Assad Bouayoun has over 15 years of quantitative analysis experience in investment banking. He is a quantitative finance specialist focusing on total valuation including funding and capital cost, xVA, risk, stress and reverse stress testing. He was responsible for designing industry standard hedging and pricing systems in equity derivatives during his time in Commerzbank, and had the same responsibility in credit derivatives while working for Credit Agricole, and also in xVA in institutions like Lloyds, RBS and Scotiabank. He lead the modelling team responsible for the research and development of the simulation engines used for exposure computation within HSBC in London. Now he is XVA and Credit Derivative quantitative analyst at Daiwa Capital Market.
During the different projects Assad has undertaken in quantitative finance, he integrated new technologies such as Cloud, GPU and QPU; new design (parallelization using graphs) as well as new numerical methods such as AAD. He also participated to the firmwide data standardization and integration that are essential aspects of the success of these projects. He is also leading an effort to leverage quantum annealing for financial quantitative reverse stress testing.
He holds a MSc in Mathematical Trading and Finance from Cass Business School and an MSc in Applied Mathematics and Computer Science from UTC (University of Technology of Compiegne, France).

Experienced Treasury Finance & Operations Professional, with a 15yr+ demonstrated history of working in the banking industry. Skilled in Liquidity, Balance Sheet Management & Funds Transfer Pricing, Derivative Risk / Collateral Optimization and Data & Process Re-engineering. Regular speaker at external professional forums on liquidity & collateral matters. A graduate from University of Birmingham

Biography Coming Soon

My team of quants and technologists have responsibility for building trading book models and optimisation and monitoring tools for capital, initial margin, attributions, hedge efficiency, stress testing, valuation adjustments and model risk management. With a hybrid background in quantitative finance, engineering, economics, markets, regulation and business strategy, I have a keen interest in expanding the role and application of data, technology and analytics in new areas of finance especially associated with trends linked to ESG, De-Fi and new business models

Biography Coming soon

Volker Duenger is a Managing Director at UBS covering asset and liability management as second line of defence within Treasury Risk Control. In his professional career, he has worked for DZ Bank, UBS and Morgan Stanley in Frankfurt, London and New York in various roles covering Market Risk, Risk Analytics & Treasury Risk, and lead the Libor transition for Risk Control. Volker holds a Ph.D. in Mathematics from the University of Karlsruhe, and a master degree in Mathematics from Kent State University.

Biography Coming soon

Germar is Head of Division in ECB’s Directorate General Systemic and International Banks, which is in charge of the line supervision of G-SIBs. He is overseeing several Joint Supervisory Teams as well as project work related to the implementation of new regulatory approaches. Before joining ECB in 2014 from the German Federal Agency for Financial Market Stabilisation, he was responsible for the oversight over German public banks that benefitted from state support as well as the development of resolution plans. Following university studies in physics and business administration, Germar has worked in commercial banks since 1997, mainly in risk controlling and portfolio management roles

Libor Krkoška has been Deputy Director, Country Strategy at the EBRD since November 2018. He joined the EBRD in 1997, initially working in the Chief Economist Office and then as the Head of Office in Moldova, Bosnia and Herzegovina, and Cyprus. Before coming to the EBRD, Libor was a researcher in the Economic Institute of the Czech Academy of Sciences from 1994, and, prior to that, worked for Česka Pojistovna, the largest Czech insurance company. Libor holds a Ph.D. in Economics from CERGE-EI in Prague, was a Fulbright Scholar at the University of Pennsylvania, and obtained a Masters degree in Mathematics from Charles University in Prague.

Robert Maringer has been shaping the Global Liquidity Risk Management function at Credit Suisse from its early days in 2015. He heads the Risk Appetite, Monitoring and Data Analytics area, and is business owner of the limit monitoring and analysis infrastructure on a big data platform.

Prior to that, he worked as Head of Valuation Control Switzerland at Credit Suisse for 8 years. He had started off his career as a consultant and software developer in ALM analysis.

He holds 2 master’s degrees from the University of Linz (Austria), in Technical Mathematics and in Business and Economics.

Mauricio Masondo is the Head of Wholesale Credit Portfolio Management, part of in-business Institutional Credit Management division at Citi.
Mauricio is a Senior Credit Officer and has worked in Sao Paulo, London, New York, and Seoul, across different businesses and functions. He’s currently leading the build-out of the Portfolio Management function working closely with the Risk Management organization.

Biography Coming soon

Dimitris Papathanasiou is the Head of Global Funding Concentration and International Treasury risk at Credit Suisse. He joined the bank in 2016 and for 6 years was the Head of EMEA treasury and liquidity risk. Before that he was the Head of the Front Office for 6 years and acting Group Treasurer for 7 months in CocaCola HBC. Earlier he has worked as risk manager and portfolio manager in Kaupthing Bank. At the early stages of his career he had various roles as treasury auditor and equity analyst. Dimitris holds an MSc in Finance and Investments and is a Chartered Financial Analyst,

Stephan Pouyat is a serial entrepreneur, Managing Director of TheDigitalEconomist, Founder of BleuMotion, and Board Member of 1BusinessWorld. He is a global leader in capital market and financial integrity. Over his two-decade career at Euroclear, the largest cross-border financial market infrastructure of the world (€33 tn), Stephan developed an unblemished reputation in ensuring global financial transactions flowed with accountability, transparency, integrity, and validity. He is a seasoned and trusted adviser to government leaders and holds a polytechnic degree from EPFL (Lausanne, Switzerland) and an Executive Program from HBS.

Biography Coming soon

SURESH SANKARAN is the head of model risk governance at Metro Bank where he oversees the setting out of the bank’s expectations in respect of practices relating to model governance. Suresh provides oversight to regulatory and statutory requirements and the bank’s high-level approach to achieving compliance. Suresh is responsible for framing the bank’s approach to managing model risk exposure, and is in charge of the bank’s internal framework that controls the processes for model development, validation and usage, assigns responsibilities and roles, and ensures a properly documented approval process for model development, validation, implementation, and use.

Jeff Simmons joined MUFG Bank in June 2014 as the Head of Enterprise Risk, tasked with creating the function. He has been involved intensively with the enhancement of the Risk Management framework in MUFG Bank (Europe). This has involved him in the formation of an Enterprise Risk function in Amsterdam tasked with delivering the full range of regulatory submissions. In April 2018 he transitioned to MUFG Securities to become involved in the Brexit project. In this capacity he is the CRO for MUFG Securities (Europe) N.V. the Dutch subsidiary of MUFG Securities (EMEA).

Prior to joining the bank he spent some 20 years specializing in best practice Risk Management including Market Risk, Credit Risk, Risk Model Validation and Regulatory Risk consulting. As well as have line management responsibilities in various institutions he has also gained extensive experience in implementing Risk Management frameworks from both a technical and operating model based perspective.

Michael Sparks is the Chief Risk and Compliance Officer responsible for risk management and compliance oversight of the Issuer Services businesses at BNY Mellon.

With over 20 years of experience in financial services, Michael has risk management and first line business experience covering global custody operations, on exchange and OTC clearing and settlement, debt and equity capital markets servicing, equity and FX trading, transaction banking and private client stockbroking.

Michael began his career at Abbey Stockbrokers (part of the Santander Group), going on to join BNY Mellon in 2000. In that time, Michael has held first line management roles in Pershing’s Retail Brokerage Middle Office and Risk Management roles aligned to Pershing, Securities Operations, Global Collateral Management, ABN Amro Mellon, Corporate Trust, Depositary Receipts and Treasury Services.

Biography Coming Soon

Chen has 16 years of experience in risk management and Treasury at Chinese, American, and German banks in London. As the Deputy Head of Treasury at China Construction Bank London Branch, he is in charge of business management within Treasury, covering bank-wide funding, liquidity, money market trading, bond issuance & investment and FX & IR trading. Previous roles include Market Risk Manager VP at Bank of America Merrill Lynch, covering complex interest rate options, short term interest rate trading, G10 FX and commodities. Chen holds a PhD degree in Electrical Engineering from Imperial College London. He is a CFA charter holder and Energy Risk Professional.

George joined Deutsche Bank as an MD in Market Risk in the New York office in October 2016. He was previously at GE Capital in Connecticut where he headed up Market Risk Globally. In July 2017, George relocated to London and currently heads up the Global Business Aligned Market Risk team and is the CRO for Treasury. Prior to GE Capital, George spent ~2 years at Royal Bank of Canada in London, heading up Market and Liquidity Risk for its UK-based subsidiary, ~13 years at Merrill Lynch in various business and senior Market Risk roles in their Global Markets Group in NY and London. He holds a Masters in Business Administration from the London Business School and a Bachelors of Science from Fordham University in New York.
George is an American citizen, married and has 3 children. 2 are now living and working in New York City and the youngest is attending Northeastern University in Boston in the US.

Frederic Zana is Head of a Quantitative Structuring Team in securitisation, Global Market Division CACIB. He is a former student of the Ecole Normale Supérieure de Paris, holds a PhD in mathematics and a Master in Economics. He has started in economic capital modelling at AXA bank, then moved to CACIB in 2001 to be responsible for the economic capital modeling, profitability measures and pillar 2’s methodologies. He became deputy head of capital management at Credit Agricole SA from 2009 to 2018 and developed pillar 2, capital planning and regulatory insight. Now in charge of quantitative structuring, he aims to improve regulatory treatment of securitisation and develop European markets.

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