Thomas Obitz is the founder of RiskTransform, a specialist consultancy focussing on risk transformation and business architecture for risk. He is both a certified Financial Risk Manager (GARP FRM) and a TOGAF certified enterprise architect. Thomas has more than 18 years of experience in the IT industry, and 15 years in Financial Services, in particular in Investment Banking and Capital Markets.
Thomas has experience leading large-scale enterprise wide transformation programmes in particular in risk related initiatives. He has worked with enterprise architecture groups reviewing and developing application landscapes and IT capabilities, in alignment with the corporation’s processes and value propositions. At the moment, his key focus area is the impact of the Fundamental Review of the Trading Book (FRTB).
Global head of financial solutions
Arpit is the global head of financial solutions at MathWorks. He is responsible for the global expansion of firm's financial services business in the areas of quantitative modeling and AI / Machine Learning.
He has 12 years of experience in quantitative finance domain working with consulting firms, risk product development firm, and Investment bank. He has led large and complex quant engagements for top investment banks, commercial banks, hedge funds, insurance firms, and other capital market firms in the Americas, Europe, and APAC regions. He also established Quant Risk Modeling & Derivatives Valuations group at KPMG Global Services (India).
He has expertise in Market Risk, Counterparty Credit Risk (CVA, DVA), Capital (FRTB, BASEL 2.5), LIBOR Transition, Predictive Analytics, Stress Testing, Risk Margin (ISDA SIMM), Portfolio Valuations & Risk Analytics, Treasury Analytics, Asset Liability Management, Hedge fund trading strategy, and Model Risk (Fed SR 11-7, EU TRIM).
He has advised top leaders at JP Morgan, Goldman Sachs, Morgan Stanley, BAML, Deutsche, HSBC, UBS, Credit Suisse, Citi, Barclays, BNPP, Santander, Capital One, SunTrust, MUFG, Fidelity, TD Ameritrade, Oppenheimer, S&P, Prudential, Bermudan Monetary Authority, etc.