Fall Speakers 2022

Ash Majid is Managing Director and Chief Risk Officer for SMBC Capital Markets, Inc. & SMBC Nikko Securities America, Inc. wholly owned subsidiaries of SMBC Americas Holdings, Inc. In his current role he oversees teams responsible for managing the risk from the two subsidiaries within the broader America’s Division risk management team. Prior to joining SMBC Capital Markets, Ash worked at Ernst and Young, LLP within their Quantitative Advisory Services and SunTrust Banks, Inc. with oversight of their derivatives trading desks' market risk. Ash holds a Doctorate degree in Electrical and Computer Engineering and a Master's degree in Quantitative and Computational Finance from Georgia Institute of Technology. Additionally, Ash holds FINRA Series 7 & 24 licenses.

Jeffrey is co-chief risk officer at Boothbay Fund Management, He is a former CRO, joining Antara Capital in October 2022 and serving as Chief Risk Officer (CRO) through early 2024.  Prior to Antara, Jeffrey spent 4 years as Chief Risk Officer of TPRV Capital, a multi-asset class relative value strategy, where he oversaw all aspects of risk management.  Prior TPRV, Jeffrey spent 10 years at Fortress Investment Group, finishing as the Director of Risk.  At Fortress, Jeffrey was responsible for market risk management of all liquid markets hedge fund strategies.

Sven Sandow is the Global Head of Credit and Operational Risk Analytics at Morgan Stanley. During his 20-year career in the financial industry, Sven has worked in various quantitative modeling, risk management, and capital management capacities. Prior to Morgan Stanley, he worked at Merrill Lynch and Standard & Poor’s. Before he joined the financial industry, Sven worked as a physicist at the Virginia Polytechnic Institute and the Weizmann Institute of Science. He has been an active researcher in physics, finance, and machine learning. His research has been published in academic journals, and he coauthored a book on learning from data. Sven holds a Ph.D. in physics from the Martin-Luther-University Halle-Wittenberg in Germany.

Max is responsible for defining the next generation of multi-asset investment processes for Franklin Templeton Investment Solutions. Previously, he was president and chief investment officer of the start-up asset manager AlphaTrAI, where he harnessed artificial intelligence to build alternative strategies for traditional and digital assets. Before that, he was head of asset allocation at the asset management arm of Pacific Life Insurance for seven years. Prior to Pacific Life, Max was a portfolio manager with Mellon Capital’s multi-asset group and a founding member of Coefficient Global, a quantitative macro hedge fund. Outside of work he’s an amateur racecar driver.

Ronald Ratcliffe, PhD, is a Managing Director in BlackRock’s Applied Portfolio Analysis practice area within the Analytics & Quantitative Solutions (AQS) group. He focuses on multi-asset portfolio risk, scenario analysis, and portfolio construction.

Dr. Ratcliffe's service with BlackRock dates back to 2004, including his years with Barclays Global Investors (BGI), which merged with BlackRock in 2009. Prior to joining AQS, he led the Market-Driven Scenarios (MDS) initiative as Head of Cross-Platform Scenario Analysis in the Risk & Quantitative Analysis (RQA) group. Previously in RQA, he was Head of Multi-Asset Investment Risk for the Americas West region. In the Portfolio Management Group (PMG), he was a portfolio manager and developed systematic macro trading strategies. Prior to joining BGI, Dr. Ratcliffe was a senior manager at KPMG in corporate valuation and international transfer pricing. Previously, he was the chief economist for Latin America at SG Cowen Securities, a subsidiary of Societe Generale. Before that he was with Bankers Trust Company (now part of Deutsche Bank) where he carried out country risk analysis.

Dr. Ratcliffe earned BA degrees in economics and in political science, with distinction and with departmental honors in economics, from Stanford University. He received a PhD in economics from the University of Pennsylvania.

Ji Qin, CFA, is the head of market risk for HSBC bank USA. She is responsible for identification, assessment, measurement, management, monitoring and reporting of the market risks from the trading businesses. Prior to this role, she was head of market risk for MUFG Securities America. Her experiences also include fixed income trading and structured investment management for Commerzbank NY branch. She has a master of Computer Science degree from University of Cincinnati and a bachelor of computer science degree from Beijing Polytechnic University.

For 25 years Tat has been contributing in Treasury and Capital Markets quant and mathematical finance space. He is currently the Global Head of Risk Model Methodology at Jefferies, and was a senior principal and senior manager for  many years in the financial technology space.Tat holds a Ph.D from Columbia mathematics department and currently an adjunct professor at Columbia University, inspiring the next generation since 2006.

Hamid serves as Vice President of Risk Analytics, Risk Management at OMERS. He has over 13 years of experience in the Pension Industry with a primary focus on Risk Management. He's earned a Bachelor of Science in Mathematics from the University of Toronto.

Adrian Cox is a strategist on Deutsche Bank’s Thematic Research team, focused on the implications of Artificial Intelligence for investors, enterprises and society. He joined Deutsche Bank in 2009 and held senior leadership roles in Communications in London and Sydney before joining DB Research. He previously spent a decade covering finance and economics as an award-winning journalist and editor at Bloomberg News and the Financial Times in London, Brussels and New York. He is a graduate of Cambridge University and has an MBA from City University in London.

Agus Sudjianto was an executive vice president and head of Corporate Model Risk for Wells Fargo, where he led a highly technical team to manage model risk across the enterprise. Before this position, Agus was the modeling and analytics director and chief model risk officer at Lloyds Banking Group in the United Kingdom, where he was responsible for the enterprise development and oversight of all risk management models (retail and wholesale credits, market, regulatory capital, stress testing, asset liability management, and insurance).

Arthur is senior fellow and advisory board member for AI 2030. He is the former Head of Markets Regulatory and Front Office Risk Technology, BNY Mellon.

Arthur was leading globally the Front Office Counterparty and Funding Risk Technology group at Deutsche Bank AG. His responsibility covers CVA/FVA calculation, real-time risk monitoring and OTC margining technology. Throughout his career, Arthur specialised in designing technology solutions for Front Office and Regulatory risk management, in Financial and Commodity trading. 
Prior to Deutsche Bank he held technology leadership roles at Barclays Capital, EdF Trading and worked as an independent risk and treasury technology consultant.

Chris is a member of Milliman’s Cyber Risk Solutions (CRS) practice group.  The practice delivers a portfolio of risk consulting services, such as enterprise risk design, cyber risk assessment and quantification, test and build projects, operational risk assessments, enterprise risk management (ERM) education and training, and ERM technology evaluation. The CRS practice uses diagnostic consulting strategies to understand an organization’s enterprise risk goals and challenges and then customize solutions to deliver required business results. 

EXPERIENCE

Chris has 15 years of professional experience.  His experience includes work in the banking, insurance, capital markets and card sectors helping clients assess and mitigate risk. 

Prior to joining Milliman, Chris was a Senior Manager in Accenture’s Finance and Risk Management Consulting practice, delivering work for global financial service clients.   Additionally, Chris served as an active duty Naval Officer and has multiple overseas deployments. 

Professional experience and subject matter advisory includes: 

• Cyber Security metrics and governance
• Financial Service Regulatory and Compliance initiatives
• Risk Management 
• Corporate and Risk Governance
• Surveillance 
• Financial Services operating model and cost reduction
• Regulatory remediation and responses
• Legal department risk and optimization
• Leading large cross functional projects and teams

EDUCATION

• BS Political Science, University of Wisconsin–Madison
• MBA, University of Chicago – Booth School of Business

Mark Hofberg is an accomplished risk management leader with over 20 years of industry experience.  He previously served as a leader in a variety of audit, risk and compliance management functions within retail, wealth, and investment banking at Bank of America.  Mark currently serves customers as Risk Solutions Executive within ServiceNow’s financial services division.  Prior to joining ServiceNow, Mark served as RSA Archer’s field risk officer for US and Canada.

Mark has held various senior leadership roles at Accenture, Bank of America, RSA and now guides customers on their integrated risk transformation journeys with ServiceNow.  He is passionate about the evolution of risk management, emerging risks, and the utilization of technology to optimize business outcomes.  Mark has co-authored white papers on impacts of technical debt, digital risk, and has a patent on optimization of technology decisions (US 8,321,363 · Issued Nov 27, 2012) along with a patent pending process risk prioritization model.  Mark holds a bachelor’s degree in engineering from North Carolina State University.

Blythe Barber is Droit’s Head of Business Development, Americas. Previously, Blythe spearheaded new business development as Commercial Partner at Catalyst. Prior to that, Blythe was a Managing Director of the RegTech company JWG, Director at Expand Research, Managing Principal at Capco which followed six years trading Fixed Income. Blythe holds a Bachelor’s Degree in Accounting and Finance from Kingston University. 

Steve Boras is the Head of Model Risk Management & Validation at Citizens Bank in Boston, focused on managing the model risk of the bank via validation of models, performance management and monitoring of outcomes, and serving as a sounding board for new and emerging modeling techniques and their respective appropriateness. Since joining Citizens in 2015, Steve has led several risk analytics functions, most recently heading the Risk Architecture Center of Excellence (covering loss forecasting model development for CCAR/DFAST and CECL, and PD, LGD, and EAD modeling for wholesale), as well as anti-money laundering modeling, macroeconomic scenario generation, and Data Science.  Steve also holds leadership roles in enterprise risk, ESG and Inflation/Stagflation scenario analysis, and artificial intelligence and machine learning governance.

As Managing Director in Enterprise Model Risk Management (EMRM), Jing Zou is responsible for validating models in Securitized Products, Pre-Provision Net Revenue, Retail Credit models, and interest rate derivatives models. She also developed Comprehensive Capital Analysis and Review (CCAR) model fragility analysis, which identifies the impact of model uncertainty on capital ratios. She is an invited speaker for many industry model risk management training courses.

Jing joined RBC in 2014 as a Director in local model risk manager, where she was responsible of engaging the business about model risks. Later on, she was promoted to Senior Director and then Managing Director and has expanded the scope to cover the validation of 40% of CCAR models. Prior to joining RBC, Jing worked at Goldman Sachs, Wells Fargo, and Fannie Mae in various quantitative analytics roles covering front office quant, market risk, and model risk areas.

Jing has a Ph.D. in Applied and Computational Mathematics from Princeton University and a B.S. and M.S. in Computational Mathematics in Xi’an Jiaotong University.

Kim joined BMO in August 2021 from RBC where she was the Global Head of the Client, Banking & Digital Channels Technology group across Capital Markets.  Kim developed and implemented a comprehensive client data strategy adopted by Capital Markets, sunset legacy applications and united the global salesforce under a single CRM instance.  Collecting and connecting client touchpoints with external data sets allowed her team to proactively source opportunities and recommendations using advanced AI and machine learning to deepen client relationships and increase wallet share.  Kim held multiple roles at RBC over 15 years supporting the business in various capacities from running Global Fixed Income Production Services to Head of Fixed Income Sales and Credit Trading technology.

Prior to joining RBC, Kim ran Front Office technology at Mizuho as well as the API Connectivity Development team at ICAP and was part of the initial launch of BrokerTec. She has also held multiple positions across the street with Kidder Peabody, Deutsche Bank and Chase Securities. Kim received a BA from Stockton University in accounting.

Allen Whipple is Managing Director and one of the founders of ActiveViam. In his current role, he oversees commercial operations and is focused on expanding ActiveViam’s channel partners, including OEMs, Value Added Resellers (VARs) and integrated software vendors (ISVs). By joining forces with partners, Allen ensures that ActiveViam expands its offering within an ecosystem of integrated solutions to better address customer needs. Previously Allen was a co-founder of Summit Systems and at various times managed development, financial engineering, and the Americas.

Naresh is considered a recognized market expert in the areas of market risk, counterparty credit risk, and model risk management. Currently, he is a supervisor/director at Sociate Generale focused on capital markets activities. Prior to joining Sociate Generale, Naresh served as US lead director of traded risk and capital at KPMG. Previously, Naresh worked at Diamond Notch Asset Management, a hedge fund, as a portfolio manager and head of European credit trading and strategies. In prior roles, he served as head of credit exotics at Commerzbank in London, and as a senior derivatives trader and market maker at UBS and Merrill Lynch in New York.

Naresh has a Ph.D. in Engineering from the University of Illinois at Urbana-Champaign, and a BS in Engineering from IIT-Kanpur (India). The academic preparation was followed by a research faculty position in Engineering & Applied Math at Caltech (Pasadena).

Karim Faraj is head of strategy and product development for Pricing and Risk Services at Bloomberg. He also represents the company in the Climate Financial Risk Forum (CFRF) and at the Glasgow Financial Alliance for Net Zero (GFANZ) as part of the work stream focused on providing recommendations and guidance to financial institutions on net-zero transition plans. Previously, Karim led front office derivative products and services and has served as both the regional head of financial engineering in EMEA as well as lead product manager for Bloomberg's Derivatives Library (DLIB).

Previously, Karim worked at Barclays Capital, where he launched the Quantitative Investment Strategies business, and supervised quantitative projects. He was also a member of Barclays' Equity Steering Committee across all trading desks. Karim also served as a quantitative analyst at BNP Paribas and strategist at Goldman Sachs, where he developed innovative cross-asset investment products, analytics and front office systems for market data, valuation, hedging, life cycle and risk management.

Karim holds a master’s degree from Mines Paris Tech in Quantitative Finance.

Christopher joined Prudential in 2011 and currently leads the Financial Markets Risk group which is responsible for Market Risk, Investment Risk, Counterparty Risk, Risk Appetite, and Enterprise Stress Testing. He previously held several roles in Investment risk, including Chief Investment Risk Officer  Prior to joining Prudential, Christopher held several roles at The Bank of New York Mellon and Ambac. Christopher has a bachelor’s degree in Mathematics and Music from Bucknell University and an MBA from The University of Notre Dame.  He is a CFA charterholder.

Ash Majid is Managing Director and Chief Risk Officer for SMBC Capital Markets, Inc. & SMBC Nikko Securities America, Inc. wholly owned subsidiaries of SMBC Americas Holdings, Inc. In his current role he oversees teams responsible for managing the risk from the two subsidiaries within the broader America’s Division risk management team. Prior to joining SMBC Capital Markets, Ash worked at Ernst and Young, LLP within their Quantitative Advisory Services and SunTrust Banks, Inc. with oversight of their derivatives trading desks' market risk. Ash holds a Doctorate degree in Electrical and Computer Engineering and a Master's degree in Quantitative and Computational Finance from Georgia Institute of Technology. Additionally, Ash holds FINRA Series 7 & 24 licenses.

Julian Horky is the CEO of Berenberg Asset Management and the Head of Risk Controlling at Berenberg Capital Markets.

As the Head of Risk, he’s in charge of the broker-dealer's risk management program covering the firm’s equity capital market deals and trading business. His expertise spans areas of enterprise risk management, quantitative solutions, and technology. His background in finance and engineering provided him with the quantitative skills needed to clearly communicate the requirements of modern financial risk management solutions.

Before joining Berenberg, he advised leading financial institutions in Europe and the United States, where he developed a strong track record across buy and sell-side. Over the years, he became a trusted advisor to finance, risk and treasury departments on both sides of the Atlantic.

Besides teaching at Columbia University, he holds teaching positions at Boston and Fordham University.

Julian is a Certified Financial Risk Manager (FRM), and as a dual-hatted employee, he holds several investment advisory and broker-dealer FINRA licenses (e.g. SIE, Series 7, and Series 27).

Amit is Senior Vice President and head of market risk reporting strategy in The Bank of New York Mellon. Amit is responsible for defining and executing the strategy for reporting and analytics automation as well as implementation of regulatory changes related to market risk. Amit is key risk technology integrator, directing data, process, and measurement efficiencies to ensure error free and timely risk reporting and analytics. Currently, Amit is heading the implementation of FRTB for the bank. Before joining BNY Mellon, Amit worked at Goldman Sachs for close to 6 years in different roles across market risk and capital planning and led several initiatives related to capital optimization and streamlining of tech infrastructure to improve risk/capital analytics. Amit’s areas of expertise include regulatory capital calculation, capital planning, market risk management, risk analytics, system integration and automation strategy. 

Amit holds MBA in finance and systems from Indian Institute of Management, Lucknow and bachelor’s degree in electronics and communication engineering from VIT University, India. Amit also holds FRM designation - Certified by the GARP.

Venky Venkatesh is the Head of Multi-Asset Investment Risk at the Vanguard Group. Venky has been with Vanguard since 2018 and is responsible for overseeing the risk governance for the flagship Target Retirement Fund suite (target date funds) at Vanguard. Additionally, Venky’s team is responsible for overseeing both liquidity and derivatives risk for Vanguard’s 40-Act funds.

Venky has more than 15 years’ experience in Investment Risk Management. Prior to joining Vanguard, Venky was Vice President at Oppenheimerfunds specializing in risk management of fixed income domestic, and municipal funds.

Venky has a master’s degree in computer science from University of Missouri and an MBA from NYU Stern. He is also a CFA Charterholder.

Haibo Huang is a Managing Director and Head of Credit Stress and Portfolio Analytics at Morgan Stanley. His team is responsible for developing credit risk models, including credit stress testing models, credit allowance methodologies (CECL/IFRS 9), credit limit setting framework and other credit portfolio analytic solutions. Prior to joining Morgan Stanley in 2013, he was a Senior Director and Head of Dual Risk Rating Modeling team at Capital One, in charge of developing credit risk models for the bank’s wholesale portfolios. Prior to that, he was the Quant Team Head and Head of US Forecasting at CoStar Portfolio Strategy (formerly PPR), a commercial real estate advisory firm in Boston. Haibo is a CFA charter holder since 2008 and holds a PhD degree in Economics from University of Texas at Austin. Haibo lives in Connecticut with his wife and two daughters. During spare time, he enjoys playing soccer, and is the proud captain of a Morgan Stanley Coed Team that won the Kicker’s Cup in America SCORES Cup tournament in 2018, which is the largest charity soccer event in NYC to raise funds for under resourced communities.

Dr. Higgins co-founded Beacon in 2014 after spending twenty years on trading floors as a quantitative developer, trader, and manager, developing industry-leading trading and risk management software.

Prior to co-founding Beacon, Dr. Higgins spent four years at JPMorgan Chase as a trader and quantitative developer. In addition to launching the Athena project with Singh from 2006 to 2010, Dr. Higgins was Co-head of Quantitative Research for the Investment Bank from 2010 to 2012 and head of the electronic currency options franchise and algorithmic FX index business from 2012 to 2014. From 1998 to 2006, Dr. Higgins
was the head of the FX and US interest rate strategist teams at Goldman Sachs, where he developed pricing and risk solutions in SecDB. Dr. Higgins began his career as a Lead Quantitative Developer at Contango Energy, where he designed and built the Contango System, a trading and risk management system for
electricity and natural gas derivatives.

Dr. Higgins received a B.S. in Engineering in 1992 and a Ph.D. in Theoretical Astrophysics in 1996 from Queen’s University, Kingston, Ontario..

Max is responsible for defining the next generation of multi-asset investment processes for Franklin Templeton Investment Solutions. Previously, he was president and chief investment officer of the start-up asset manager AlphaTrAI, where he harnessed artificial intelligence to build alternative strategies for traditional and digital assets. Before that, he was head of asset allocation at the asset management arm of Pacific Life Insurance for seven years. Prior to Pacific Life, Max was a portfolio manager with Mellon Capital’s multi-asset group and a founding member of Coefficient Global, a quantitative macro hedge fund. Outside of work he’s an amateur racecar driver.

Chris Callies has partnered with senior officers of major financial institutions to address growing complexity in the nature of financial risk and its propagation across geographic, asset class, market structure, and operational boundaries. After initially working with institutional asset managers, commercial and investment banks, and multi-family offices through the financial crisis that began in 2007–08, her professional domain later expanded to alternatives managers, insurance firms, non-bank lenders and regulators. Callies has advanced through a series of senior roles at Credit Suisse, Merrill Lynch and Bessemer Trust, including chief investment strategist, chief strategist, head of market risk strategy, and acting chief investment officer, with oversight of more than $40 billion in traditional and alternative assets. She is a dedicated advocate for fully integrated, flexible, proactive risk analytics as a vital tool for effective capital planning, product development and sustainable returns. Callies holds a bachelors degree from Northwestern University in Evanston, Illinois, with a sub-specialty in advanced applied mathematics.

Tanmoy is the Chief Risk Officer for Waterfall Asset Management a $12BN Hedge Fund specializing in Structured Credit in both Public and Private Markets. Prior to joining Waterfall, Tanmoy was the Head of Risk, North America and Senior Data Scientist at CQS, a $20BN Multi Strategy Credit Hedge Fund based out of US and Europe, where he managed Risk for the Credit Businesses and led Data Science projects for the Investment and Marketing Teams. Before CQS, Tanmoy worked at Axonic Capital, a $5BN Credit Hedge Fund where he was the Chief Risk Officer and the Head of Quantitative Research. Tanmoy has prior work experience at Sorin Capital and at Capital One. Tanmoy received a Master’s in Financial Engineering from Cornell University, an MBA from University of Delhi and a Bachelors in Chemical Engineering from Indian Institute of Technology.

Alessio de Longis is a senior portfolio manager and head of global tactical asset allocation at Invesco Investment Solutions. He heads the group's global tactical asset allocation and multi-asset factor rotation efforts, focusing on the development, implementation and management of macro regime-based investment strategies across asset classes, risk premia and factors. De Longis develops and manages active currency overlay strategies and solutions for multi-asset portfolios. He joined Invesco in 2019 when the firm combined with OppenheimerFunds, where he was team leader and senior portfolio manager of the global multi-asset team. Between 2004 and 2013, he was a member of the OppenheimerFunds Global Debt team, where he served as currency portfolio manager and global macro strategist. De Longis earned a masters of science degree in financial economics and econometrics from the University of Essex, and masters and bachelors degrees in economics from the University of Rome Tor Vergata. He is a Chartered Financial Analyst Institute charterholder.

Rahul Ajmera is a Senior Risk leader at Liberty Mutual Investments and spearheads risk management for global fixed income portfolios at LMI, overseeing all aspects of portfolio oversight, risk management, modeling and analytics processes, relative value analysis, and stress testing techniques used for asset allocation, portfolio management and reporting purposes.

Rahul is a seasoned Investment professional with over 15 years of experience on both buy and sell side, He specializes in Risk management across public and private markets, his expertise spans Portfolio construction and Asset allocation, Hedging strategies, Research and Modeling, and cross-asset exposure (Fixed Income, Equities, Derivatives, Private Equity/Debt, and Hard Assets).

Theo provides strategic direction for global risk management programs in the investment management group (IMG) through design, governance of operational risk management strategies and is responsible for the leadership and oversight of the IMG operational risk function across multiple disciplines for Asia-Pacific.

Prior to joining Vanguard in November 2011, Theo's held the role of head of risk at ANZ Private Wealth. Theo has extensive experience within operational risk, regulatory compliance and credit risk across mortgage lending, insurance, asset finance, asset management, margin lending and stockbroking with the ANZ Banking Group.

Theo holds a Bachelor of Business (Banking and Finance) degree from Monash University.

Kamyar Moud is a Director in Asset Liability Management and Investment Strategy function at New York Life Insurance. Mr. Moud focuses on Net Interest Income(NII) projection across whole life, universal life, long term care, retail and institutional annuities, and surplus management accounts for ~250B portfolios of investments.

Before joining New York Life, Mr. Moud served as Managing Director and global head of the Investment Risk Solutions (Investment Risk Analytics) at AIG. During his time at AIG, he focused on investment risk analytics (Credit, Market, Operational and Model Risks), construction of economic capital framework, portfolio optimization, portfolio replication strategies for ALM, aggregated ALM reporting across all lines of business (Life and Retirement, Property and Causality), and developing stress testing models for ~400B portfolios of investments. Prior to his role at AIG, Kamyar’s experience focused on data analytics, quantitative investment research and model development for over 25 Insurance and Financial Services institutions globally.

Mr. Moud is an adjunct faculty with Columbia University in New York City, where he teaches graduate-level courses in investment risk management, and sustainable and impact investing. Mr. Moud is a Climate Reality Leader™, in The Climate Reality Project (non-profit) founded by former Vice President Al Gore. Mr. Moud earned four university degrees in Electrical Engineering, Digital Signal Processing and Information Theory, Finance, and Organizational Social Psychology from four countries.

Murad Nayal is head of risk architecture and informatics at Millennium. Before joining Millennium, he was global head of the risk informatics group at Goldman Sachs and global head of market risk analytics and reporting, and market risk core technology, responsible for calculating and reporting firm-wide market risk and capital metrics. In previous roles at Goldman Sachs, Nayal managed the market risk modelling team in the Americas, driving the development of market risk, the Comprehensive Capital Analysis and Review, and capital models. He also managed the corporate treasury modelling team developing models of liquidity risk. Having joined Goldman Sachs in 2005 as an associate in market risk technology, Nayal was named managing director in 2017.

Previously, he has worked as a research scientist in computational biology at Howard Hughes Medical Institute and Columbia University in New York, where he used physical and statistical models, and machine learning techniques to predict the function of proteins and the manner in which they interact with drugs.

Murad holds a doctor of medicine degree from Damascus University, a PhD in biophysics from Washington University in St. Louis and a masters degree in mathematical finance from the Courant Institute, NYU.

Professor Berner served as the first director of the Office of Financial Research (OFR) from 2013 until 2017. The Dodd-Frank Wall Street Reform and Consumer Protection Act of 2010 established the OFR to support the Financial Stability Oversight Council, the Council’s member organizations and the public. The OFR’s mission is to promote financial stability by delivering high-quality financial data, standards and analysis.

He was counselor to the Secretary of the Treasury from April 2011 to 2013. His principal responsibilities included advising the Secretary on financial and regulatory issues and starting up the Office of Financial Research.

Professor Berner was a managing director, chief US economist at Morgan Stanley from 1999 to 2011 and co-head of Global Economics from 2008 to 2011.

He was executive vice president and chief economist at Mellon Bank, and a member of Mellon's Senior Management Committee (1992-99). Previously, he served as a principal and senior economist for Morgan Stanley, as a director and senior economist for Salomon Brothers (1985-91), as economist for Morgan Guaranty Trust Company (1982-85) and as director of the Washington, DC, office of Wharton Econometrics (1980-82).

Professor Berner served on the research staff of the Federal Reserve in Washington, where he co-directed the Fed’s model-based forecast and was a member of the team that developed the Fed’s first multi-country model used for international policy analysis (1972-80). He has been an adjunct professor of economics at Carnegie-Mellon University and at George Washington University.

He is an advisor to FinRegLab, an innovation center that tests new technologies and data to inform public policy and promote a responsible and inclusive financial marketplace. He is a member of the Milken Fintech initiative, led by former OCC head Tom Curry and former Treasury official Melissa Koide. He is a senior advisor to MacroPolicy Perspectives, an economic consulting firm. He is a member of the Board of Advisors of HData, which helps data companies involved in RegTech and Legal Tech solutions. He is a member of the IMF panel of experts for financial stability.

Professor Berner has been a member of the Economic Advisory Panel of the Federal Reserve Bank of New York, a member of the Panel of Economic Advisers of the Congressional Budget Office, a member of the Executive Committee of the Board of Directors of the National Bureau of Economic Research, a member of the Advisory Committee of the Bureau of Economic Analysis, Department of Commerce, a member of the Board of Directors of the Penn Institute for Economic Research and a member of the Board of Advisors of Macroeconomic Advisers, LLC. He served as an associate for the Counterparty Risk Management Policy Group II. He is a Past President and Fellow of the National Association for Business Economics and is the past chair of the Economic Advisory Panel of the Bond Market Association. He is the winner of forecasting awards from Market News and the National Association for Business Economics, the 2007 recipient of the William Butler Award for Excellence in Business Economics and has been a member of Time’s Board of Economists.

He received his bachelor’s degree magna cum laude in Economics from Harvard College in 1968, and his PhD in Economics from the University of Pennsylvania in 1976. He researched his dissertation under the supervision of Professor Lawrence Klein, and was funded by SSRC-Ford Foundation grants at both the University of Louvain, Belgium, and at the University of Bologna, Italy, from 1971-72.

Lisa Wang is a Senior Vice President and Head of Investment Risk at AB. She oversees investment risk management of a wide range of strategies in Multi-Asset, Equities and Fixed Income Management. Wang's responsibilities include advising senior management on enterprise risk exposures, advising investment teams on portfolio construction and leading the development of enterprise risk infrastructure. Prior to joining AB in 2015, she was a director of investment risk management at Ally Financial, in charge of portfolio analytics and research of multi-asset portfolios. Previously, Wang was a fixed-income portfolio manager at Royal Bank of Canada, overseeing multibillion-dollar fixed-income portfolios, and was a member of the firm's asset-liability management committee. She holds a BASc in electrical engineering from the University of Toronto and an MBA from York University, and she is a CFA charterholder. 

Yakov Shenkman, CFA, FRM, CAIA, Director, is the head of the Risk & Quantitative Analysis (RQA) team for Fundamental Equity, Americas.  The RQA team provides independent risk oversight on behalf of BlackRock and its clients, as well as partners with portfolio managers in their portfolio construction process to ensure the risks managed by BlackRock are appropriately deliberate, diversified and scaled.   Prior to joining BlackRock in 2013, Yakov was a senior risk manager in Global Portfolio Strategies (GPS) team at Bank of America where he was responsible for constructing, optimizing and hedging bank’s commercial credit loan portfolio.  Yakov started his career in 2006 at Morgan Stanley where he was an equity risk manager at Morgan Stanley Investment Management transitioning later on to a sell-side risk manager role covering Structured Credit Products trading desk. Yakov holds a Masters degree in Operations Research-Financial Engineering from Columbia University and an undergraduate degree in Economics from the Wharton School at the University of Pennsylvania. Yakov is a CFA, FRM and CAIA charters holder and is a member of CFA Institute and Global Association of Risk Professionals (GARP).

Racim Allouani is head of portfolio construction and risk management across KKR's public credit, private credit and special situations businesses. Prior to begining his current role, he had a similar responsibility in the hedge funds business. Prior to joining KKR, Allouani spent five years at Lombard Odier as a senior quantitative portfolio analyst and risk manager, covering equities and credit strategies. Prior to that, he worked at Arden Asset Management in the portfolio optimisation and risk management group. Allouani has held previous positions at Deutsche Bank in equity research and WestLB in fixed income research. He earned masters degrees in international economics from Sciences Po, Paris, in financial engineering from Cornell University, and a bachelors degree in applied mathematics and computer science from Ecole Nationale des Ponts Et Chaussees.

Stefano Pasquali, Managing Director, Head of Liquidity Research, BLACKROCK

Stefano Pasquali Managing Director, is the Head of Liquidity Research Group at BlackRock Solutions. As Head of Liquidity Research, Mr. Pasquali is responsible for market liquidity modelling both at the security and portfolio level, as well as estimating portfolio liquidity risk profiles. His responsibilities include defining cross asset class models, leveraging available trade data and developing innovative machine learning based approaches to better estimate market liquidity. Mr. Pasquali is heavily involved in developing methodologies to estimate funding liquidity and better estimate funds flows. These models include: the cost of position or portfolio liquidation, time to liquidation, redemption estimation, and investor behavior modelling utilizing a big data approach. Stefano is a member of the Government Relations Steering Committee within BlackRock.

Previous to Blackrock, Mr. Pasquali oversaw product development and research for Bloomberg's liquidity solution, introducing a big data approach to their financial analytics. His team designed and implemented models to estimate liquidity and risk across different asset classes with a particular focus on OTC markets. Before this he lead business development and research for fixed income evaluated pricing.
Mr. Pasquali has more than 15 years of experience examining and implementing innovative approaches to calculating risk and market impact. He regularly speaks at industry events about the complexity and challenges of liquidity evaluation ̶ particularly in the OTC marketplace. His approach to risk and liquidity evaluation is strongly influenced by over 20 years of experience working with big data, data mining, machine learning and data base management.

Prior to moving to New York in 2010, Mr. Pasquali held senior positions at several European banks and asset management firms where he oversaw risk management, portfolio risk analysis, model development and risk management committees. These accomplishments include the construction of a risk management process for a global asset management firm with over 100 Billion AUM. This involved driving projects from data acquisition and normalization to model development and portfolio management support.

Mr. Pasquali, a strong believer in academic contribution to the industry, has engaged in various conversations and collaborations with universities from the US, UK, and Italy. He also participates as a supervisor in the Experiential Learning Program and Masters of Quantitative Finance Program based at Rutgers University, along with tutoring students in research activities.

Before his career in finance, Mr. Pasquali was a researcher in Theoretical and Computational Physics (in particular Monte Carlo Simulation, Solid State physics, Environment Science, Acoustic Optimization). Originally from Carrara (Tuscany, Italy), he grew up in Parma. Mr. Pasquali is a graduate of Parma University and holds a master's degree in Theoretical Physics, as well as research fellowships in Computational Physics at Parma University and Reading University (UK).

Jack Sarkissian is an asset manager currently overseeing quantitative trading as the Managing Partner of Algostox Trading. Prior to Algostox, Jack worked as the Chief Investment Officer of EG Capital Partners managing $3 billion in assets of pension funds, HNWIs, and corporate accounts. Prior to EGCP Jack ran a risk management department and held senior quantitative analytic positions in investment banks.

Physicist by background, Jack Sarkissian is known for demonstrating the quantum nature of price formation on microstructural level and developing the Quantum Pricing Theory, a microstructural framework for modeling liquidity, bid-ask spread, trade execution, and trade negotiation.

Jack's expertise includes portfolio management, high-frequency trading, risk management, and quantum decision-making algorithms.

Sudipto is the head of investment risk for Principal Asset Management focusing across all asset classes. Sudipto joined Principal in April 2022. Prior to this, he was the Deputy Head of Investment Risk at Lord, Abbett & Co. LLC, an independent, privately held investment management company, where he spent six years developing and executing the investment risk management program across all asset classes. 

Before Lord Abbett, Sudipto spent seven years at Goldman Sachs as a fixed income quantitative strategist focusing on asset backed securities, commercial and residential mortgage-backed securities and real estate. Sudipto has a PhD degree in Mechanical Engineering from the University of Illinois at Urbana-Champaign, IL, USA and is also a CFA charter holder.

Max Yu is a Vice President of Group and Multi-Asset Solutions Strategist at T. Rowe Price. He works with global clients on strategic asset allocation design, custom strategy development and multi-asset portfolio management. In addition, he also serves as in-house investment risk specialist overseeing multi-asset risk and analytics projects, including stress testing and scenarios analysis modeling, ESG integration into portfolio construction, and quantitative data strategy development.

Frank Nielsen is managing director of quantitative research and risk management for Strategic Advisers. He oversees the quantitative research and risk management team and its partnership with SAI Portfolio Management to advance asset allocation solutions for both retail and institutional clients. Nielsen's team also contributes to thought leadership and research innovation initiatives. Prior to joining Fidelity, he was an executive director and co-head of applied research at MSCI Barra. Previously, Nielsen was vice-president and head of risk management solutions at Barra. He has been in the investments industry since 1993. Nielsen holds a masters of business administration degree from Hamburg University and is also a Chartered Financial Analyst Institute charterholder.

Kris Devasabai is the New York-based editor-in-chief of Risk.net. Previously, he was bureau chief and US editor of Risk magazine. He manages the editorial team. Prior to joining Risk, Kris covered hedge funds, asset management, cross-border investing and law for several publications.

Kris holds a bachelor’s degree in law and government from the University of Manchester, and he completed his legal training at the Inns of Court School of Law in London. He was called to the bar of England and Wales in 2003.

Dianne O’Boyle | BD & Sales Executive

Dianne is currently Symbiont's Lead Business Development and Sales Executive and oversees the company’s strategic sales outreach and client relationships. Prior to joining Symbiont, she headed the Americas Sales team at CLS Bank International. She was responsible for the sales, relationship and strategic management of the region generating USD150mm in annual revenue.

Having spent over 20 years at JP Morgan prior to her role at CLS Bank International,, Dianne has an expertise in banking and asset management. At JPMorgan, she was responsible for sales and relationship management for US Large Corporate Diversified Industrial clients supporting USD120mm in annual revenue.  She also held various product roles throughout her career..

She is currently a member of Boston Women in Finance, Canadian Women in Capital Markets, the Financial Women's Association, Women in Payments  and NYC FinTech Women. Dianne also serves as a Co-Chair for The International Trade Communication (ISITC)

Zane Van Dusen is the Global Head of Risk & Investment Analytics Products at Bloomberg. Zane began this role in 2019 and under his leadership, the group has become one of the industry's top data analytics providers, supplying innovative risk metrics, such as Bloomberg's award-winning Liquidity Assessment solution (LQA), based on Bloomberg's vast database of market data. Zane works with quants and engineers to build data-driven analytics that address a wide range of client needs from investment research to portfolio construction to regulatory reporting.

Prior to this role, Zane managed the implementation of risk management, stress testing and reporting systems for Credit Suisse's Treasury and Liquidity Risk Management groups for over a decade.

Zane holds a BS from Rensselaer Polytechnic Institute in Computer Science.

zvandusen@bloomberg.net

Mark Patrick is Head of the Macro & Country Risk Team (M&CR) within TIAA Financial Risk and Capital Management.  He also manages the firm’s Emerging Risks process. 

Mark’s international career spans three decades of public and private service.  Prior to joining TIAA in 2016, he was Head of Asia Pacific Country Risk at JP Morgan in Hong Kong from 2014-2016.  From 2011 to 2014, Mark was Head of Developed Markets and Latin America Country Risk at JP Morgan in New York.  Mark designed the firm’s country stress methodology, enforced country limits, rated sovereign jurisdictions and performed sovereign rating advisory services for foreign government clients. 

From 2008 to 2011, Mark was a Lead Derivatives Negotiator for the LAMCO (Leham Brothers) bankruptcy estate and faced off against big bank, sovereign and muni derivatives creditors. 

Mark joined Lehman Brothers in 2000 and founded the Sovereign Risk function.  He built and managed country limits, country stress, reporting and sovereign ratings frameworks.  He remained in that role until Lehman’s bankruptcy in 2008. 

Mark joined the State Department in 1991 and served as a career US diplomat in Peru (1992-94), Singapore (1994-96) and Washington (1996-2000).   He was awarded State’s Superior Honor Award for his management of the Asian Fianancial Crisis in 1997-98. 

Mark lives in Chatham, New Jersey with his family.  He enjoys cycling, painting and traveling, as well as weekends at the Jersey Shore. 

Michael Paterakis is the data and benchmarking editor at Risk.net and its sister titles. Prior to joining Infopro Digital, he served as investment editor across Pageant Media’s asset management publications. Michael has a master’s degree from the Craig Newmark Graduate School of Journalism at CUNY. He is based in New York and can be reached at michael.paterakis@infopro-digital.com.

Silvana Pesenti is an Assistant Professor in Insurance Risk Management at the Department of Statistical Sciences at the University of Toronto. Silvana was named the 2022 Rising Star in Quant Finance by Risk.net for the paper Portfolio Optimisation within a Wasserstein Ball. She received the 2020 Peter Clark Best Paper Prize for her research paper  “Reverse Sensitivity Testing: what does it take to break the model?” from the Institute and Faculty of Actuaries (IFoA). In 2019, Silvana was awarded the  Dorothy Shoichet Women Faculty Science Award of Excellence.

Silvana Pesenti received her PhD in Actuarial Science and Insurance from Bayes Business School (formerly Cass Business Scohol) , London, UK. Her PhD thesis was awarded the Dimitris N. Chorafas Prize 2018 from the Weizmann Institute of Science. Further, Silvana holds a MSc and a BSc in Mathematics from ETH Zurich.

Andrew Ang, PhD, Managing Director, is Head of Factors, Sustainable and Solutions (FS-Squared). He also serves as Senior Advisor to BlackRock Retirement Solutions. As part of BlackRock Systematic, FS-squared is responsible for proprietary factor investing, delivering cutting-edge sustainable alpha, ESG outcomes and product innovation.

Dr. Ang is a well-known financial economist specializing in quantitative investing. Author of over 100 publications, Dr. Ang has published on sustainable investing, equities, fixed income, optimal asset allocation, and alternative assets. His seminal papers include research in the minimum volatility factor, incorporating macro factors into bond pricing models and factor allocation. His book, Asset Management: A Systematic Approach to Factor Investing, has been translated into Chinese Japanese, Korean and Spanish. His recent research focuses on generating alpha with ESG data and net zero multi-asset investing.

Dr. Ang has been granted patents, and he has won several industry prizes and grants, including the Harry Markowitz award, the Bernstein Fabozzi/Jacobs Levy award, and prizes and grants from the Q Group, INQUIRE, Netspar, and the National Science Foundation. According to RePEc/IDEAS, the largest bibliographic database in the field of economics, Dr. Ang is rated in the top 0.1% of world-wide economists by citations, downloads, and views.

Before joining BlackRock, Dr. Ang was the Ann F. Kaplan Professor of Business at Columbia Business School. He was previously Chair of the Finance and Economics Division and a Faculty Research Fellow of the National Bureau of Economic Research. As a professor, Dr. Ang worked with several large institutional managers as an advisor. His work with industry was recognized by aiCIO naming him one of the top 10 most influential academics in the institutional investing world.

Dr. Ang earned a BEc(Hons) from Macquarie University, and a PhD in finance and MS in statistics from Stanford University.

Jörg Kienitz is a partner at Quaternion, Acadia’s Quant Services division. He owns the finciraptor.de website - an educational platform for Quantitative Finance and Machine Learning. Jörg consults on the development, implementation, and validation of quantitative models. He is an Assistant Professor at the University of Wuppertal and an Adjunct Associate Professor in AIFMRM at the University of Cape Town. He regularly addresses major conferences, including Quant Minds, RISK or the WBS Quant Conference. Jörg has authored four books, Monte Carlo Frameworks (with Daniel J. Duffy), Financial Modelling (with Daniel Wetterau), and Interest Rate Derivatives Explained I and II (with Peter Caspers). He also co-authored research articles that appeared in leading journals like Quantitative Finance, RISK or Mathematics in Industry.

Luca works in the Quantitative Analysis and Technology (QAT) department in New York where he is the Global Head of Quantitative Strategies Credit, and he is responsible for both front office (pricing models, and eTrading) and capital models (including Var/IRC/FRTB SA, IMA and DRC) covering a variety of businesses including Global Credit Products, Structured Credit and Financing, Structured Notes, Corporate Bank, Commodities, Life Finance, and Treasury. He is also responsible globally for Liquidity Modelling and IRRBB.

Previous to this role, he was the global head of Quantitative Strategies for Credit and Structured Notes; he was the EMEA head and the US head of Quantitative Strategies Global Credit Products; he worked in Commodities in New York and London, and he was part of the cross-asset modeling R&D group of QS in the London office.

Luca is also visiting professor at the Department of Mathematics at University College London, Adjunct Professor at NYU, Tandon School of Engineering, and Adjunct Professor at Columbia University, at the Department of Industrial Engineering and Operations Research. His current research interests are in Credit Models, Computational Finance, and Machine Learning, with a focus on efficient numerical techniques for Derivatives Pricing and Risk Management, and applications of Adjoint Algorithmic Differentiation (AAD), which he has helped introduce to Finance and Physics, and for which he holds a US Patent. Luca has published over 70 scientific papers, with the top 3 papers collecting to date over 950 citations (h factor 25, i10 factor 46).

Prior to working in Finance, Luca was a researcher at the Kavli Institute for Theoretical Physics, Santa Barbara, California, working in High-Temperature Superconductivity and Quantum Monte Carlo methods for Condensed Matter systems. He has been awarded the Director's fellowship at Los Alamos National Laboratory, and the Wigner Fellowship at Oak Ridge National Laboratory.

Luca holds an M.S. cum laude in Physics from the University of Florence, and an M.Phil. and a Ph.D. cum laude in Condensed Matter Theory, from the International School for Advanced Studies, Trieste.

Specialties: Quantitative Analysis, Risk Management, Risk Measurement, Pricing and Hedging of Structured Products, Counterparty Credit Risk Management, Bank's own Credit Risk Management, Numerical Algorithms for Financial Engineering, Monte Carlo and Adjoint Methods, Teaching, and Training.

Yuyu Fan is a senior data scientist in the data science team. She leverages statistical, machine learning, and deep learning models to distill insights from financial data. Yuyu leads projects using latest NLP techniques to generate investment signals from text data. She also works on projects aiming to improve engagements and sales process with clients. Prior to joining the firm in 2018, Yuyu worked at College Board as a psychometrician intern for two years, using machine learning models to monitor test validity, reliability, and security. Yuyu holds a BA in sociology from Zhejiang University (Hangzhou, China), MAs from sociology and psychology from Fordham University,  as well as a Ph.D. in psychometrics and quantitative psychology from Fordham University.

George Bonne, PhD, PRM joined MSCI in 2016 as Executive Director of Equity Factor Research, where he and his team research and design the Barra equity factor risk models and conduct research on new and innovative factors and content to be used in MSCI’s analytics and index products. Recent projects have involved exploring alternative and unstructured data, leveraging machine learning and NLP in solving investment problems, investment crowding, and creating the next generation of equity factor models.

Prior to MSCI George was Director of Quantitative Research at Thomson Reuters StarMine where he worked for ten years to create novel alpha signals and other quantitative models for investment managers and received two US patents on quantitative models. Previous to StarMine George worked at Applied Materials and KLA-Tencor to create predictive models of the performance of semiconductor equipment.

George received his PhD in Physical Chemistry from Harvard University and a Bachelor’s degree in Chemistry from UC Irvine. George is also a certified Professional Risk Manager (PRM).

Dr. Sebastian Jaimungal is a full Professor of Mathematical Finance at the University of Toronto. He is the former Chair of SIAM’s activity group in Financial Mathematics and Engineering, a managing editor of Quantitative Finance, and an associate editor for the SIAM Journal on Financial Mathematics, and the Journal of Dynamics and Games, among others. Dr. Jaimungal is a Fellow of the Fields Institute for Mathematical Sciences and a member of the Oxford-Man Institute. His research interests include reinforcement learning, stochastic control and games, and algorithmic trading.

Mr. Ruskin joined PineBridge Investments in 2017 and is a Senior Research Analyst covering Global Cyclical stocks for the Global Focus Equity team, and is also the Head of Sustainable Investing for Equities, ensuring that the Equities team is at the forefront of integrating ESG into their investment strategies, including how they engage and assess companies. Mr. Ruskin is also a member of PineBridge’s ESG Investment Committee. He has 23 years of experience in equity investing and corporate strategy consulting, and has worked in a number of leading organizations in equity research and in portfolio management. Mr. Ruskin began his career at Stern Stewart (EVA), then was a manager in strategic planning at American Express before moving to Putnam Investments as a Vice President in Global Equities and then as a Partner and Co-Portfolio Manager with Temujin Fund Management. Before joining PineBridge, he was a PM/Senior Analyst at Acclivity Capital Management, an asset management venture which he co-founded. Mr. Ruskin received his BA from Princeton University and his MBA from Wharton. He is a member of the CFA Institute.

Brad Foster joined Bloomberg in June 2017 and currently manages the Data Content group within Enterprise Data.                                                                                  
In his role, Brad has a global remit that includes Bloomberg Evaluated Pricing for all cash products (BVAL) including GSAC, Municipal Bonds & Securitized Products, Regulatory & Accounting Products, Liquidity Assessment (LQA) and all Reference Data.

Prior to joining Bloomberg Brad spent almost 20 years on the sell-side in multiple locations including London, Tokyo and New York. He worked at Deutsche Bank as a Managing Director in trading and was responsible for various front office desks across debt, FX and credit trading, front office risk management where he managed a team that built cross-product risk, margin and portfolio analytics and looked after regulatory initiatives including Basel III / CRD IV and Dodd-Frank Uncleared Margin. Prior to Deutsche Bank he was at Credit Suisse First Boston in the market risk management group.

Rob Allard is the Chief Investment Officer and Head of Rothesay Asset Management in North America. With over 20 years of experience in structured finance, Rob joined Rothesay Asset Management in 2018 to build and run the investment portfolio in North America. Prior to his current roles, Rob was the founding partner and CEO of Firebreak Capital, as well as Managing Director, Head of Structured Product Sales at Goldman Sachs and Deutsche Bank. He is currently studying part-time at Harvard to obtain his Masters in Sustainability and he currently holds a graduate Certificate from Harvard in Corporate Sustainability and Innovation and a Certificate from Harvard Business School in Sustainable Business Strategy.

Andrew Ang, PhD, Managing Director, is Head of Factors, Sustainable and Solutions (FS-Squared). He also serves as Senior Advisor to BlackRock Retirement Solutions. As part of BlackRock Systematic, FS-squared is responsible for proprietary factor investing, delivering cutting-edge sustainable alpha, ESG outcomes and product innovation.

Dr. Ang is a well-known financial economist specializing in quantitative investing. Author of over 100 publications, Dr. Ang has published on sustainable investing, equities, fixed income, optimal asset allocation, and alternative assets. His seminal papers include research in the minimum volatility factor, incorporating macro factors into bond pricing models and factor allocation. His book, Asset Management: A Systematic Approach to Factor Investing, has been translated into Chinese Japanese, Korean and Spanish. His recent research focuses on generating alpha with ESG data and net zero multi-asset investing.

Dr. Ang has been granted patents, and he has won several industry prizes and grants, including the Harry Markowitz award, the Bernstein Fabozzi/Jacobs Levy award, and prizes and grants from the Q Group, INQUIRE, Netspar, and the National Science Foundation. According to RePEc/IDEAS, the largest bibliographic database in the field of economics, Dr. Ang is rated in the top 0.1% of world-wide economists by citations, downloads, and views.

Before joining BlackRock, Dr. Ang was the Ann F. Kaplan Professor of Business at Columbia Business School. He was previously Chair of the Finance and Economics Division and a Faculty Research Fellow of the National Bureau of Economic Research. As a professor, Dr. Ang worked with several large institutional managers as an advisor. His work with industry was recognized by aiCIO naming him one of the top 10 most influential academics in the institutional investing world.

Dr. Ang earned a BEc(Hons) from Macquarie University, and a PhD in finance and MS in statistics from Stanford University.

Stacy Swann (Founder & CEO) the CEO and Founding Partner of Climate Finance Advisors, a benefit LLC based in Washington, DC with expertise in banking, development finance, and climate change. During her career, Ms. Swann has held senior positions with the International Finance Corporation (IFC), as well as with the US Department of Treasury, Enron Corporation, and other organizations. For more than twenty-five years she has worked with investors, financial institutions, and policymakers on mainstreaming climate considerations across both investment and policy and has expertise in blended finance, climate finance, climate-smart fiscal policies, and approaches to identify, assess, and manage climate risk.

In addition to leading Climate Finance Advisors, Ms. Swann is the Chair of the Export-Import Bank of the United States (EXIM) Council on Climate and sits on the Board for the Montgomery County Green Bank the United States’ first county-level green bank and is Chair of its Investment Committee. She is also a member of the Steering Committee/Board of the Global Water Partnership, a global action network of more than 3,000 Partner bodies in 179 countries focused on building sustainable water systems globally.

John George is a Director and member of the Responsible Investing (RI) Team at Nuveen, the investment management arm of TIAA. John’s responsibilities include developing Nuveen’s strategic foresight on issues related to ESG integration, engagement, stewardship, and investment.

Prior to joining Nuveen in 2021, John worked at BlackRock as a Strategist within the Sustainable Products group. He joined BlackRock after spending four-and-a-half years at Lord Abbett, an asset management firm primarily focused on fixed income markets. At Lord Abbett, John was responsible for establishing the firm’s ESG strategy, authoring the RI policy, training investment professionals and client-facing teams on ESG issues, and developing and fundraising for new products such as the Climate Focused Bond Fund. In addition to this experience, John has worked in roles across equity research and investment banking, covering renewable energy companies, utilities, and independent power producers.

John is currently pursuing a Master’s of Science in Sustainability Management at Columbia University’s Climate School. He is also a Fellow at ClimateBase and holds a Bachelor’s in Finance from Rutgers University.

Michael Cappucci is a Managing Director for Compliance and Sustainable Investing at Harvard Management Company (HMC) where he oversees HMC’s legal review process and helps to manage the sustainable investment program. When not reviewing LPAs, he spends much of his time leading HMC’s efforts to integrate ESG factors in private fund investments and steer the endowment to net zero by 2050. He is a member of the SASB Standards Investor Advisory Group, ILPA ESG Advisory Council, and a past member of the ILPA Legal Advisory Council and Chair of the United Nations-sponsored Principles for Responsible Investment Private Equity Advisory Committee.

Lazaro Tiant is an Investment Director, with a focus on sustainability. His responsibilities include strategy, product management and ESG integration for the North American market. Lazaro joined Schroders in 2021 and is based in New York.

Prior to joining Schroders, Lazaro was an Associate Director at Sustainalytics from 2018-2021, where he was responsible for advising asset managers, pensions, endowments and hedge funds on research-driven ESG integration and sustainable investing efforts, including sector and company materiality analysis, impact measurement, ESG engagement, and climate transition-risk assessments across Equity, Fixed Income, and Thematic strategies.

Lazaro was also an Analyst at MSCI from 2014-2017 within the RiskMetrics and Barra Analytics businesses. He holds a BA in Economics from Villanova University.

Jonathan is a Principal and Consulting Actuary at Milliman and provides subject matter expertise to the mortgage industry. Jonathan leads a team of developers, actuaries, and data scientists to provide powerful information and tools to the industry. Jonathan leads the development of Milliman M-PIRe, a cloud-based software that provides a complete end-to-end solution for clients to evaluate credit risk transfer, private mortgage insurance, and insurance linked notes. The tool includes all the necessary data, models, and cash flow structures to evaluate individual transactions as well as quickly aggregate a portfolio of exposures.

Jonathan’s areas of expertise include modeling, structured finance, model validation, and loan-loss reserving. He has provided quantitative and strategic consulting services on topics including residential mortgage collateral, credit insurance, credit risk transfer, debt protection products, reverse mortgages, mortgage insurance, financial guaranty insurance, deposit insurance, commercial mortgage-backed securities, and financial institution credit risk.

Jonathan has been supporting the Federal Housing Administration since 2016 by providing an end-to-end risk management platform for FHA’s Mutual Mortgage Insurance Fund. The risk management platform provides monthly processes for ETL, portfolio trend reporting, and cash flow models to forecast cash flows for both their forward and HECM programs.

Prior to joining Milliman, Jonathan worked at a large multinational reinsurance company, where he focused on asset-liability management (ALM), surplus relief transfers, and enterprise risk management (ERM).

Zachery Halem is the Director of Lazard’s Climate Center. In this capacity, he researches and advises clients on climate transition related matters, including climate risk quantification and mitigation, carbon abatement measures, structuring green or ESG-linked securities, and carbon offset markets. He previously served as a researcher in MIT’s Laboratory for Financial Engineering, where he employed securitization models to finance emerging sustainable and energy-efficient technologies, such as nuclear fusion. He has also started companies in the payment processing and drone space. He holds a B.S.E. (with high honors) in operations research and financial engineering from Princeton University, and a S.M. in operations research from MIT.

Michael Andeberhan is an ESG Investment Strategist at State Street Global Advisors, where he works closely with clients in North America to support their environmental, social and governance (ESG) goals, provide thought leadership and develop investment solutions that align with their sustainability ambitions.

Prior to joining SSGA, Michael was an Executive Director at MSCI where he led investment consultant coverage for the firm’s suite of index and ESG products. Earlier in his career, Michael was an investment consultant at Callan and Verus Investments, where he advised institutional investors on strategic planning, asset allocation and investment manager selection.

Michael earned an MS from University of Utah, BA from Washington State University and holds the Chartered Financial Analyst and Chartered Alternative Investment Analyst designations. He sits on the Executive Committee at the Defined Contribution Institutional Investment Association and has served as an adjunct professor of finance at New York University.

Kamil is a co-founder and CPO at Climate X, a financial services-focused and London-based data & analytics firm quantifying climate risk ratings and associated losses at an asset and company level scale.

Kamil is a statistician and econometrician with a passion for tinkering with all kinds of models that project the future. He has an extensive experience in risk management and treasury functions across tier 1 banks and consultancies globally, including Barclays, Lloyds Banking Group and Accenture.

Outside of Climate X, Kamil is a NED and a member of several climate-related initiatives. He’s also part of the ClimateTech Council.

Richard Freund is Senior Manager on CDP North America’s Capital Markets team, primarily covering municipal finance and sustainable infrastructure. In this role, he oversees engagement with a range of global investors, underwriters, credit rating agencies, and other capital markets participants on municipal sustainable infrastructure development and municipal climate risk disclosure. The objective of CDP’s work in the municipal space is to dramatically increase the level of investment in climate-friendly and water-secure urban infrastructure projects that both contribute to the reduction in global greenhouse gas emissions and strengthen communal resiliency and equity.

CDP is a global not-for-profit seeking a thriving economy that works for people and planet in the long term. CDP focuses the capital markets, corporations, and governments on the key actions necessary to build a truly sustainable economy by measuring and managing their environmental impact.

Heather Boushey is a member of President Biden’s Council of Economic Advisers. Heather is co-founder of the Washington Center for Equitable Growth, where she was President and CEO from 2013 – 2020. She previously served as chief economist for Secretary Clinton’s 2016 transition team and as an economist for the Center for American Progress, the Joint Economic Committee of the U.S. Congress, the Center for Economic and Policy Research, and the Economic Policy Institute.

John Trapani is a Global Industry Leader at Appian Corporation, working with leaders in Financial Services to help  drive growth and create opportunities for digital transformation using the Appian automation platform.  In this role he works to ensure Appian delivers applications that help drive growth, manage risk, and increase the efficiency and effectiveness of their business processes.

Before joining Appian John had a thirty-plus year career in Software Engineering, spending the past two decades as a Managing Director for a leading credit rating agency, leading a global team responsible for all internal applications, platforms, and databases.  John transformed how his team delivered value by investing in the Appian automation platform.  Prior to that John was a software engineer and management consultant.

Umar Ashfaq is an ESG research analyst at MSCI, where he co-leads the Americas ESG and climate research team. His sector focus is the air transport value chain, including aerospace & defense, airlines and air freight. His prior experience includes equity research and investment due diligence in emerging markets in the Middle East and Pakistan. He holds a master in environmental policy from Columbia University, and a B.Sc in math from Lahore University of Management Sciences (Pakistan).

Mr. Bernhard Gruber is Partner in Financial Services Advisory and Risk Consulting. He has more than 20 years of experience in providing advisory and audit services to the financial services industry.

In his function as Partner in Financial Services Advisory he directs a team of highly qualified specialists focused on regulation, compliance, risk management, governance and financial instruments accounting (IFRS 9) Additionally he serves as national leader of KPMG Austria´s Risk Consulting practice.

He is specialized in Regulatory, Compliance, Financial Instruments Accounting and Risk Management.

Brett is a Partner Sales Manager at Appian, responsible for the channel ecosystem across North America and GTM strategies focused on Partner solutions. 

Jack is the General Manager of Appian Sales and Alliance lead for Xebia. Jack comes from an Appian background where he supported Enterprise customers and sales pursuits primarily centered around BFSI and Broad Markets. Jack now leads sales efforts in North America & LATAM; helping companies achieve their digital transformation goals through hyperautomation.

One of the most widely respected and quoted currency experts, Marc Chandler has been covering the global capital markets for more than 30 years. As a keen observer of the interconnection of international politics and economics, Marc appears daily in the financial press - CNBC, CNBC Asia FOX Business, Bloomberg TV and Radio, Barron’s, The Financial Times, The Washington Post, and more – where he provides his colorful take on the day’s global financial and economic news.

Throughout his career on Wall Street, Chandler has advised private businesses, hedge funds and asset managers on navigating the foreign exchange market, and most recently joined Bannockburn Global Forex as Managing Director and Chief Market Strategist in their New York City office.

Keep up with Marc Chandler's ongoing analysis on his blog, www.marctomarket.com, or follow him on Twitter, @marcmakingsense.

John Velis is a member of BNY Mellon Markets' global strategy team and serves as FX and Macro Strategist for the Americas. He leads BNY Mellon's continued investment into North American commentary.

He joined BNY Mellon from State Street in Boston, where he was instrumental in running a Macro Research function that applied proprietary data on investor behaviour, market-risk modelling and real-time inflation analysis to the firm’s client base. Prior to his role as a senior multi-asset strategist at State Street Global Markets, John was based in London and worked at Vanguard Asset Management, Russell Investments and ABN Amro.

He holds a PhD in Applied Economics from Indiana University and a B.A. in Economics from the University of Pennsylvania. He was also a visiting scholar at the Federal Reserve Bank of Atlanta.

Peter is a senior portfolio manager in the Currency Management team. His role is to generate alpha using currency forwards and options in overlay strategies, active hedging strategies, and pure currency alpha strategies. He is experienced in the development, evaluation and analysis of quantitative trading strategies as well as discretionary currency investing. Peter has over 10 years of investment experience and has specialised in currencies throughout his career. Prior to joining BNPP AM, via its predecessor firm FFTW in 2013, he was a currency options trader at J.P. Morgan. Peter holds a BSc in Mathematics & Economics from the University of Nottingham and a Master of Finance from the Massachusetts Institute of Technology.

Duncan Wood is the London-based editor-in-chief of Risk.net. He was promoted to the role at the start of 2015, to lead the editorial reorganisation of the website and its print titles. Wood had been editor of Risk magazine since July 2011. He rejoined Risk as European editor in October 2009, having originally worked for Risk and Asia Risk in London and Hong Kong as a writer and researcher between 1998 and 2000.

In the intervening years, Wood was news editor for the Oliver Wyman-founded online start-up ERisk.com. He also worked freelance for six years while living in Germany, with his work featuring in Euromoney, Financial News, IFR, and The Wall Street Journal, as well as Risk magazine and its sister titles. Wood has written about derivatives and risk throughout his 17-year career in journalism. He is a Neal Awards finalist, and has won Incisive Media's journalist and editor of the year awards.

Neil has been in the foreign exchange market for 38 years. He started his career with Texas Commerce Bank (now JP Morgan) in 1985 as Chief Dealer, specializing in trading USD/MXN. He then joined Zions Bancorp in 2014 and turned his focus to FX sales. He spent his career in FX in the great state of Texas. Neil is also second generation FX, as his father was in the market for over 40 years.

Bob Savage is head of markets strategy and insights for BNY Mellon.  He joined the firm in April 2019 adding to his 30+ years of experience in the industry. He is an foreign exchange thought leader writing about markets daily throughout his career and actively speaking at conferences and events. Bob has a broad set of experience from the variety of roles he’s held across in the industry, from the hedge fund space (FX Concepts and IKOS), to the sell-side (with more than 20 years at Goldman Sachs both as a FX trader and as an MD running institutional FX sales), as a consultant (McKinsey) and most recently at a quant-based FX advisory (CC Track Solutions). 

Mazen is a Senior FX Strategist for the Global Strategy team. Based in New York, Mazen provides strategic macro perspectives and tactical trading recommendations in G10FX for a wide range of institutional and corporate clients, as well as TD's trading desk. Mazen ranked Top 10 in FX Strategy in the 2022 Institutional Investor Survey (USA) and 1^st in Canada in 2021. Mazen was previously a Senior Macro Strategist based in Toronto, focused on North American markets, where he was a top-ranked macro forecaster of Canada by Bloomberg News in 2012 and 2013. Prior to joining TD Securities, Mazen spent a number of years at BCA Research as the lead analyst for Global Fixed Income Strategy. In that role he was responsible for providing macro analysis and investment recommendations for the developed markets. Mazen holds a Masters of Finance degree and a B.Com in Finance with a major in Economics from the University of Toronto.

Steve Fenty is Global Head of Currency Management at State Street Global Markets. State Street’s Currency Management business delivers agency execution and foreign exchange hedging programs to institutional investors and today is a leading provider of outsourced FX solutions globally. Prior to his current role, Steve established and led State Street Global Markets’ Portfolio Solutions Strategy Team, responsible for client trade-strategy consulting and product development across State Street’s multi-asset agency trading businesses. Steve has a Bachelor of Science degree in Operations Research and Industrial Engineering from Cornell University. He is a CFA charterholder and holds FINRA Series 7 and 63 licenses.

Garth Appelt is a Managing Director, Head of Foreign Exchange at Mizuho Americas. Prior to Mizuho, Garth was a Senior Managing Director at UBS where he was the Global Head of Emerging Markets, Global Head of G10 Foreign Exchange Spot FX, and Global Head of Precious Metals Trading. At UBS, Garth was a member of the FRC Americas Executive Committee and FRC Global Management Committee. Garth also served as a board member for the Emerging Markets Traders Association (EMTA). Prior to joining UBS, Appelt was a Portfolio Manager at Moore Capital Management specializing in G10 and Emerging Market directional and relative value strategies in foreign exchange, interest rates, credit and equities. Over a 25-year career, Appelt has also held positions at Goldman Sachs, Morgan Stanley, and JP Morgan in New York, Paris and London.

Ulf J. Lindahl, Chief Executive Officer, has 40 years of experience in currency research and in managing currency overlay and currency alpha portfolios for pension funds and family offices now applied at Currency Research Associates. The experience was gained at A.G. Bisset, which he co-founded in 1981. Ulf has published the Review of Emerging Trends since 1984 providing subscribers with advice they can trust on currencies, interest rates, equity markets and commodities. The Review of Emerging Trends is now published by Currency Research Associates.

Win Thin is the Global Head of Emerging Markets Strategy at Brown Brothers Harriman (BBH). He has a broad international background with a special interest in developing markets.  Prior to joining BBH in June 2007, he founded Mandalay Advisors, an independent research firm providing sovereign emerging market analysis to institutional investors.  Previously, Dr. Thin was a vice president and international economist covering major emerging markets in Asia and Latin America for Alliance Capital Management and HSBC. Earlier in his career, he worked at the U.S. Treasury and Columbia University.

Dr. Thin received a PhD in economics from Columbia University in 1995, specializing in International and Development Economics.  He received an MA from Georgetown University in 1985 and a BA from Brandeis University in 1983. His current research projects focus on developing and refining portfolio allocation tools for institutional investors.

Vineel Gujjar, is a VP at AI Center of Excellence for Asset Management at Fidelity Investments, where he oversees the development of AI technologies for portfolio management and predictive modeling. His areas of expertise also include Natural Language Processing and Deep Learning. 

Prior to his role at Fidelity, Vineel was a research scientist at GE Research, where he made significant contributions to the development of NLP models for GE businesses. Vineel has a master’s degree in computer science from the prestigious Indian Institute of Technology, and has four patents and several publications to his name. 

Divay is currently Director, FICC E-Trading & Market Structure at Bank of America. Based in London, Divay is responsible for defining and delivering Bank of America’s strategy on Electronic Trading and Market Structure in FX and Local Currency Trading. Previously, Divay was a Director of FX Products at CME Group managing the exchange’s listed FX franchise in EMEA, with a focus on Emerging Markets and FX Options. Prior to that, Divay held a number of roles on the sell-side in the FX and Derivatives space. Divay holds a Bachelor in Engineering and an MBA from University of Delhi

Andriy is a Head of Algo Development for Equities and FX at Precision Algos, Cantor Fitzgerald where he primarily focuses on the software development effort for the Equities and FX products. He also contributes extensively to Precision’s cross-assets algorithmic offering.

Andriy joined the Precision team from FXall/Thomson Reuters where he ran the FX SOR and algorithmic trading engine development. Prior to FxAll/Thomson Reuters, Andriy held a position of VP, Equities/Derivatives DMA & Quantitative Technologies at Jefferies. He has extensive experience in building algorithmic systems for trading Equities and FX.

Andriy graduated with a B.S. in Physics from the State University of Ukraine, Chernivtsi in 1996.

Mike Harris is the Global Head of Cross Asset Electronic Distribution covering FX, Rates, Futures and Equities.  His primary responsibilities including building RBC’s electronic Principal market making distribution to institutional, corporate and commercial clients, establishing and structuring engagement standards, outlining and performing optimization standards, expanding RBC’s riskless Principal suite of algo and developing industry leading cross asset analytic tools.

Simona Mocuta is the Chief Economist of State Street Global Advisors. In this role, she helps shape the team's views on key global economic developments and trends, produces forecasts and analysis for the G7 economies and key emerging markets, and presents these views to internal investment teams, clients, and the media. She is the lead author of the Weekly Economic Perspectives, produces thought leadership articles on a wide range of macroeconomic topics, and is a regular speaker at financial industry events. Simona is the current chair of the Economic Advisory Committee of the American Bankers Association.

Prior to joining State Street, Simona led the Asia macroeconomic practice at IHS Global Insight, where she oversaw the team's long-term economic forecasts and risk assessments for Asian countries and led the enhancement of the China Regional Economic Service.

Simona holds a Master's degree in International Economics from Suffolk University in Boston, MA, and an undergraduate degree in International Economic Relations from West University of Timisoara, Romania.

Margaret is a Quant and Risk Specialist with FactSet Research Systems, with a focus on quantitative and programmatic workflows related to factor evaluation, portfolio construction and risk management. She studied Finance at the University of Connecticut School of Business.

Kamil is a co-founder and CPO at Climate X, a financial services-focused and London-based data & analytics firm quantifying climate risk ratings and associated losses at an asset and company level scale.

Kamil is a statistician and econometrician with a passion for tinkering with all kinds of models that project the future. He has an extensive experience in risk management and treasury functions across tier 1 banks and consultancies globally, including Barclays, Lloyds Banking Group and Accenture.

Outside of Climate X, Kamil is a NED and a member of several climate-related initiatives. He’s also part of the ClimateTech Council.