Dr. Stephan Simon
Head of funding strategy & deposit analytics
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.
Expert green loan portfolio manager
Raiffeisen Bank International
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.
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.
Senior manager funding strategy & deposit analytics
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.
Market Risk Manager
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.
Dr. Stephan Süß
The Boston Consulting Group
Dr. Andreas Bohn
McKinsey & Company, Inc.
Andreas is a Partner in McKinsey's Frankfurt Office. He is a Risk Expert for treasury as well as market and counterparty credit risk. He works for international active Tier 1 and Tier 2 banks in Europe, Americas and Middle East. Andreas has authored and co-authored relevant articles and books, including “The Handbook of ALM in Banking”. Furthermore, he has been presenting at relevant industry and academic conferences.
Berend is manager within Deloitte Financial Risk and focuses on Asset & Liability Management (ALM) in the banking sector. He has broad and international experience in model development and validation for regulatory and economic capital models for credit, market, interest and liquidity risk. Specifically he performed and managed model development projects for interest rate risk and liquidity risk models for non-maturing deposit (NMD) portfolios at different banks in and outside of the Netherlands.
- Graduate programme in Management (summer programme) at Harvard University (2019);
- GARP certified Financial Risk Manager, passed level I and II exams with top rating on every topic (2016);
- MSc in Econometrics (Cum Laude) with specialisation in Quantitative Finance, Erasmus University Rotterdam (2016);
- Honours BSc in Econometrics & Actuarial Science, University of Groningen (2014).
Rienk is consultant within Deloitte Financial Risk and focuses on Asset & Liability Management (ALM) in the banking sector. Previously he wrote his thesis at the same department on the valuation of interest rate derivatives. In particular, he implemented the LIBOR Market Model in a multi-curve framework to value Bermudan swaptions.
- MSc in Quantitative Finance and Actuarial Science (cum laude) from Tilburg University;
- BSc in Econometrics and Operations Research, obtained from Tilburg University.