Howard P. Haughton
Quantitative Financial Risk Expert
Dr Haughton is an international recognized quantitative financial risk expert, industry consultant and senior research fellow specialising in computational finance for more than 30 years.
Following completion of this PhD in Mathematical Computer Science (1989), he has held a series of senior positions in risk and capital markets within large financial institutions including those related to mathematical modelling (Lloyd’s Register), model validation ( JP Morgan Chase), which lead to global directorships at Deutsche Bank (money markets and derivatives risk), Merrill Lynch (establishing the quantitative credit risk function), and at Dresdner Bank AG (mathematical methods and software implementation, pricing derivatives and structured products).
A career shift resulted in taking on the role of Chief Risk Officer and co-Head of Treasury at a Building Society while serving as an Adjunct Professor of Finance at the University of Technology, Kingston.
He subsequently took on the role as Quantitative and Economic Advisor to the Commonwealth Secretariat, UK (2015-2018).
His most recent work in the field of sustainable development has enhanced awareness as to how sovereign contingent liabilities and financing for development can be better achieved. He has provided policy advice to sovereign states globally related to sovereign wealth funds, infrastructure development, debt and capital management and project financing.
Dr Haughton’s advisory services and research extends to that of leadership, corporate governance, diversity and inclusion. In this respect he has developed a framework for achieving inclusive leadership primarily in financial institutions.
He has published widely across a number of subject areas including the recent The Woken Leader (2020).
Dr Haughton holds advanced degrees including a PhD in Mathematical Computer Science (Wolverhampton University) an MBA in Financial Strategy from Oxford University Said Business School, and a Master’s degree in Mathematical Finance (University of York, with distinction).
His professional qualifications include Chartered Risk analyst (AAM), Chartered Wealth Manager (AAM, Chartered Asset Manager (AAM), Chartered Portfolio Manager (AAM) and Certified Treasury Professional (AFP).
For more than six years, Dr Haughton has been a visiting senior research fellow at King’s College London specialising in computational finance where he is responsible for the coordination of the core module of the MSc in Computational Finance and teaching industry leaders within financial institutions.
Risk Reward Ltd is delighted to have Dr Haughton join the C-Suite Innovation and Leadership Executive Debriefs, risk management suite and and quantitative experts team in 2011.