Head of model risk management
ICE Clear Europe
Deputy head of default management
I have worked as a market maker for equity derivatives, US and Europe equities from 2008 to 2012.
After a short intermezzo in Technology consulting for one year I started with Eurex Clearing.
Eurex Clearing from 2014:
We built up the default management process more or less from scratch. I have been the deputy for the default management section since 2015 and I am heading Default Management Trading after we split the section into two units, trading and design.
Senior director and deputy head of clearing risk
ICE Clear Europe
Atsushi Maruyama is a Senior Director and Deputy Head of Clearing Risk at ICE Clear Europe, part of Intercontinental Exchange (ICE). Prior to joining ICE in 2013, he worked as Head of Risk at Unipec UK and Mitsui & Co. Energy Risk Management Ltd, among other commodity trading risk roles. He holds CQF, ERP and MSc in Finance from London Business School with concentration in quantitative finance.
Chetan Joshi is the founding partner of Margin Reform, a boutique management and information technology consultancy that provides advice and solutions to firms who require help navigating through their challenges in the margin, collateral and legal domains. Chetan has over 20 years’ experience in the collateral domain, having held roles in Operations, Technology, Front Office and Consultancy. Chetan is a regular speaker at industry conferences and webinars and has delivered workshops and training sessions on collateral specifically focused on the Uncleared Margin Rules (UMR). Margin Reform believes that with an experienced focus on the design and structure of the approach to UMR, the chances of a positive transformation and implementation experience are multiplied.
Senior Lead – IBOR Transition programme
Lloyds Banking Group
Maurizio Garro works as a Senior Lead BA for the IBOR Transition programme at Lloyds Banking Group, where he is leading the delivery of the changes required for models, curves and products for the transition to the alternative risk-free rates for the Front and Back book. His background is in quantitative risk management, Model Risk, Market Risk, Counterparty Credit Risk, Pricing, Liquidity and Stress Testing.
He has a long-standing experience as an internal auditor, consultant and banker in model risk management and previously worked in the Development and Validation teams of top-tier financial institutions in Europe, U.S., and the U.K. for over 15 years.
Maurizio is a frequent speaker on various topics in risk management, a member of the Institute of Internal Auditor and the Director of the Global Association of Risk Professional (GARP) London Chapter.
He has been supporting as mentor start-ups involved in the development of AI/Machine learning products.
Maurizio Garro received his Master Degree in Economics from the Bocconi University of Milano and a certificate in Financial Risk Management (FRM) from GARP.
Head of Traded Risk CCP Risk Management