Speakers

Speakers

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Stephen Edney

Head of Market Risk Quantitative Support

NATIONAL AUSTRALIA BANK

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David Maher

Associate Director, Market Risk

NATIONAL AUSTRALIA BANK

David is currently the Market Risk Oversight lead for Fixed Income and Interest Rate Derivatives. Prior to this he worked for 10 years as a quantitative analyst in model validation and development. This also included 4 years on NAB’s trading floor in London.  More recently, he has been implementing Machine Learning in the market risk space, including  applications to FRTB.

David holds a PhD in Pure Mathematics from UNSW, and a BSc from Macquarie University, Sydney.

Anoop Varghese

Head of Models and Actuarial Systems

AMP