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.

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.

Maurizio Garro: Senior Lead – IBOR Transition programme, Lloyds Banking Group

Maurizio Garro works as a Senior Lead BA for the IBOR Transition programme at Lloyds Banking Group, where he is leading the delivery of the changes required for models, curves and products for the transition to the alternative risk-free rates for the Front and Back book. His background is in quantitative risk management, Model Risk, Market Risk, Counterparty Credit Risk, Pricing, Liquidity and Stress Testing.

He has a long-standing experience as an internal auditor, consultant and banker in model risk management and previously worked in the Development and Validation teams of top-tier financial institutions in Europe, U.S., and the U.K. for over 15 years.

Maurizio is a  frequent speaker on various topics in risk management, a member of the Institute of Internal Auditor and the Director of the Global Association of Risk Professional (GARP) London Chapter.

Maurizio Garro received his Master Degree in Economics from the Bocconi University of Milano and a certificate in Financial Risk Management (FRM) from GARP.

Christian Fries: Head of Model Development, DZ Bank

Christian Fries is head of model development at DZ Bank’s risk control and Professor for Applied Mathematical Finance at Department of Mathematics, LMU Munich.

His current research interests are hybrid interest rate models, Monte Carlo methods, and valuation under funding and counterparty risk. His papers and lecture notes may be downloaded from http://www.christian-fries.de/finmath

He is the author of “Mathematical Finance: Theory, Modeling, Implementation”, Wiley, 2007 and runs www.finmath.net.

Sumit Kumar: Senior Director (Capital Market), CERES Group Inc.

Home – The Ceres Group), based in Boston, MA, USA. He has over 18 years of experience in Capital Market, Derivatives Pricing & Risk Management, ESG integration using Equity and Fixed Income, ESG Labeling, ESG derivatives, Sustainable Cryptocurrencies, and Sustainable Non-Fungible Tokens. Sumit is also a Derivatives / Risk Quant and  Fintech professional who has worked with both the sell and buy sides of the financial market. Sumit has worked with Banks like Deutsche Bank, Lehman Brothers, Nomura Securities. In contrast, on the buy side, he has worked with hedge funds like Apollo Capital and Institutional Asset management firms like Wellington Management and State Street. Sumit is also a passionate academician. He is an “Adjusnt Professor” of Financial Engineering at Vinod Gupta School of Management, IIT Kharagpur. He has been a Chief Editor of Finance and Management publications and a reviewer of couple of International Journals in Finance and Economics. Besides being a  Doctoral Scholar in Finance, he has also done MS (Physics), MS ( Cryogenic Engineering), and MBA (Corporate Finance) along with a Diploma in Financial Engineering and PRM (Professional Risk Manager). Sumit has written more than a dozen research papers published in peer-reviewed International Journals and International Conferences in ESG Integration, Sustainable Finance, and Data Analytics applied to Finance and Economics. Sumit’s current research interest includes (but is limited to) ESG Integration, Stakeholder’s theory of ESG, Sustainable and Green Financing instruments (Green and Sustainable Bonds), Sustainability issues in CryptoCurrencies and NFTs, Application of renewable energies in Bitcoin mining, Application of Data Analytics/ Econometrics in Sustainable Finance. He has few patents in his name .

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.

Anatoly B. Schmidt: Finance and Risk Engineering, NYU Tandon School of Engineering

Dr. Anatoly (Alec) Schmidt is an Adjunct Professor at the Finance Risk and Engineering Department of the NYU Tandon School and at the Financial Engineering Department of the Business School of Stevens Institute of Technology. He was also a visiting professor at Nanyang Technological University and Moscow Financial Academy. Alec holds a Ph.D. in Physics and has worked in the financial industry since 1997, most recently as Lead Research Scientist at Kensho Technologies, a market data analytics company. Alec published two books, “Quantitative Finance for Physicists: An Introduction” (Elsevier, 2004) and “Financial Markets and Trading: Introduction to Market Microstructure and Trading Strategies” (Wiley, 2011), and multiple papers in peer-reviewed journals on agent-based modeling of financial markets, portfolio management, and trading strategies. His new book “Modern Equity Investing Strategies” will be published by World Scientific in the fall of 2021.