Speakers

who will be speaking at the course

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Azar Khurshid

Director, Global Market Risk Management

Mizuho

Azar has over 10 years of experience in Financial Risk Management. Currently he is the Global Programme director for the FRTB project at Mizuho. He also manages the current Global VaR platform. Previously he was at Barclays capital for 7.5 years, where he worked with Equity derivatives risk management and risk reporting and also in counterparty credit risk.

 Azar has a doctorate degree in Neuroscience and Masters in Computational intelligence.

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Adolfo Montoro

Director, Market Risk Management & Risk Methodology

Deutsche Bank

Adolfo Montoro FRM, is a Director within Deutsche Bank's Market Risk Management & Risk Methodology department in London.

He is currently the Global Head of Market Data Strategy and Analytics and represents DB in the Industry FRTB Working Group supporting elements of the FRTB implementation and advocacy for the Bank over the last five years. Previously he has been in charge of the Strategic implementation of Full Revaluation-based suite of VaR model ensuring as well the adequacy of quantitative methodologies used for market risk management and regulatory purposes (Pillar I and II). He has earned an MSc in Risk Management from Bocconi University, Italy, and graduated with a degree in economics (with honors) from Universita' della Calabria, Italy. He has earned his Financial Risk Manager (FRM) certification in 2005. Adolfo is currently affiliated with the Global Association of Risk Professionals, where he serves both as a Regional Director for the UK Chapter as well as member of the FRM Committee

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Anna Holten Møller

Senior Risk Analyst

Nykredit

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Joerg Zinnegger

Risk Management Consultant

Z-FRM

Joerg Zinnegger is an independent risk management consultant with over 15 years of professional experience in the field of market risk and valuation. He currently supports his client in the analysis of the regulatory requirements of FRTB and in the Industry Working Group on FRTB.

Before founding Z-FRM in 2012, Mr. Zinnegger held associate and management positions at KPMG, Dresdner Bank, JP Morgan and Coopers & Lybrand. He graduated from the University of Ulm where he earned a degree in Applied Mathematics.

 

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Johannes Hämmerle

Director

Deloitte

Johannes Haemmerle joined Deloitte 2016 in the FSI Assurance service line. Prior to Deloitte he held various front office functions in trading and treasury within the Raiffeisen Bank International Group. From 2011 – 2016 he was Head of Equity Derivatives Trading at Raiffeisen Centrobank, the leading Austrian investment bank.

His focus areas within Deloitte comprise quantitative and qualitative market and liquidity risk related front office and risk management topics. As member of the market risk panel he coordinates and co-leads all FRTB related topics in the German and Austrian practice and co-headed several FRTB impact studies.

Additionally he held lectures on 'Equity Derivatives and Structured Products' at the University of Applied Sciences in Vienna.

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Karsten Stickelmann

Advisor, Internal Models Division

European Central Bank

Karsten Stickelmann is an Advisor in the Internal Models Division of the SSM (Single Supervisory Mechanism) at the European Central Bank. He is member in the Market Risk Group of the Basel Committee for Banking Supervision, where he co-chairs the internal models work stream, and is involved in the work of other working groups at European and Basel level. Karsten co-chairs the SSM FRTB working group which prepares and coordinates the FRTB supervisory implementation process within the SSM, focusing on the internal models approach.

Before joining the ECB in 2014 Karsten worked more than 15 years in the German Central Bank, first as an examiner for internal market risk models and afterwards more than 10 years as the head of section „Market risk, operational Risk, Liquidity risk models and IT“ responsible for on-site inspections and the transposition of Basel and European rules into national legislation.

Klaus Böcker

Senior Manager

PwC

Janis Müller

Consultant

PwC