World-Renowned Speaker List
Arik Ben Dor:
Managing Director and Head of Quantitative Equity Research, Barclays
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.
Climate Change and ESG Manager, Chief Investment Office, Aviva
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.
Advisory Partner focusing on LIBOR, ESG, Climate Risk & TCFD, HSBC
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.
Alexandria Fisher: Sustainable Finance Manager,
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.
Senior Lead – IBOR Transition programme, Lloyds Banking Group
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.
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.
Head of Model Development, DZ Bank
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.
Associate Director, Climate Risks and Opportunities, South Pole
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.
Senior Director (Capital Market), CERES Group Inc.
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 .
Managing Director, Rima Consulting
Diana Ouamar: Managing Director, Rima Consulting
Diana is the Managing Director of Rima Consulting Limited. She has more than 14 years’ experience in risk management developed in rating agencies, investment banking, consulting, and private equity.
As a Senior Regulatory Risk consultant, she follows closely and interprets the banking regulations focusing on Market Risk, Counterpart Credit Risk and Climate Risk. She has participated in numerous strategic programs to comply with the regulatory requirements and has a proven track record in delivering high profile regulatory driven change projects within the Risk Management and Operations functions across the US & European Tier-1 Investment Banks.
Diana began her career at Calyon Investment Bank in Paris and Fitch Ratings Agency in London as a corporate credit analyst. She developed her risk management experience at Moody’s Investors Services in London, and then at Rule Financial (GFT) as a Regulatory Risk Consultant.
Diana holds a Msc in Finance from the University of London and an Msc in Economics from University of Paris-Panthéon-Sorbonne. She recently received the Certificate of Achievement on “Climate Change: Financial risks and opportunities” from Imperial College Business School and she is currently attending courses on “Sustainable Finance” from University of Cambridge.
Head of Internal Model Market Risk, Intesa Sanpaolo
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.
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.
Anatoly B. Schmidt:
Finance and Risk Engineering, NYU Tandon School of Engineering
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.
Miquel Noguer Alonso:
Co – Founder and Chief Science Officer, Artificial Intelligence Finance Institute – AIFI
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).