applications in insurance and finance, and stochastic interpolation. Dr Macrina is Adjunct Professor at the University of Cape Town in the African Institute of Financial Markets and Risk Management where in 2014 he co-founded the Financial Mathematics Team Challenge (FMTC). Andrea is a recipient of the Fields Research Fellowship awarded by The Fields Institute for Research in Mathematical Sciences. He holds a PhD in Mathematics from King’s College, University of London, and an MSc in Physics from the University of Bern, Switzerland. Personal website: https://amacrina.wixsite.com/macrina
Mourad Berrahoui:
Managing Director Global Head of Counterparty Pricing and Risk Analytics, Lloyds Banking Group
Mourad Berrahoui: Managing Director Global Head of Counterparty Pricing and Risk Analytics, Lloyds Banking Group
I am, Head of Counterparty Credit Risk Modelling a LBG Group. In addition, I am sitting at executive risk committee at LCH for the last 4 years, representing LBG group.
I have more than 20 years’ experience in quantitative modelling as front office quant, head of model validation and now head of CCRM, worked for different banks like Natixis, Commerzbank, Morgan Stanely, Nomura, and for the last 7 years LBG. In addition, I worked for couple of years as senior trader on structured credit products.
I authored several papers that have been published in Risk magazine on various topics like new concept of Potential Future Exposure, SA CCR Capital, Wrong Way Risk and more recently I published on the topic of quantitative climate finance.
I hold an MBA from Henley Business School and two DEAs (MSc) in France. One on Probability and Finance from Univestiy Marie Curie and the second one on Economy from Ecole NOrmale Superieure de Cachan.
Svetlana Borovkova:
Head of Quantitative Modelling, Probability & Partners. Associate Prof, Vrije Universiteit Amsterdam
Svetlana Borovkova: Head of Quantitative Modelling, Probability & Partners and Associate Professor, Vrije Universiteit Amsterdam
Dr Svetlana Borovkova is the partner and Head of Quant Modelling of risk management consulting firm Probability and Partners and an Associate Professor of Quantitative Finance and Risk Management at the Vrije Universiteit Amsterdam. She is the author of over 60 academic and professional publications and a frequent speaker at conferences such as RiskMinds and QuantMinds. Her work encompasses a wide range of topics, ranging from derivatives pricing and risk modelling to sentiment analysis for quant investing and machine learning in quant finance. Find her work at SSRN and her columns on various finance topics in Financial Investigator.
David Jessop:
David Jessop: Head of Investment Risk at Columbia Threadneedle Investments EMEA APAC
David is the Head of Investment Risk at Columbia Threadneedle Investments EMEA APAC. Previously the Global Head of Equities Quantitative Research at UBS. His areas of research include portfolio analysis and construction, style analysis and risk modelling. He also helps clients understand, use and implement the quantitative tools available from UBS. David joined UBS in 2002. Prior to this, he spent seven years at Citigroup as Head of Global Quantitative Marketing. Before moving to the sell side he spent six years at Morgan Grenfell Asset Management, where he managed index funds, asset allocation funds and also an option overwriting fund.
David graduated from Trinity College, Cambridge with an MA in Mathematics.
Nicole Königstein:
Chief Data Scientist, Head of AI & Quant Research, Wyden Capital AG
Nicole Königstein: Chief Data Scientist, Head of AI & Quant Research, Wyden Capital AG
Nicole Königstein is a distinguished Data Scientist and Quantitative Researcher, currently working as Data Science and Technology Lead at impactvise, an ESG analytics company, and as Head of AI and Quantitative Research at Quantmate, an innovative FinTech startup focused on alternative data in predictive modeling. Alongside her roles in these organizations, she serves as an AI consultant across diverse industries, leading workshops and guiding companies from the conceptual stages of AI implementation through to final deployment.
As a guest lecturer, Nicole shares her expertise in Python, machine learning, and deep learning at various universities. She is a regular speaker at renowned AI and Data Science conferences, where she conducts workshops and educational sessions. In addition, she is an influential voice in the data science community, regularly reviewing books in her field and offering her insights and critiques. Nicole is also the author of the well-received online course, “Math for Machine Learning.
Rutang Thanawalla:
Visiting Fellow, London Institute of Banking & Finance & Strategic Adviser, Climate Tech
Rutang Thanawalla: PhD, Visiting Fellow, London Institute of Banking & Finance & Strategic Adviser, Climate Tech
Mike Daly:
Senior Data Lead, Transition Risk, BloombergNEF
Mike Daly: Senior Data Lead, Transition Risk, BloombergNEF
Chithra Namboodiri:
Global Head of ESG Risk Analytics, HSBC
Chithra Namboodiri: Global Head of ESG Risk Analytics, HSBC
Chris Kenyon:
Director: Head of XVA Quant Modelling, MUFG Securities EMEA plc
Chris Kenyon: Director: Head of XVA Quant Modelling, MUFG Securities EMEA plc
Dr Chris Kenyon is head of XVA Quant Modelling at MUFG Securities EMEA plc. Previously he was Head of XVA Quantitative Research at Lloyds Banking Group, head quant for Counterparty Credit Risk at Credit Suisse, and (post-crisis) Head of Structured Credit Valuation at DEPFA Bank Plc. He is active in XVA research, introducing KVA and MVA, with Andrew Green in 2014-15, their accounting treatment in 2016-17, as well as double-semi-replication and behavioural effects on XVA. He contributes to the Cutting Edge section of Risk magazine (most-cited author in 2016; 5th most-published author 1988-present in 2017), co-edited “Landmarks in XVA” (Risk 2016). He has a Ph.D. from Cambridge University and is an author of the open source software QuantLib.
Rita Laura D’Ecclesia:
Professor of Quantitative Finance. Sapienza University of Rome, Italy
Rita Laura D’Ecclesia: Professor of Quantitative Finance. Sapienza University of Rome, Italy
Maurits Bakker:
Risk Lead Benelux, SAS
Maurits Bakker: Risk Lead Benelux, SAS
Maurits is a seasoned Senior Risk Professional with an expansive 20-year career spanning Europe, the UK, and North America, specializing in risk management solutions within the financial services sector. Maurits talks about Risk challenges with all his clients in the Benelux and Climate Risk is most often on the agenda. His most recent research is on both transition and physical risks and how it impacts home- and business owners (and bank’s loan portfolios).
Erik Vynckier:
Interim Chief Executive, Foresters Friendly Society
Erik Vynckier: Interim Chief Executive, Foresters Friendly Society
Erik Vynckier is board member of Foresters Friendly Society and chair of the Investment Committee, following a career in investment banking, insurance, asset management and the petrochemical industry. He has been Chief Investment Officer and Chief Executive Officer and frequently consults in investment management, quantitative risk management and derivatives.
He co-founded EU initiatives on high performance computing and big data in finance and co-authored “High-Performance Computing in Finance” and “Tercentenary Essays on the Philosophy and Science of Leibniz”. Erik graduated as MBA at London Business School and as chemical engineer at Universiteit Gent.
Robert Dargavel Smith:
Director of Machine Learning Engineering , Clarity AI
Robert Dargavel Smith: Director of Machine Learning Engineering , Clarity AI
“Robert Smith is the Director of Machine Learning Engineering at Clarity AI. Previously he was Head of Data Science at IHS Markit (now part of S&P Global). He has worked in capital markets for over 25 years in Banco Santander and ABN Amro, holding various positions from Head of CVA Desk to Global Head of Quantitative Analysis.”
Thomas Obitz:
Director, Risk Transform
Thomas Obitz: Director, Risk Transform
Thomas Obitz is a management consultant and senior advisor on risk and regulatory driven change. He has designed the operating model transformation in the FRTB implementation of a major global bank and worked on various both operational and quantitative aspects of the regulation.
Thomas has more than 20 years of experience in the Financial Services industry in roles including organizational change, operating model transformation and IT transformation, working as a consultant, project manager and business architect. He has a background in Mathematics, worked for a Big 4 consultancy, is certified as a Financial Risk Manager (GARP FRM) and holds a TOGAF 9 certification. He is founder of RiskTransform, a niche consultancy supporting banks in integrating risk, operating model and IT change, and based in London.
Thomas has published on various aspects of the FRTB and on broader topics of risk change. Special areas of interest are the operational changes required to manage the impact of the regulation, and the data and data quality implications.
David Pacheco Aznar:
Founding Partner & Chief of AI Research and Development, Raven Risk AI
David Pacheco Aznar: Founding Partner & Chief of AI Research and Development, Raven Risk AI
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