leads strategy of the firm, business and solution development

stress testing and reverse stress testing, model risk, recovery planning and resolution, capital and liquidity regulation

implementation of a stress testing orchestration platform, implementation of a new model risk methodology and tool, design of supervisory framework at UK regulator

banking book quant at Royal Bank of Canada, trading book quant at Toronto Dominion bank, Director at Arthur Andersen, Partner at EY, MD at BlackRock, Advisory Lead Partner at Parker Fitzgerald

MSc in Theoretical Physics and PhD in Mathematics from the Swiss Federal Institute of Technology in Lausanne (EPFL).

leads offering on model lifecycle including model risk

risk modelling, model risk with expertise across the full lifecycle, risk architecture

implementation of a model risk management platform including model risk quantification, developing the counterparty credit risk model and obtaining IMM regulatory approval in multiple jurisdictions, establishing model monitoring across the full spectrum of risk models for regulatory capital frameworks (IRB, IMA, IMM) and impairments (IFRS9)

VP Market Risk Analytics at Citi, Head of Counterparty Credit Risk Analytics at HSBC, MD at HSBC

PhD in Theoretical Physics from the University of Cambridge.

leads strategy of the firm and introduces the firm to senior market players

financial regulation, trading business, derivatives, business models, stress testing, RRP

managed a new division at UK regulator to validate quantitative modelling and regulatory risk across all banks and insurers, implementation of business model design and its linkage to stress testing and resolution planning

MD at UBS, MD at Barclays, Director of the Risk Specialist Division at the Prudential Regulatory Authority, and senior adviser to the Deputy Governor of the Bank of England, Partner at EY, Partner at Parker Fitzgerald

PhD in Economics from The University of Chicago.

leads stress testing and RRP solutions

stress testing, market risk in credit products and equities, risk framework and system design

stress testing at large UK bank, market risk integration at large EU bank, design of country risk framework, implementation of an agile top-down stress testing system

Risk Specialist at the Financial Services Authority, Head of Credit Trading and Structured Credit at ABN Amro, Head of Equities Market Risk at RBS, Head of Stress Testing Policy and Model Governance at HSBC

MA in Economics from the University of Cambridge.

CEO of Econophysica Group

advanced quantitative finance, management of complex scientifically intensive projects

advanced methods from physics and mathematics; many years of teaching experience

Over 10 year engagement with Deutsche Bank on the strategic DB Analytics project; delivery of multiple projects for various MRM divisions of Credit Suisse; R&D projects for JP Morgan and Winton Capital

MSc in Theoretical and Mathematical Physics and PhD in Theoretical Physics, from the Tomsk State University, Russia.

CEO of Squareshift.co

digital transformation, cloud enablement, cybersecurity, data engineering, software and systems engineering, FinTech and financial services

data warehouse for Amazon.com ads, regulatory reporting (Basel) and analytics for Standard Chartered Bank, lending & credit analytics system for a HK Digital Bank

CTO at two startups (www.welab.co and www.weinvest.net), co-founder of digital bank in Hong Kong, Group Head of mobile banking at Standard Chartered Bank, engineering roles at Amazon.com and Oracle Corporation.

MS in Software Systems.