Speakers

Speakers

Course speakers

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Dr. Stephan Simon

Head of funding strategy & deposit analytics

Deposit Solutions

Dr. Stephan Simon is a leading European expert on Treasury, balance sheet and financial resource management. He has driven and developed Oliver Wyman's work in the Treasury space across Europe, covering a wide range of strategic topics from capital, liquidity and IRR management and optimization via technical work on IRRBB, deposit and liquidity modelling to Treasury governance, regulation and infrastructure topics. Prior to joining Oliver Wyman he has done a PhD and empirical research on ALM of financial institutions as well as worked on a wide variety of strategic FS topics as a consultant at McKinsey. He has first hand experience in liquidity management and restructuring during the financial crisis 2008. Stephan leads the Funding Strategy & Deposit Analytics team at the FinTech Deposit Solutions since 2019.

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Vera Economou

Senior Green Loan Portfolio Manager

Raiffeisen Bank International AG

Vera has been working at Raiffeisen Bank for 8 years and is responsible for Green Loan Portfolio management. She is involved in methodological development of Group-wide risk models of expected cash flows realization and future behavior of customer loans, deposits, and off-balance sheet products.

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Dr. Csaba Burger

ALM Treasury data scientist

BNP Paribas Germany

Dr. Csaba Burger, CFA, is an experienced financial professional with a demonstrated history of modelling the interest rate risk of the banking book (IRRBB), as well as other risk and data science-related topics in the financial services industry. He obtained his Doctor of Philosophy (Ph.D.) from University of Oxford with a focus on occupational pensions. Prior to his PhD, he worked for the Global Banking Profit Pools of McKinsey & Company. After graduation, he was active pursuing various risk and data science-related projects, and re-joined University of Oxford as a Visiting Research Associate for a period of time. Today, he is the ALM Treasury data scientist at BNP Paribas Germany.

Emil Avsar

Quantitative analyst

Barclays

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Arash Dargahpour

Senior manager funding strategy & deposit analytics

Deposit solutions

Arash Dargahpour is a European expert on risk, modeling and data management. He has driven and developed Oliver Wyman's work in the Financial Services space across Europe covering strategic topics around risk models, stress testing, innovative data sources (news aggregators, social media etc.) and new analysis tools (e.g. natural language processing, machine learning). Prior to joining Oliver Wyman he studied economics in Mannheim, completed the post-graduate program of the Kiel Institute of the World Economy and worked as a consultant on FS topics at BearingPoint. Arash joined the Funding Strategy & Deposit Analytics team at the FinTech Deposit Solutions in 2019.

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Toni Woelk

Market Risk Manager

Deutsche Bank

Toni works for Deutsche Bank and leads a team in MRM looking after ALM activities globally. The core work within his role is the development and parametrization of behavioral IRRBB models together with the Treasury ALM functions. The role furthermore includes the related IRRBB Risk Appetite Framework for the firm and its divisions and the oversight of the central overlay hedging strategies. He has worked in the financial industry for 15 years, former roles included MRM activities for Rates and Money Market trading desks.