Irina Ursachi is an independent Risk Management consultant. She has over eight years of experience in the banking industry, managing international projects in various European jurisdictions such as UK, France, and Germany. Her expertise covers the design and specification of business processes as well as the implementation of regulatory requirements, trading systems, and valuation models. Mrs. Ursachi is an active contributor to research projects and publications in the area of Risk Management. Prior to becoming an independent consultant, she has worked for the consulting companies d-fine and KPMG. She holds a Master’s degree in Mathematics from the University of Kaiserslautern.
Director, Financial Resource Management
Ali is currently a Director in the Financial Resource Management group at TD Securities. The group is responsible for measurement and management of xVAs including capital management for TD Securities, where he is also a member of the Global Credit Trading group. Before this position, he was responsible for model development of TD Securities risk model (Counterparty Credit Risk, Market Risk and Stress Testing). Prior to that role, he was at Scotiabank, Oliver Wyman, and Harvard University. He holds a PhD in theoretical physics.
Solum Financial Derivatives Advisory
Jon Gregory is an independent expert specialising in counterparty risk and xVA related projects. He has worked on many aspects of credit risk in his career, being previously with Barclays Capital, BNP Paribas and Citigroup. He is author of the book “Counterparty Credit Risk: The new challenge for global financial markets” (now in its forth edition) and “Central Counterparties: The Impact of Mandatory Clearing and Bilateral Margin Requirements on OTC Derivatives”. He is a senior advisor for Solum Financial Derivatives Advisory and a faculty member of the Certificate of Quantitative Finance (CQF). He also serves on the Academic Advisory Board of IHS Markit and is a Managing Editor of the journal Quantitative Finance.
Jon holds a PhD from Cambridge University.