Head of the Securities, European Commission
Tilman Lüder: Head of the Securities, European Commission
Tilman Lüder heads the unit developing European policy in the area of investment funds at the European Commission. Policy development in this area involves drafting legislative proposals, implementing acts and conducting pre-legislative impact studies. The unit represents the Commission in negotiations with Council and Parliament as well as with the European Securities and Markets Authority (ESMA). Most recently Tilman was involved in equivalence decisions for share trading venues and also the Delegated acts for MiFID II and the Market Abuse Regulation, and amendments to the regulation on securities markets.
Principal Economist, Federal Reserve Board
Diana Iercosan: Principal Economist, Federal Reserve Board
Head of Market Risk and Pricing Models, Quantitative Risk Management (QRM), Inc.
Andrei Lyashenko: Head of Market Risk and Pricing Models, Quantitative Risk Management (QRM), Inc.
Andrei Lyashenko is the head of Market Risk and Pricing Models at the Quantitative Risk Management (QRM), Inc. in Chicago. His team is responsible for research, implementation and support of pricing and risk models across multiple asset classes. In November 2019, he was awarded the prestigious Quant of the Year award, jointly with Fabio Mercurio from Bloomberg, L.P., for their Risk Magazine paper on modeling backward-looking rates.
Andrei is also adjunct professor at the Illinois Institute of Technology. Before joining the QRM in 1997, Andrei was on the mathematical faculty at the University of Illinois at Chicago and Iowa State University. Prior to coming to the US, he conducted academic research in applied math in Russia, Japan and Italy and published numerous research papers in the area of fluid stability in major mathematical journals. He holds a BSc in Mathematics from the Novosibirsk State University, Russia and a PhD in Mathematics from the Russian Academy of Science.
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.
Managing Director, Antevorta Consultants
Sharon Freeman: Managing Director, Antevorta Consultants
Sharon’s career spans nearly 25 years across the financial industry; from investment banking to corporate banking and asset management within front and back office with experience in multiple products. She held positions at Standard Chartered, Barclays, Dresdner, Merrill Lynch and JP Morgan Asset Management.
Antevorta Consultants was established in 2013 to address the evolving regulatory landscaped. Sharon worked initially in remediation programmes including the high-profile mis-selling of interest rate swaps, delivering business change and implementation of group-wide controls framework.
She has an extensive knowledge of LIBOR transition risks and implementation challenges attained through first-hand practitioner experience and various programme mandates. Sharon presented at the inaugural LIBOR Transition training course by Risk.net. She is a regular speaker at LIBOR conferences and training events as well as providing insights through webinars.
Independent Non-Executive Director on the Board of Recognise Financial Services Ltd
Moorad Choudhry: Independent Non-Executive Director on the Board of Recognise Financial Services Ltd
Professor Moorad Choudhry is an Independent Non-Executive Director on the Board of Recognise Financial Services Ltd. Previously he was Treasurer, Corporate Banking at The Royal Bank of Scotland, Head of Treasury at Europe Arab Bank, Head of Treasury at KBC Financial Products and vice-president in structured finance services at JPMorgan Chase Bank. He began his career at the London Stock Exchange in 1989.
At KBC FP Moorad led the team that designed, originated and structured Picaros Funding LLP, the world’s first multi-SPV synthetic asset-backed funding vehicle, and later winner of the Euromoney Structured Finance Deal of the Year award for 2005.
Moorad is a Fellow of the Chartered Institute for Securities & Investment, a Fellow of the Institute of Directors, a Fellow of the London Institute of Banking and Finance and a Freeman of the Worshipful Company of International Bankers. He is on the Editorial Boards of the Journal of Structured Finance, Qualitative Research in Financial Markets, and American Securitization. He is author of The Principles of Banking.
Director, Global Market Risk Analytics, Bank of America
Adolfo Montoro: Director, Global Market Risk Analytics, Bank of America
Adolfo Montoro FRM, is a director in the Global Market Risk Analytics, Bank of America in London. Previously he lead the Market Data Strategy and Analytics team and represented Deutsche Bank in the Industry FRTB Working Group supporting elements of the FRTB implementation and advocacy for the Bank over the last five years. Previously he has been in charge of the Strategic implementation of Full Revaluation-based suite of VaR model ensuring as well the adequacy of quantitative methodologies used for market risk management and regulatory purposes (Pillar I and II). He has earned an MSc in Risk Management from Bocconi University, Italy, and graduated with a degree in economics (with honours) from Universita’ della Calabria, Italy. He has earned his Financial Risk Manager (FRM) certification in 2005. Adolfo is currently affiliated with the Global Association of Risk Professionals, where he serves both as a Regional Director for the UK Chapter as well as member of the FRM Committee.
MD, Head of Quantitative Analytics and Quantitative Development, NatWest Markets
Vladimir Piterbarg: MD, Head of Quantitative Analytics and Quantitative Development at NatWest Markets
Global Head of Credit and Balance Sheet Management Models, HSBC US
Gavin Xu: Global Head of Credit and Balance Sheet Management Models, HSBC US
LIBOR Transition Lead, HSBC
Navin Rauniar: LIBOR Transition Lead, 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.
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.
Director – Quantitative Analyst, Deutsche Bank
Emiliano Papa: Director – Quantitative Analyst, Deutsche Bank
- Director – Quantitative Analyst, Deutsche Bank
- PhD in Theoretical Physics Oxford
- Lecturer at University of Texas at Austin
Co-founder and CEO, Yields.io
Jos Gheerardyn: Co-founder and CEO of Yields.io
Jos is the co-founder and CEO of Yields.io. Prior to his current role he has been active in quantitative finance both as a manager and as an analyst. Over the past 15 years he has been working with leading international investment banks as well as with award winning start-up companies. He is the author of multiple patents applying quantitative risk management techniques on imbalance markets. Jos holds a PhD in superstring theory from the University of Leuven.