Thursday 21st October
To be confirmed
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.
Head of Structured Rates Quantitative Analytics, NatWest Markets
Oscar Arias: Head of Structured Rates Quantitative Analytics, NatWest Markets
Oscar did his undergraduate education in Harvard University, where he studied Applied Mathematics and graduated in 2003. He then obtained an MSc in Statistics from the London School of Economics and in 2005 started his professional career at ABN AMRO, working in the interest rate quant team in London. He joined the Royal Bank of Scotland with the merger in 2008 and has been the head of Structured Rates Quantitative Analytics in Natwest Markets since 2015.
Interim Chief Executive, Foresters Friendly Society
Erik Vynckier: Interim Chief Executive, Foresters Friendly Society
Erik Vynckier is Board member of Foresters Friendly Society since 2016, for whom he also chairs the Investment and Unit-Linked Committees following a career in banking, insurance, asset management and petrochemical industry. Erik restructured Foresters as Interim CEO in 2019. Erik was Chief Investment Officer (Europe) for private equity group Eli Global LLC, partner, Chief Investment Officer at InsurTech Venture Partners and Chief Investment Officer for European insurance clients at Alliance Bernstein. Before, Erik managed with-profits and annuity funds at Scottish Widows Investment Partnership (Aberdeen Standard Life) after managing the Group Risk Hub of Standard Life. Erik started in finance at Credit Suisse First Boston and HSBC, in equity program trading, quantitative development and asset-liability management for client balance sheets.
Erik was Chair of Research and Thought Leadership Board at the Institute and Faculty of Actuaries from 2018 until 2021. Erik has founded and served as board member of www.hpcfinance.eu and www.bigdatafinance.eu, the European initiatives from 2011 until 2019 on high performance computing and big data analytics in financial services.
Erik graduated as Chemical Engineer at Universiteit Gent (Belgium) and completed his MBA at London Business School in 2000. Prior to his MBA, Erik held R&D, production and strategy positions in the petrochemical industry in France, Belgium, Germany, the US and the UK. He is adviser to the Chemical Engineering Department of University College London on research and education.
Speaker to be confirmed
Global Head of Quant Analytics, Bloomberg L.P.
Fabio Mercurio: Global Head of Quant Analytics, Bloomberg L.P.
Fabio is global head of Quantitative Analytics at Bloomberg LP, New York. His team is responsible for the research on and implementation of cross-asset analytics for derivatives pricing, XVA valuations and credit and risk management. Fabio is also adjunct professor at NYU. He has jointly authored the book ‘Interest rate models: theory and practice’ and published extensively in books and international journals, including 16 cutting-edge articles in Risk Magazine. Fabio holds a BSc in Applied Mathematics from the University of Padua, Italy, and a PhD in Mathematical Finance from the Erasmus University of Rotterdam, The Netherlands.
Speaker to be confirmed