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.

Dilip Patro: Section Chief, Quantitative Model Analysis, Federal Deposit Insurance Corporation

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.

Lorenzo Liesch: Head of Risk Methodology, UniCredit

After working in RBS Risk Analytics and QuaRC teams, Lorenzo moved in UniCredit in 2006 covering a variety of roles. He’s currently heading the Group Financial Risks Methodologies & Models Department and is responsible for the implementation and maintenance of the Internal Models on Market and Counterparty Risk, XVAs, FVA, AVA and Behavioural Models for Liquidity and IRRBB risk measurement.

Mariano Zeron: Head of Research and Development: MoCaX Intelligence

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.

Mirela Predescu: Head of RISK Quant Academy, BNP Paribas

Mirela Predescu is the Head of the RISK Quant Academy, leading the knowledge management for the RISK Quant Community at BNP Paribas. Previously she was a manager at BNP Paribas, London, heading a team responsible for market and counterparty risk models for credit and repo products. Prior to BNP Paribas, Mirela has held positions in the portfolio modelling team at Lloyds Banking Group and the quantitative analytics team at Fitch Solutions. Before moving to the financial industry, Mirela was a University Lecturer at Saïd Business School, University of Oxford. Mirela holds a PhD in Finance from Rotman School of Management, University of Toronto and an MA in Economics from University of Toronto.

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.

Panayiotis Dionysopoulos: Head of Capital, ISDA

Panayiotis Dionysopoulos joined ISDA in March 2014, working to advance ISDA’s aims and objectives relating to risk and capital issues. Mr. Dionysopoulos’ work also involves producing discussion papers covering key topics in derivatives, public policy and financial regulation. The Risk and Capital Department is closely involved in the global implementation of all aspects of Basel III covering all aspects of the trading book with particular focus on market and counterparty risk.

Before joining ISDA, Mr. Dionysopoulos was treasury manager at RBS specializing in capital management and Basel III Implementation. He also worked in Product Control at ABN AMRO.

Mr. Dionysopoulos holds an MSc in Accounting & Control and is a Chartered Financial Analyst (CFA).

Dilip Patro: Section Chief, Quantitative Model Analysis, Federal Deposit Insurance Corporation

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.

Dionisis Gonos: Director, Co Head Quantitative Analytics for Market Risk, Barclays

Lorenzo Liesch: Head of Risk Methodology, UniCredit

After working in RBS Risk Analytics and QuaRC teams, Lorenzo moved in UniCredit in 2006 covering a variety of roles. He’s currently heading the Group Financial Risks Methodologies & Models Department and is responsible for the implementation and maintenance of the Internal Models on Market and Counterparty Risk, XVAs, FVA, AVA and Behavioural Models for Liquidity and IRRBB risk measurement.

Neels Vosloo: Head of EMEA Regulatory Risk, Bank of America Merrill Lynch

Andrei Greenberg: FRTB Risk Modelling Lead, BNP Paribas

Andrei has been a quantitative analyst for more than 10 years, having held positions at Lehman Brothers, Rabobank, BNP Paribas and UBS. He has always worked on the hottest current topics in fixed income derivatives, including structured credit in the mid 2000s; counterparty risk and capital charges for trading books after the 2008 crisis; funding, multiple-component curve construction and emerging market derivatives in the 2010s. He has a proven track record of delivering business-critical quantitative projects and has developed a thorough knowledge of front-to-back infrastructure, well beyond the purely analytical aspect. As a quant, he has enjoyed a well-rounded career, with experience in traditional pricing/modelling and research roles, but also in a hands-on desk-facing capacity and on the risk management side. Since July 2014, Andrei has rejoined the Group Risk Management department of BNP Paribas, where he looks after cross-product topics in the integrated risk methodology and analytics team (SIGMA).