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.
Jochen Theis: Market Risk Specialist at Independent Advisor
Jochen headed market risk methodology at Standard Chartered Bank from 2010 until early 2018, accompanying the development of FRTB from inception, while in parallel redesigning pricing model risk management at the bank. He continued his close involvement in the FRTB implementation as head of the market and counterparty credit risk methodology function at Deutsche Bank until earlier this year, when he decided to seek a new challenge.
After studying Mathematics Jochen started his career in Finance as a front office quant, designing and building pricing models at several global investment banks in London. He then moved to Risk Management to build up a pricing model validation team at Merrill Lynch. He is deeply interested in the complex interplay between models, business processes and decisions, and technology, and how to effectively control the resulting risks.
Managing Partner muRisQ Advisory and Visiting Professor, University College London
Marc Henrard: Managing Partner muRisQ Advisory and Visiting Professor, University College London
Over the last 20 years, Marc has worked in various areas of quantitative finance. Marc’s career includes Head of Quantitative Research at OpenGamma, Global Head of Interest Rate Modeling for Dexia Group, Head of Quantitative Research and Deputy Head of Interest Rate Trading at the Bank for International Settlements (BIS) and Deputy Head of Treasury Risk also at BIS.
Marc’s research focuses on interest rate modeling and risk management. More recently he focused his attention to market infrastructure (CCP and bilateral margin, exchange traded product design, regulatory costs). He publishes on a regular basis in international finance journals, and is a frequent speaker at academic and practitioner conferences. He recently authored two books: The multi-curve framework: foundation, evolution, implementation and Algorithmic Differentiation in Finance Explained.
Marc holds a PhD in Mathematics from the University of Louvain, Belgium. He has been research scientist and university lecturer in Belgium, Italy, Chile and the United Kingdom.
Head of Market Risk Management Treasury, Managing Director, DekaBank Deutsche Girozentrale
Costantino Peiser: Head of Market Risk Management Treasury, Managing Director, DekaBank Deutsche Girozentrale