2023 Speakers and Advisory Board

Jeremy Arnold joined NatWest Markets as chief risk officer in September 2018 and is responsible for leading the organisation's risk function by defining and delivering risk, conduct, compliance and financial crime strategies to support its ambition, strategy and risk appetite. He has extensive experience, spanning a variety of roles in trading and risk management over the past 30 years at a number of leading global financial institutions.

Chris Knight took the role of group chief risk officer (CRO) in May 2021. For the previous three years he had been the chief executive of Legal and General’s retail retirement business, where he led the expansion of annuity propositions, developed one of the leading providers of lifetime mortgages and launched our financial advice and care businesses. Knight also serves as Legal and General’s customer champion, representing retail customers’ interests across the whole product range, a perspective he brings to his CRO role. He has previously held positions at Legal and General of finance director of the international division, and chief financial officer of Legal & General Assurance Society. Knight has a first-class economics degree from King’s College, Cambridge and has worked on four continents in a career spanning more than three decades. He is a Fellow of the Institute and Faculty of Actuaries.

Hanna Sarraf is a senior risk management executive, with over twenty five years’ experience in developing and implementing risk and regulatory management frameworks that deliver effective results in the financial services industry. He is currently the Chief Risk Strategy Officer at Starling Bank and was previously the Group Chief Risk Officer at Bankmed, a regional corporate, retail and private banking organisation with operations across the EMEA region. Prior to joining Bankmed, Hanna was the Group Executive, Head of Risk Strategy at Bank of Ireland and previously held senior risk and regulatory management consulting roles at Ernst & Young, KPMG and Accenture in the UK and globally.

Hanna’s international industry and client consulting experience spans a wide range of risk and regulatory management roles both at the strategic and execution levels gained with leading financial services organisations across all major industry segments in a wide number of geographic markets.

He holds a Specialised Master’s degree in Financial Engineering from the École Supérieure des Sciences Économiques et Commerciales (ESSEC) and an MSc in Finance from Dauphine University in France. He has authored many articles on financial risk management and is a frequent speaker at leading UK and international conferences.

Trevor Leydon oversees Aviva Investors' portfolio construction and risk for multi-asset strategies, providing overarching quantitative discipline to the portfolio management process. This includes monitoring and providing risk parameters for individual portfolios and top level reporting to senior management. Prior to joining Aviva Investors, he was responsible for UK and Ireland risk control at UBS Global Asset Management. Leydon joined the industry working for HSBC's investment bank in risk before moving to Santander's global banking and market risk team. He holds a masters degree in accounting and finance from the University of Ulster, having graduated from Dublin Business School. He is also a fellow of the Association of Certified Chartered Accountants.

Julien joined Artemis in November 2019 to build their investment risk capabilities from the ground up including Market risk, credit risk, Liquidity risk & ESG risk oversight across all the mandates managed on behalf of clients. Prior to Artemis, Julien headed the front office investment risk team at Janus Henderson covering the EMEA mandates across asset classes. His responsibilities covered market risk advisory and oversight, liquidity risk management and support into the front office governance framework including best execution and product governance support.  Julien graduated from Brussels Free University in 2004 in Applied Economics and has completed the Certificate for Quantitative Finance and the CFA program.

Duncan Wood is the London-based editor-in-chief of Risk.net. He was promoted to the role at the start of 2015, to lead the editorial reorganisation of the website and its print titles. Wood had been editor of Risk magazine since July 2011. He rejoined Risk as European editor in October 2009, having originally worked for Risk and Asia Risk in London and Hong Kong as a writer and researcher between 1998 and 2000.
In the intervening years, Wood was news editor for the Oliver Wyman-founded online start-up ERisk.com. He also worked freelance for six years while living in Germany, with his work featuring in Euromoney, Financial News, IFR, and The Wall Street Journal, as well as Risk magazine and its sister titles. Wood has written about derivatives and risk throughout his 17-year career in journalism. He is a Neal Awards finalist, and has won Incisive Media's journalist and editor of the year awards.

Andreea Petreanu is currently Head of Credit Risk Management at Mizuho International in London. Over the past 20 years, she has had various risk management roles with global investment banks such as Morgan Stanley, HSBC, Merrill Lynch, Bank of America and VTB Capital. Andreea is also an Independent Non-Executive Director and Chair of the Risk Committee of Globalworth, a leading real estate investment company in Central and Eastern listed on AIMS with portfolio value over EUR3bn.  Andreea’s educational background includes an Executive MBA from the University of Cambridge, Judge Business School and an MSc in Insurance and Risk Management from City University, CASS Business School. She is also an Associate of the Chartered Insurance Institute in London.

Ilja Faerman is vice-president and head of client solutions group at Numerix. He has successfully delivered projects across Europe, the Middle East and Africa, covering pricing of complex derivatives in multiple asset classes and calculating market and counterparty credit risk figures for large portfolios of simple and complex instruments. Prior to joining Numerix, Faerman worked as a financial engineer and model validation analyst at Thomson Reuters. He holds a bachelor of science degree in business and computer science from the University of Rostock and an masters of science degree in finance from the Frankfurt School of Finance and Management.

Dina Tsarapkina is the Co-Chief Investment Officer and co-founder of Syncretic Capital, a new cyclical multi-strategy hedge fund focused on digital asset markets. Prior to launching Syncretic Capital, Dina was at Bridgewater Associates for 4+ years where she worked for Co-Chief Investment Officer Bob Prince, prototyping new investment and portfolio concepts, as well as in trading analytics assessing trade execution and market liquidity. Alongside her co-founder Ross Tan, she helped originate and lead Bridgewater’s research on the crypto and digital assets space from late 2020. Prior to her time at Bridgewater, she worked as a quant at Goldman Sachs within private markets, and in exotic derivatives at Scotiabank. She has a Master in Quantitative Finance from the University of Waterloo, and a Bachelor in Scientific Computing & Numerical Methods (1st in class), and Financial Modelling (also 1st in class) from the University of Western Ontario. 

Christian Bluhm became a member of the GEB and was appointed Group Chief Risk Officer of UBS Group AG and UBS AG in January 2016. He joined UBS from FMS Wertmanagement, where he had been Chief Risk & Financial Officer since 2010 and Spokesman of the Executive Board from 2012 to 2015. From 2004 to 2009, he worked for Credit Suisse, where he was Managing Director responsible for Credit Risk Management in Switzerland and Private Banking worldwide. Mr. Bluhm was Head of Credit Portfolio Management until 2008 and then Head of Credit Risk Management Analytics & Instruments after the financial crisis in 2008. From 2001 to 2004, he worked for Hypovereinsbank in Munich in Group Credit Portfolio Management, heading a team that specialized in Structured Finance Analytics. Before starting his banking career with Deutsche Bank in Credit Risk Management in 1999, he worked as a postdoctoral fellow at Cornell University in Ithaca and as a scientific assistant at the University of Greifswald. Mr. Bluhm holds a degree in mathematics and informatics from the University of Erlangen-Nuremberg and received his PhD in mathematics in 1996 from the same university.

Jeremy Arnold joined NatWest Markets as chief risk officer in September 2018 and is responsible for leading the organisation's risk function by defining and delivering risk, conduct, compliance and financial crime strategies to support its ambition, strategy and risk appetite. He has extensive experience, spanning a variety of roles in trading and risk management over the past 30 years at a number of leading global financial institutions.

Nick Silitch was recently senior vice president, chief risk officer of Prudential Financial, Inc. In this role, Silitch oversaw Prudential’s risk management infrastructure and risk profile across all business lines and risk types. Under his direction, his team developed models, metrics, frameworks and governance to manage risk, and works with internal corporate partners and business groups to identify, assess and prioritize risk across the company. He was chairman of the organization’s Enterprise Risk Committee that evaluates current and emerging risks relevant to the company, and is a member of Prudential’s Senior Management Council.

Silitch also worked with external stakeholder groups to forward industry interests. He was head of the International Affairs Committee for the North American Chief Risk Officers’ Council, and a member of the Advisory Council for the International Association of Credit Portfolio Managers.

Silitch joined Prudential in 2010 as chief credit officer and head of investment risk management, overseeing Prudential’s general account and other proprietary investment risks globally, as well as maintaining and approving Delegations of Authority and Investment Policy Statements.

Prior to joining Prudential, Silitch held the position of chief risk officer of the Alternative Investment Services, Broker Dealer Services and Pershing businesses within Bank of New York Mellon. He also served on the Pershing Executive Committee.

Silitch joined Bank of New York Mellon in 1983 as a credit trainee. Throughout his career at the bank, he held senior positions in client management, investor relations, risk management, loan restructuring, credit portfolio management and Basel compliance.

He received a bachelor’s degree in economics from Colby College.

Duncan Wood is the London-based editor-in-chief of Risk.net. He was promoted to the role at the start of 2015, to lead the editorial reorganisation of the website and its print titles. Wood had been editor of Risk magazine since July 2011. He rejoined Risk as European editor in October 2009, having originally worked for Risk and Asia Risk in London and Hong Kong as a writer and researcher between 1998 and 2000.
In the intervening years, Wood was news editor for the Oliver Wyman-founded online start-up ERisk.com. He also worked freelance for six years while living in Germany, with his work featuring in Euromoney, Financial News, IFR, and The Wall Street Journal, as well as Risk magazine and its sister titles. Wood has written about derivatives and risk throughout his 17-year career in journalism. He is a Neal Awards finalist, and has won Incisive Media's journalist and editor of the year awards.

Danny Frost joined AIG in June 2015 and currently serves as chief risk officer and regional head of operational risk for Emea and Apac. Before joining AIG, he held roles in investment banking, managing derivative operations, the middle office and prime brokerage functions. Frost spent 19 years at Credit Suisse and most recently held the positions of global head of operational risk for collateral, clearing, valuations and liquidity, and global head of new business and new product approval.

James Parker is the chief risk officer of Credit Suisse’s wealth management division, covering Guernsey, the Middle East, Turkey and Africa. He is experienced in heading up risk management functions internationally across financial services ranging from investment banking to fintech industries. Parker is skilled in strategic transformational change management involving automated risk systems implementation within the investment banking global markets division. Strong management and chairing of board-level risk committees covering entities in the UK, US, European Union and Asia-Pacific.  A leader with advisory acumen and skilled in market risk, credit risk, liquidity risk, trading, operational risk management and derivatives, he has in-depth experience of transforming risk functions at the world’s leading financial institutions, start-ups and growth companies. Parker has experience of working with private equity firms and managing a sale process involving potential investors.

Christian Kjær is Senior Vice President and ATP’s Head of Liquid Markets, an in-house risk-balanced multi-asset investment team with overall responsibility for the liquid part of ATP’s investment portfolio. He is a member of the investment committee, the committee for social responsibility and the corporate governance forum within ATP. Christian has previously held responsibility for global equities, inflation and volatility in ATP which he joined in 2015 as Portfolio Manager.

Prior to joining ATP Christian was Head of Inflation Trading in Nordea Markets. Before that he held positions in the Insurance and Pension Solutions Group at Credit Suisse, the Institutional Solutions group at Nordea Markets and Mckinsey & Company

Christian holds a M.Sc in Economics and a Ph.D in Economics (Game Theory) from the University of Aarhus, Denmark

In his spare time, Christian enjoys hanging out with his family and loves taking his race bike for a spin in the countryside

Tom Osborn is the desk editor of Risk.net's risk management coverage. Prior to joining Risk, he reported on the futures and foreign exchange industries for Dow Jones' Financial News and the Euromoney group of publications. Osborn holds a bachelor's degree in English literature from the University of Warwick.

As Managing Director in Enterprise Model Risk Management (EMRM), Jing Zou is responsible for validating models in Securitized Products, Pre-Provision Net Revenue, Retail Credit models, and interest rate derivatives models. She also developed Comprehensive Capital Analysis and Review (CCAR) model fragility analysis, which identifies the impact of model uncertainty on capital ratios. She is an invited speaker for many industry model risk management training courses.

Jing joined RBC in 2014 as a Director in local model risk manager, where she was responsible of engaging the business about model risks. Later on, she was promoted to Senior Director and then Managing Director and has expanded the scope to cover the validation of 40% of CCAR models. Prior to joining RBC, Jing worked at Goldman Sachs, Wells Fargo, and Fannie Mae in various quantitative analytics roles covering front office quant, market risk, and model risk areas.

Jing has a Ph.D. in Applied and Computational Mathematics from Princeton University and a B.S. and M.S. in Computational Mathematics in Xi’an Jiaotong University.

Kristen has 25+ years of experience in risk management and analytics at large buy- and sell-side firms.  Currently serving as CRO for The Canada Pension Plan Investment Board.  Kristen also served as CRO of Natixis Investment Managers from 2020-2022.

Prior to Natixis, she was the Chief Operating Officer of BlackRock's Risk and Quantitative Analysis (RQA) Group from 2012-2020. Kristen reported to the firm's Chief Risk Officer (CRO) and is a member of RQA's EXCO. Her responsibilities included ensuring RQA effectively manages market, counterparty credit, liquidity and operational risk on behalf of BlackRock and fiduciary clients.  She was also responsible for RQA’s strategic technology, analytics and reporting initiatives partnering with BlackRock’s financial modeling and application development teams.  Kristen has been a member of the Commodities Futures Trading Commission’s (CFTC) Market Risk Advisory Committee since 2014 and worked closely with BlackRock’s Vice Chairman / Head of Government Relations on risk-related regulatory issues. 
Kristen previously worked for BlackRock’s CRO when he was co-heading BlackRock Solutions and focused on developing analytics for fixed income bonds and derivatives as well as portfolio risk analytics, such as VaR and stress testing.  She also worked with BlackRock’s Institutional Client Business and Sovereign Wealth clients on risk measurement for AUM managed by BlackRock. 
Kristen has also held senior positions in risk management at Goldman Sachs, PIMCO and Barclays Capital. Many of her risk roles have also involved addressing regulatory issues pertaining to risk management, including managing the Federal Reserve's initial stress testing exercise for Goldman Sachs during 2009. She has also done significant work developing analytics for market, credit and liquidity risk across cash and derivatives markets. 
Kristen started her career in Supervision and Regulation at the Federal Reserve Bank of Boston and holds a MBA from Babson College and an undergraduate degree in accounting from the University of Massachusetts at Amherst.

Kris Devasabai is the New York-based editor-in-chief of Risk.net. Previously, he was bureau chief and US editor of Risk magazine. He manages the editorial team. Prior to joining Risk, Kris covered hedge funds, asset management, cross-border investing and law for several publications.

Kris holds a bachelor’s degree in law and government from the University of Manchester, and he completed his legal training at the Inns of Court School of Law in London. He was called to the bar of England and Wales in 2003.

Rajat Baijal is the Managing Director – Global Head of Enterprise Risk at Cantor Fitzgerald. In this role, he is responsible for designing and embedding a robust Risk Framework across the firm. This includes articulating and implementing a robust Risk & Control Self-Assessment (RCSA), Risk Event Management, Key Risk Indicators etc. and ensuring that the Board is suitably informed about all material issues.

Rajat has an MBA in Finance and has previously worked for Kensington Mortgages, Lloyds Banking Group and Aviva specialising in global implementation of their Risk Framework. Rajat is a regular speaker at risk conferences across London and New York and has authored a number of articles for risk journals/textbooks.

Steve Boras is the Head of Model Risk Management & Validation at Citizens Bank in Boston, focused on managing the model risk of the bank via validation of models, performance management and monitoring of outcomes, and serving as a sounding board for new and emerging modeling techniques and their respective appropriateness. Since joining Citizens in 2015, Steve has led several risk analytics functions, most recently heading the Risk Architecture Center of Excellence (covering loss forecasting model development for CCAR/DFAST and CECL, and PD, LGD, and EAD modeling for wholesale), as well as anti-money laundering modeling, macroeconomic scenario generation, and Data Science.  Steve also holds leadership roles in enterprise risk, ESG and Inflation/Stagflation scenario analysis, and artificial intelligence and machine learning governance.

Agus Sudjianto is an executive vice president and head of Corporate Model Risk for Wells Fargo, where he leads a highly technical team to manage model risk across the enterprise. Prior to his current position, Agus was the modeling and analytics director and chief model risk officer at Lloyds Banking Group in the United Kingdom,where he was responsible for the enterprise development and oversight of all risk management models (retail and wholesale credits, market, regulatory capital, stress testing, asset liability management, and insurance).

Rama Chirayathumadom is Chief Model Risk Officer of GS Bank and global head of model validation for consumer, credit risk and compliance models at Goldman Sachs. Over the last five years as Chief Model Risk Officer of GS Bank, Rama has overseen the model risk management of the bank’s retail expansion through notable product launches including Marcus loans and Apple Card.

Over his 16-year career at the firm, Rama has held roles in model development and validation across Global Markets, Controllers and Risk divisions.

Rama holds an MS in Management Science and Engineering from Stanford University and a Bachelor of Technology in Electrical Engineering from the Indian Institute of Technology Madras.

Ms. Garcia joined Apollo in 2021 as the Head of Market Risk.  Prior to joining Apollo, Ms. Garcia was an Executive Vice President and Portfolio Risk Manager at PIMCO from 2007-2021.  While at PIMCO she served on various management committees, oversaw investment and counterparty risk, and led firm planning for LIBOR transition.  Prior to PIMCO, Ms. Garcia was employed by Barclays Capital within the CDO Structuring group.  She graduated from University of California, Berkeley with a Masters of Financial Engineering and Columbia University with a BS in Applied Mathematics.

Gordon is Managing Director, Regional Head of Global Risk Analytics at HSBC. He is responsible for the development and implementation of models used for calculating wholesale credit, market and counterparty credit risk metrics, anti-money laundering, and operational risk analytics in the region. He is also responsible for interacting with regulatory agencies to ensure HSBC’s compliance in quantitative aspects with the relevant regulations.
Gordon received a PhD in electrical and systems engineering from University of Connecticut and his undergraduate and master degrees from Huazhong University of Science and Technology, Wuhan, China.

Wei Zhu is a Managing Director and Global Head the Market Risk Analytics in Citi.  After joining Citi in 2001, he has worked in various risk modeling areas including market risk, counterparty credit risk, and risk capital.   Mr. Zhu has a Ph.D. in Physics from New York University and is a CFA charter holder since 2004.

Ash Majid is Managing Director and Chief Risk Officer for SMBC Capital Markets, Inc. & SMBC Nikko Securities America, Inc. wholly owned subsidiaries of SMBC Americas Holdings, Inc. In his current role he oversees teams responsible for managing the risk from the two subsidiaries within the broader America’s Division risk management team. Prior to joining SMBC Capital Markets, Ash worked at Ernst and Young, LLP within their Quantitative Advisory Services and SunTrust Banks, Inc. with oversight of their derivatives trading desks' market risk. Ash holds a Doctorate degree in Electrical and Computer Engineering and a Master's degree in Quantitative and Computational Finance from Georgia Institute of Technology. Additionally, Ash holds FINRA Series 7 & 24 licenses.

Sven Sandow is the Global Head of Credit and Operational Risk Analytics at Morgan Stanley. During his 20-year career in the financial industry, Sven has worked in various quantitative modeling, risk management, and capital management capacities. Prior to Morgan Stanley, he worked at Merrill Lynch and Standard & Poor’s. Before he joined the financial industry, Sven worked as a physicist at the Virginia Polytechnic Institute and the Weizmann Institute of Science. He has been an active researcher in physics, finance, and machine learning. His research has been published in academic journals, and he coauthored a book on learning from data. Sven holds a Ph.D. in physics from the Martin-Luther-University Halle-Wittenberg in Germany.

Piero joined Capital One in 2011 to lead one of the first full-time Model Validation teams at the company. He currently serves as Assistant Chief Model Risk Officer within the Enterprise Model Risk, Analytics and Data organization. His group is responsible for the validation of models related to stress testing, finance, and loss forecasting. He is also responsible for the Model Risk Office Governance, Project and Process Management teams.

Piero has more than 22 years of experience in the financial industry and has spent the past 17 years as a manager of market, model, and valuation risk for large financial institutions, such as Bank of America / Countrywide, Ally Financial, and Barclays Capital, prior to joining Capital One. Piero obtained a bachelor’s degree from Universidad del Pacifico (Lima, Peru), and he has a master’s degree and Ph.D. ABD in Economics from University of Miami.

He lives in Northern Virginia with his wife.

Judith joined DWS (formerly known as Deutsche Asset Management) in 2005 following 8 years with JPMorgan Chase. Prior to her current role as the Chief Risk Officer for DWS Americas, she served as the Regional Control Officer for DWS Americas. Before that, she was the Global Chief Operating Officer for the DWS Alternatives and Fund Solutions business based in London.

Judith holds an MBA in Financial Management from Pace University, New York.

Suresh Srinivasan is currently the Americas FRTB implementation lead at HSBC. Prior to this role, Suresh helped in establishing the GMS program in HSBC. Before his career in HSBC, Suresh worked as a Management Consultant in EY and assisted several major US banks in their GMS initiatives. Suresh has held several leadership roles and has worked with multiple functional units in the Traded Products and Investment Banking domain. Suresh earned his MBA in Finance from Zicklin School of Business, New York and Bachelors in Engineering from India.

Christian Bluhm became a member of the GEB and was appointed Group Chief Risk Officer of UBS Group AG and UBS AG in January 2016. He joined UBS from FMS Wertmanagement, where he had been Chief Risk & Financial Officer since 2010 and Spokesman of the Executive Board from 2012 to 2015. From 2004 to 2009, he worked for Credit Suisse, where he was Managing Director responsible for Credit Risk Management in Switzerland and Private Banking worldwide. Mr. Bluhm was Head of Credit Portfolio Management until 2008 and then Head of Credit Risk Management Analytics & Instruments after the financial crisis in 2008. From 2001 to 2004, he worked for Hypovereinsbank in Munich in Group Credit Portfolio Management, heading a team that specialized in Structured Finance Analytics. Before starting his banking career with Deutsche Bank in Credit Risk Management in 1999, he worked as a postdoctoral fellow at Cornell University in Ithaca and as a scientific assistant at the University of Greifswald. Mr. Bluhm holds a degree in mathematics and informatics from the University of Erlangen-Nuremberg and received his PhD in mathematics in 1996 from the same university.

Andrew Morton is Global Co-Head of Markets at Citi. He has been with Citi since 2008, and was previously head of the G10 Rates, Markets Treasury and Finance businesses and was responsible for the Markets Quantitative Analysis (MQA) function.

Prior to joining Citi, he spent fifteen years at Lehman Brothers during which he held several positions including Head of European Fixed Income and Global Head of Fixed Income.

Andrew began his working career as an academic in mathematical finance. He is the co-author of the HJM interest rate model, a widely used framework for the valuation of interest rate derivatives. He earned a B. Math from University of Waterloo and a Ph.D. in Engineering from Cornell University.

Manuela M. Veloso is the Head of J.P. Morgan AI Research, which pursues fundamental research in areas of core relevance to financial services, including data mining and cryptography, machine learning, explainability, and human-AI interaction. J.P. Morgan AI Research partners with applied data analytics teams across the firm as well as with leading academic institutions globally.

Professor Veloso is on leave from Carnegie Mellon University as the Herbert A. Simon UniversityProfessor in the School of Computer Science, and the past Head of the Machine Learning Department. With her students, she had led research in AI, with a focus on robotics and machine learning, having concretely researched and developed a variety of autonomous robots, including
teams of soccer robots, and mobile service robots. Her robot soccer teams have been RoboCup world champions several times, and the CoBot mobile robots have autonomously navigated for more than 1,000km in university buildings.

Professor Veloso is the Past President of AAAI, (the Association for the Advancement of Artificial Intelligence), and the co-founder, Trustee, and Past President of RoboCup. Professor Veloso has been recognized with a multiple honors, including being a Fellow of the ACM, IEEE, AAAS, and AAAI. She is the recipient of several best paper awards, the Einstein Chair of the Chinese Academy of Science, the ACM/SIGART Autonomous Agents Research Award, an NSF Career Award, and the Allen Newell Medal for Excellence in Research. 

Professor Veloso earned a Bachelor and Master of Science degrees in Electrical and Computer Engineering from Instituto Superior Tecnico in Lisbon, Portugal, a Master of Arts in Computer Science from Boston University, and Master of Science and PhD in Computer Science from Carnegie Mellon University. See www.cs.cmu.edu/~mmv/Veloso.html for her scientific publications.

Sir Dieter Helm is Professor of Economic Policy at the University of Oxford and Fellow in Economics at New College, Oxford. He was Independent Chair of the Natural Capital Committee, providing advice to the government on the sustainable use of natural capital, until the end of the second term of the Committee in November 2020.  In the New Year 2021 Honours List, Dieter was awarded a knighthood for services to the environment, energy and utilities policy.

He has written many books, most recently Net Zero (September 2020, William Collins) in which he addresses the action we all need to take to tackle the climate emergency.

His other books include: Green & Prosperous Land  (2019, William Collins), Burn Out: The Endgame for Fossil Fuels  (2017), The Carbon Crunch: Revised and Updated (2015) and Natural Capital: Valuing the Planet  (2016), all published by Yale University Press.

Dieter is Chairman of Natural Capital Research, developing natural capital models and assessments for the better use of land, and Honorary Vice President of the Berkshire, Buckinghamshire and Oxfordshire Wildlife Trust.

Charles Bristow is a Managing Director in the Corporate & Investment Bank (CIB) at JP Morgan based in London. Charles is global head of Rates, Fixed Income Financing and the Credit Portfolio Trading business and has responsibility for the capital and funding strategy across the broader Markets businesses. Charles is a member of the European Management Committee and is co-chair of the EMEA Diversity Council.
Charles joined the firm in 1998 as an intern before returning upon graduation and worked in a number of derivatives trading roles across Swaps and Options. He became head of non-linear rates products and then head of rates trading in the region before taking a global management role in 2015.

Charles has been involved in a number of strategic projects for the fixed income trading businesses including the design and implementation of differential discounting, measures to reduce the GSIB footprint of the business including the formation of a dedicated compression team and derivatives FVA build out. He is a member of the CIB and EMEA capital committees.
Recent projects outside of Rates trading include Libor transition, buildout of the trader mandate framework and the formation of a collateral management and optimization front office function. Additionally, through his role on the diversity council, Charles is driving the advancement of black leadership and our gender diversity projects in the EMEA region.
Charles studied Manufacturing Engineering at Pembroke College, Cambridge where he was a college scholar and achieved a Masters degree. He is married with three children.

Sarah is the Executive Director for UK Deposit Takers Supervision, responsible for the supervision of the UK’s banks, building societies and credit unions. She has oversight of the Bank of England’s (Bank) work enhancing the financial system’s resilience to climate change.
Sarah was previously the Executive Director for International Banks Supervision, where having joined the directorate in 2015, she was responsible for supervision of the UK operations of international banks.
Before moving into supervision, Sarah was a Director in the PRA’s Financial Stability Strategy and Risk Directorate, where she focused on developing the UK’s macroprudential policy making framework and supporting the Financial Policy Committee. Previously she was head of the division in the Financial Stability Directorate that assessed risks to financial stability from financial markets, the non-bank financial sector, and the real economy.
Sarah led the Bank’s work to support the transition of prudential regulation of banks and insurers from the Financial Services Authority to the Bank.
Prior to that she was head of the Bank’s Risk Management Division and head of Special Projects in the Markets Directorate, leading the design and risk management of financial market operations undertaken by the Bank including those launched during the financial crisis.

Born in 1962, Denis joined Banque de France in 1986 after graduating from l’Institut d’Etudes Politiques de Paris. He subsequently received a Master degree in Business Administration from INSEAD. His career path at the Banque de France led him to hold management positions in the Financial Markets, Payments and Market Infrastructures and Economics and International Relations departments. He was seconded to the New York Fed (1997-1998) and served at the Bank for International Settlements as secretary of the G10 Committee on Payment and Settlement Systems (2007-2008). He was then appointed Director General of Financial Stability and Operations and a member of the Executive Committee of Banque de France. In this capacity he was a member of European and international committees dealing with monetary policy and financial stability issues and prudential regulation of banks (Euro Retail Payments Board, Committee on the Global Financial System, Basel Committee on Banking Supervision – co-chair of the Macroprudential Supervision Committee).
Denis Beau is a Chevalier of the French Legion of Honour.

Nasreen Kasenally is the global chief risk officer and head of sustainability risk at UBS Asset Management. She is a senior risk professional with over 20 years of experience mostly at UBS covering investment banking, asset and wealth management. In her role as chief risk officer, Kasenally is responsible for all financial risks within UBS Asset Management globally and in all the business divisions of UBS Group in Europe, the Middle East and Africa. Within sustainability, she has the oversight of the risks across the group and leads the engagement and positioning to deliver the firm’s purpose and values with regards to sustainability.

Henry Holden is an Adviser at the BIS Innovation Hub. He joined the BIS in 2017 and is on secondment from the Bank of England where he worked on payment and clearing systems. His current responsibilities include work on central bank digital currencies, cyber risk and foreign exchange.

Dr Blanka Horvath is a Lecturer at the Department of Mathematics, King's College London. Blanka’s current research interests evolve around a new generation of option pricing models (Rough Stochastic Volatility models), and their asymptotic and numerical properties. Prior to her current appointment, she was at ETH Zurich, specialising in functional analytic and numerical properties of SABR-type stochastic models. Blanka holds a PhD in Mathematical Finance from ETH Zurich, a Diploma in Mathematics from the University of Bonn and an MSc in Economics from the University of Hong Kong.

Valérie FASQUELLE is Director of the Infrastructures, Innovation and Payments directorate at Banque de France.

The Infrastructures, Innovation and Payments directorate is firstly in charge of the oversight of the safety of payment instruments and of the smooth operation of market infrastructures operating in France (payment systems, central securities depositories, securities settlement systems, central counterparties). The directorate is also responsible for the production of analyses and surveys on innovation in the field of payments and market infrastructures. Since early 2020, Valérie FASQUELLE is leading the Banque de France programme for experiments on Central Bank Digital Currency.

Through the various positions that she held, Valérie FASQUELLE was deeply involved between 2004 and 2015 in the management of Eurosystem large-scale projects such as Target 2 (European RTGS) and Target2 securities (European platform for securities settlement). She had previously the opportunity to work during 8 years in the field of payment systems and completed her business expertise through the various managerial responsibilities she held especially within the Banque de France IT Department.

Before joining the Banque de France in 1993, Mrs FASQUELLE graduated from the Institut d’Études Politiques de Paris and with a post-graduate degree in Economics from the Dauphine University in Paris.

Edward Fishwick, Managing Director, is Global Co-Head of Risk & Quantitative Analysis at BlackRock. In addition, he is a member of the European Executive and Global Operating Committees of the firm, and is a member of the Board of BlackRock Group Ltd.

Mr. Fishwick has worked in quantitative finance for over 30 years in London, New York and Boston. Previously he was Head of Risk Management and Investment Process Research at AXA Investment Managers, and Director of Research at Quantec.

Mr. Fishwick is a member of the Editorial Board of the Journal of Asset Management, and is the Chairman of the London Quant Group.

Professor Cameron, or Buck Rogers as he prefers to be known, is currently Global Head of Resilience Risk at HSBC, he joined in June 2019. Buck joined from the Bank of England (BoE) where he was Chief Information Security Officer and latterly Chief Security Officer, during this period Buck designed the CBEST program, was responsible for managing the second line risk functions covering cyber, physical, BCIM and supporting the PRA on subject expertise in the Cyber space. Before joining the BoE, Buck held a number of senior leadership roles at the Ministry of Defence, following a 15-year career in the Royal Navy. Buck holds a Professorship in Cyber Security at the University of Gloucestershire, and in recognition of his contributions to the Information Security industry, Buck was awarded a fellowship from the Council of Registered Ethical Security Testers (CREST).

Outside of work, Family, Moomins, Depeche Mode and Norwich City FC fill his time.