Join Numerix and d-fine at the 4th Annual Rates, Risk and Regulation Conference! To be held on Tuesday, November 12th at the Marriott Frankfurt this one-day event will feature engaging presentations and discussions on IBOR, XVA, SA-CCR, and much more.
This is your opportunity to connect with some of the industry’s top thought leaders and gain comprehensive knowledge and insight into some of the top-of-kind issues and challenges facing the current financial world.
Speakers from Numerix, d-fine, BayernLB, KfW and Microsoft will cover:
Attendance is complimentary, but registration is required. Don't wait, secure your spot today!
Meet the Speakers:
Andrea Allegra Andrea Allegra is Vice President Financial Engineering at Numerix, responsible for delivering solutions for clients across the EMEA region, focusing on pricing vanilla and exotic products and on generating market and counterparty credit risk measures using Numerix analytics. In recent years he has been working on the design and delivery of projects centered on credit, funding, capital and initial margin valuation adjustments, using advanced metrics such as algorithmic differentiation. Before joining Numerix, Mr. Allegra worked as a financial engineer at Algorithmics. |
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Stephan Blanke Since 2014 Head of Derivatives at KfW. In that role focusing on management of derivatives partner relationship based on continuous and joint business, product and contract development. Prior that almost 20 years of experience in Equity research, M&A and funding of Financial institutions in Germany and Emerging Markets. Stephan Blanke has also recently represented KfW in various RFR Working Subgroups. |
Ilja Faerman Ilja Faerman is VP and Head of Client Solutions Group at Numerix. He has extensive expertise in successfully delivering projects across EMEA covering pricing of complex derivatives in multiple asset classes, as well as calculating market and counterparty credit risk figures for large portfolios of simple and complex instruments. |
Moritz Kiese Moritz Kiese received his Dipl Ing from TU Munich in 2005 and his Dr Ing in 2010 respectively. He has more than 20 years of experience in software engineering ranging from embedded real-time systems to big data architectures. He is currently a partner at d-fine GmbH responsible for the development of mission critical bespoke business applications for the financial industry, regulators, and corporates. |
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Darko Mocelj Darko Mocelj is seasoned technologist with a strong business orientation. His vision and aspiration is to bridge the gaps between the requirements of the Financial Services Industry and the available, latest, technologies. |
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Holger Plank |
Udi Sela Udi Sela has worked in the Foreign Exchange (FX) derivatives markets for 20 years. A senior derivatives trader and trading manager at Citibank and JPMorgan, he has developed expertise in derivatives spanning both vanilla and complex FX options. More recently, Mr. Sela has led product development and pre-sales functions prior to transitioning into a Business Development role, focusing on embedded partners and market data. |
Juan Vargas, Juan Vargas joined Numerix in August 2014, where he is currently working as Senior Financial Engineer. He is focused on developing solutions for clients to price vanilla and exotic products as well as market risk and valuation adjustment measures using Numerix analytics. Before joining Numerix, Mr. Vargas worked as Quantitative Analyst in the valuation services team at Pricing Partners (now part of Thomson Reuters). Mr. Vargas holds a Master’s degree in Financial Engineering from Universite Paris Dauphine. |
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Christoph von Maltzahn Christoph von Maltzahn is responsible for counterparty credit risk and issuer risk methodology within Pillar 2 at BayernLB. Before joining BayernLB in late 2015, Christoph worked as a consultant specialized in credit risk and counterparty credit risk related topics. Currently he is focused on the development of analytic models for approximating derivative exposures and topics related to exposures of central clearing activities and structured derivatives. Especially he is working on a possible extension of the SA-CCR methodology and its limitations in the use within Pillar 2. Christoph holds an MSc in Corporate and Quantitative Finance from the University of Regensburg and is a certified FRM. |
Hans Peter Wächter Hans Peter Wächte is Senior Manager in the Financial Engineering unit at d-fine, a leading consultancy company specialised in risk and finance. Hans Peter focusses on topics where valuation intersects with regulatory, accounting and organizational issues, e.g. model governance, IBOR replacement, prudent valuation etc. lately. He has long-standing hands-on experience from numerous projects at national and international banks. Hans Peter holds a PhD in Theoretical Physics from University of Goettingen and a diploma (MSc) in Business Administration from Open University of Hagen. He also holds an FRM and a CFA charter |