All of our courses are delivered by knowledgeable and experienced industry practitioners. Here are some of the recent tutors who's sessions received excellent feedback from the course participants:
Anna Holten Møller
Senior Risk Analyst
Director, advisory & oversight, GRM operational risk, corporate functions
Jeremy is Director, Operational Risk, Corporate Functions at RBC. Within his current role, Jeremy is responsible for providing Oversight and Challenge to RBC’s Technology and Operations, Human Resources, Finance, Group Risk Management, Compliance, AML, Internal Audit and a collection of units within the CAO globally. Jeremy has 20 years of financial industry experience, including 7 years in reporting and oversight roles in the CAMLO office of RBC, 5 years as an Operational Risk Advisor at TD and RBC, and 3 years in Internal Audit at TD Financial Group. His team has successfully rolled out a Program Maturity Assessment across the Corporate Functions at RBC to objectively evaluate the breadth and maturity of the Operational Risk Program in each unit, thereby allowing management and the lines of business the ability to understand the level of embeddedness of the Operational Risk Management program in Corporate Functions.
Dr, Ariane Chapelle, is Honorary Reader at University College London and is an internationally recognised trainer and consultant in Risk. She teaches at UCL 'Operational Risk Measurement for Financial Institutions’ and is a Fellow of the Institute of Operational Risk..
In 2019, the firm received the Risk.net Award for ‘Outstanding Achievement in the Year in Operational Risk’. She published at Wiley Finance Series the textbook Operational Risk Management: Best Practices in the Financial Services Industry, in December 2018 that rapidly became the No.1 best seller in its field and is now translated in French by Pearson France. In 2020, the book got elected “Book of the Year” by risk.net.
Dr. Chapelle founded and runs her adivsory and training practice in risk management, serving all sizes of financial organisations and international institutions, including central banks and UN agencies. She is a former holder of the Chair of International Finance at the University of Brussels with backgrounds in internal audit, credit risk and investment risk. She has been active in operational risk management since 2000 and was formerly head of operational risk management at ING Group and Lloyds Banking Group.
Head of execution for WMR traded risk stress testing
Rohan Kataria is the Head of Execution for Traded Risk Stress Testing at HSBC since early 2019. He is responsible for Planning, Execution and Delivery of Trading Risk Stress Testing at the Group Level, includes both Market Risk and Counterparty Credit Risk. He is involved in various stress tests submissions, including PRA and EBA.
Previously Rohan worked with Credit Suisse in London for 8 years. His recent role was an ICAAP Market Risk Manager. He was responsible for Pillar 2A assessment for Market Risk for UK legal entities. Overall, Rohan has 15+ years of experience in various roles including but not limited to stress testing, scenario analysis, front-to-back processes, trade lifecycle, regulatory capital & reporting.
Rohan holds an Executive MBA degree from London Business School and is FRM (GARP) certified. He did his graduation in Electrical Engineering from Indian Institute of Technology (IIT) , Mumbai.
Director of sustainable finance ( former CFO, sustainable finance, HSBC)
Rebecca is South Pole’s Director of Sustainable Finance. With over 20 years experience in the financial sector, she leads the practice in bringing climate science based products and services to the financial sector at scale. Prior to joining South Pole, Rebecca was Chief Financial Officer (CFO) of Sustainable Finance at HSBC Holdings plc based in London. Here she was responsible for the group-wide financials relating to Sustainable Finance products.
In addition, Rebecca was responsible for HSBC’s external ESG reporting and investor relations activity – including the Task Force on Climate-related Financial Disclosures, CDP questionnaire process and group-wide sustainability risk policies, such as agricultural commodities.
senior manager of structural interest rate risk
Lead quantitative specialist
Maria Kostova has over 16 years of experience in regulatory risk with specific focus on expected credit loss methodologies and internal ratings based approach valuation techniques.
Her significant focus of expertise resides in model development, validation, risk governance, capital allocation mechanisms and financial stability frameworks across Pillar 2A and 2B types of risk- credit, market, liquidity, concentration, IRRBB and model risk management. During her career, she has been predominantly engaged in top tier banking groups in the United Kingdom, the Netherlands and Spain, allowing her to acquire a comprehensive IFRS9 and A-IRB credit risk modelling expertise in PiT/TTC PD, LGD, EAD development and excellent understanding of internal capital adequacy requirements (ICAAP/ ILAAP) alongside risk weighted asset adjustments, Liquidity Restructurings and Stress-testing techniques.
She is specialized in banking and finance with strong emphasis on statistics and microeconomics in the United States, where this substantial exposure on logistic and linear regression methodologies in statistics for retail and corporate portfolios has been developed and practiced in accordance with Basel/ BIS/ ECB/EBA regulatory frameworks and the PRA requirements in the UK.
founder and visiting lecturer
Queen Mary University of London
Saeed Amen is the founder of Cuemacro. Over the past fifteen years, Saeed Amen has developed systematic trading strategies at major investment banks including Lehman Brothers and Nomura. He is also the author of Trading Thalesians: What the ancient world can teach us about trading today (Palgrave Macmillan) and is the co-author of The Book of Alternative Data (Wiley), due in 2020.
Through Cuemacro, he now consults and publishes research for clients in the area of systematic trading. He has developed many Python libraries including finmarketpy and tcapy for transaction cost analysis. His clients have included major quant funds and data companies such as Bloomberg. He has presented his work at many conferences and institutions which include the ECB, IMF, Bank of England and Federal Reserve Board. He is also a co-founder of the Thalesians.
Director, financial services risk consulting, credit risk and ESG risk
Radka Margitova is Director in PwC, who helps financial institutions to deal with their challenges around finance and risk regulations, credit risk management, data & reporting, credit risk modelling, processes & governance and the holistic ESG risk integration in risk management.
Radka has a quantitative background - master’s degree in financial mathematics - with over 13 years of experience in risk management in the financial sector. She has led a number of significant engagements with a particular focus on credit risk, ESG risk integration, stress test and IFRS 9. Since joining PwC in 2015 she is founding member of the international PwC IFRS 9-Impairment Task Force, is Basel IV work stream leader credit risk and currently she leads the PwC European network of EBA Guideline on Loan Origination and Monitoring and the PwC ESG risk integration initiative.
Armel R. Kouassi
Northern Trust Corporation
Dr Matteo Formenti
FTP (fund transfer pricing) team manager
Matteo Formenti joined the group internal validation in the market risk unit of UniCredit in 2013 working on validating the Market, CCR, ALM, IFRS-13 and Pillar II internal models.
Previously he worked for 3 years in Deloitte developing the methodology. He holds a M.Sc. in Economics and a Ph.D. in Finance.
Head of group treasury
Senior Executive practiced in leveraging internal Assets & Liabilities structure/management and product skills to drive productivity and revenue across diverse platforms. Optimize internal assets and liabilities to deliver maximum client return/value.
Head of XVA quant modelling, and AI innovation lead
MUFG Securities EMEA plc
Chris Kenyon is head of XVA Quant Modelling, and AI Innovation lead at MUFG Securities EMEA plc. Previously he was Head of XVA Quantitative Research at Lloyds Banking Group, head quant for Counterparty Credit Risk at Credit Suisse, and (post-crisis) Head of Structured Credit Valuation at DEPFA Bank Plc. He is active in XVA research, introducing KVA and MVA, with Andrew Green, in Risk papers 2014-15 and their accounting treatment in 2016-17, as well as PFL as the replacement for PFE (2019). He publishes mostly in the Cutting Edge section of Risk magazine (5th most published 1988-2018, and 3rd most cited in 2017), co-wrote “Discounting, LIBOR, CVA and Funding” (Palgrave 2012) and co-edited “Landmarks in XVA” (Risk 2016). He has a Ph.D. from Cambridge University and is an author of the open source software QuantLib.
LIBOR Transition SME
National Australia Bank
Daniel is the SME to National Australia Bank’s Financial Benchmarks Project. Based in the UK branch he is advising on new RFR product development, customer outreach and internal training and monitoring industry trends across London and New York. Daniel is a member of the Bank of England’s Cash Legacy Transition Task Force. Prior to working at NAB, Daniel has worked on a number of large scale regulatory and market structure change projects across major financial institutions