NEXT, the Numerix Global User Conference is just days away.
Clients who can't attend in person are invited to join us for a live webcast of the first three opening sessions of the event on October 24th
These sessions feature top executives from Numerix speaking about the Numerix vision for the future of our company and products, and include presentations on cutting edge technology advances and new capabilities being developed in our key products.
Join us in Milan for Numerix NEXT 365, a new client event in 2018.
Numerix NEXT, our annual user conference, now lives 365 days a year and commences with a new NEXT 365 event in Milan.
23 May 2018 • 14:30-19:30 • Park Hyatt Milano
 Hear about upcoming
product innovations from Numerix |
 Gain practical insights
into Margin Valuation Adjustments (MVA) |
 Network with other Numerix
clients and find out how they utilize Numerix |
Agenda
14:30–15:00 Registration & Welcome
15:00–15:30 State of the State of Numerix
Speaker: James Jockle
15:30–16:00 Numerix Product Strategy & Vision
Speaker: Satyam Kancharla
16:00–16:30 Industry Transformation Insights
Speaker: Paolo Gianturco, Deloitte Consulting Italian Practice
16:30–16:45 Coffee Break
16:45–17:30 KVA, What It Is, How to Measure It and
Its Impact on Business
Speaker: Massimo Morini, Banca IMI
17:30–18:15 Initial Margin and Its Impact on Pricing and Valuations
Speakers: Andrew McClelland & Andrea Allegra
18:15–18:30 Closing Remarks
Speaker: Neil Orchard
Guest Speakers
Paolo Gianturco, Senior Partner, Deloitte Consulting Italian Practice
Paolo Gianturco is a Senior Partner at the Deloitte Consulting Italian Practice, responsible for Italian Fintech & FSI Tech Development and Coordination, in addition to being the co-leader of EMEA Blockchain Lab and a member of the EMEA FinTech initiative.
Prior to joining Deloitte, Paolo worked at Andersen Consulting where he focused on Capital Market and Risk Management services. He also held a Risk Management position at EUROS SpA Cefor & Istinform Consulting and worked at the liquidity and capital markets desk at Banco di Napoli International–Luxembourg.
Paolo took part in the exchange Master's Degree in International Management from the London School of Economics and also earned a Business Administration Degree from Bocconi University.
Massimo Morini, Head of Interest Rate and Credit Models, IMI Bank, Intesa Sanpaolo
Massimo Morini is Head of Interest Rate and Credit Models at IMI Bank of Intesa Sanpaolo, where he is also Coordinator of Model Research. Massimo is Professor of Fixed Income at Bocconi University and he was Research Fellow at Cass Business School, City University London. He regularly delivers advanced training worldwide. He has led workshops and expert panels on the financial crisis at major international conferences. He has published papers in journals including Risk Magazine, Mathematical Finance, and the Journal of Derivatives, and is the author of "Understanding and Managing Model Risk: A Practical Guide for Quants, Traders and Validators" and other books on credit and interest rate modelling. Massimo holds a PhD in Mathematics and an MSc in Economics.
Andrew McClelland, PhD, Director of Quantitative ResearchAndrew McClelland's work at Numerix focuses on counterparty credit risk issues including valuation adjustments and counterparty exposure production for structured products. He also works on numerical methods for efficient production of risk profiles under real-world measures.
Andrew received his Ph.D. in finance at the Queensland University of Technology in financial econometrics. His research involved markets exhibiting crash feedback, option pricing, and parameter estimation using particle filtering methods. His work has been published in the Journal of Banking and Finance, the Journal of Econometrics, and the Journal of Business and Economic Statistics.
Andrea Allegra, Financial EngineerAndrea Allegra is a Senior Financial Engineer, EMEA, for Numerix. He joined the firm in 2015 and is responsible for structuring OTC derivatives trades and for performing tasks related to valuation and risk analytics, including market risk and XVA.
James Jockle, Senior Vice President & Chief Marketing OfficerMr. Jockle leads the company's global marketing efforts, spanning a diverse set of solutions and audiences. He oversees integrated marketing communications to customers in the largest global financial markets and to the Numerix partner network through the company's branding, electronic marketing, research, events, public relations, advertising and relationship marketing.
Prior to joining Numerix, he served as Managing Director of Global Marketing and Communications for Fitch Ratings. During his tenure at Fitch, Mr. Jockle built the firm’s public relations program, oversaw investor relations and led marketing and communications plans for several acquisitions. He also oversaw the brand development of a new company dedicated to the enhancement of credit derivative and structured-credit ratings, products and services. Prior to Fitch, Mr. Jockle was a member of the communications team at Moody's Investors Service.
Satyam Kancharla, Senior Vice President & Chief Strategy OfficerMr. Kancharla, as Chief Strategy Officer and Senior Vice President, is responsible for corporate strategy and currently heads the Client Solutions Group at Numerix. This group is responsible for Product Management, Financial Engineering and Business Analysis. Prior to this, he has served in various roles in Quantitative Software Development, Financial Engineering and Client Services at Numerix. Before transferring to Numerix in New York City, he was the CTO for Numerix Japan LLC in Tokyo, heading the Pre-Sales and Financial Engineering teams for Asia.
Prior to joining Numerix in 2003, Mr. Kancharla also worked with Merrill Lynch and GE Capital in Quantitative Finance and Product Development roles.
He holds an MBA degree from New York University’s Stern School of Business, an MSc degree in Applied Statistics and Informatics from Indian Institute of Technology, Bombay and a BSc in Mathematics and Computers from the University of Mumbai.
Neil Orchard, Managing Director, EMEANeil Orchard is Managing Director of the EMEA region for Numerix. He has achieved many strategic client wins, including closing the first Numerix Counter Party Risk sale to Rand Merchant Bank and also landed the firm's first large scale Model Validation project with National Bank of Abu Dhabi. He oversaw these projects through to successful conclusions and was one of three Direct Sales Executives who were instrumental in Numerix's pursuit of the XVA market with Oneview.
Prior to joining Numerix, Mr. Orchard was a Trader for eighteen years. He specialized in the interest rate and capital markets. He was among the first to trade Overnight Index Swaps in 1996. He also worked as Deputy Treasurer of Arab Banking Corporation, building a Structured Products portfolio of $300m.
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