Below are the list of lecturers with tentative titles (which may change) together with a brief biography of the speaker. The experts all have important jobs. Their circumstances may change. This list below may be changed without prior notice.
This module is run jointly between CCFEA and the Essex Business School. All seminars are hosted by David Norman (EBS) and Edward Tsang (CCFEA). Please note that although the two modules share the same lectures, the assessments are different.
We are very grateful to our guest speakers for giving us valuable time.
It is our guests decision on whether to provide us with their topics and slides and when.
Lecture 1: Friday 15/01/2016
Disruption in the markets: Abrupt changes in Trading Technology and Practices undermine financial markets stability
David Norman has been involved in trading and financial markets technology for nearly 30 years. He has traded in, and overseen, corporate trading operations for a variety of trading companies and investment institutions, provides consultancy, seminar, and coursework in the field of market technology and trading to exchanges, global trading houses and investment banks, and teaches graduate classes in financial markets and trading. He is the author of five books on trading, market technology, and CFDs:
Slides / Assignment to be set
Lecture 2: Friday 22/01/2016
How investment risk management is changing: Combining factor models and simulation
Laurence Wormald was appointed as Head of Research for APT, now part of Fidelity National Information Services (FIS), in July 2008. In his position Laurence oversees a risk research team in London which helps to support more than 200 institutional clients of the investment risk system APT. FIS has over 55,000 employees with offices in more than 70 cities.
Before joining FIS, Laurence was for two years the chief risk officer at a proprietary trading business (Austin Friars Capital) of Deutsche Bank Global Markets in London.
He has acted as a consultant to major financial and government institutions including the Monetary Analysis Area at the Bank of England (2001-2004) and the Research Directorate-General at the ECB (1999-2001)
Laurence was educated at Cambridge University and University of California. He started his career in quant finance after serving as a professor of theoretical physics at UC Santa Cruz and at the Air Force University of Egypt.
Laurence has spoken publicly about finance, economics and risk on many occasions and has been interviewed on broadcast TV including BBC Newsnight, CNBC, Fox Business, Bloomberg TV & Radio and Sky News, and in the Financial Times, Daily Telegraph, Wall Street Journal and other newspapers and websites.
Laurence acts as an Advisory Board member of the quantitative Investment Research organization Inquire UK, and was a past chair of the City Associates Board at CCFEA, the Centre for Computational Finance and Economic Agents at the University of Essex.
He has published a number of academic papers and book chapters on risk and quantitative finance, including:
Slides / Assignment to be set
Lecture 3: Friday 29/01/2016
Hot Topics in Quantitative Equity Investment
Giovanni is with Auriel Capital Ltd, a UK-based portfolio manager of equity market neutral systematic strategies whose long-term core alpha is derived from ESG insights, complemented by shorter-term tactical signals. Previously he co-founded and managed FGS Capital, a systematic and low-latency portfolio manager. Up until 2002 he was Associate Director of hedge funds at First Quadrant's UK office, where he set up and was the portfolio manager of its Pan European long/short equity market neutral portfolios, and was responsible for hedge fund business. Prior to that he was a tenured Research Fellow with the Economics Department of the University of Bologna in Italy, and he has held appointments with BARRA International and Eastern Group Plc. Giovanni is a Research Committee member of Inquire Europe.
Lecture 4: Friday 05/02/2016
Fundamental Review of the Trading Book: Overview, impact and potential issues
Evi joined the Global Regulatory Risk Analytics team of HSBC in June 2010 and worked for Market Risk Methodology. Since July 2015, after spending 9 months in HSBC in Hong Kong, she is seconded in the Traded Risk Management team working as a Market Risk Manager on the trading floor.
Before joining HSBC, Evi was for one year in the research department of APT, Sungard.
Evi holds a PhD in Computational Finance from CCFEA, University of Essex, an MSc in Financial Economics and Econometrics from the Department of Economics, University of Essex and a BSc in Physics, from Athens University, Greece.
Lecture 5: Friday 12/02/2016
Operational Risk: Risk Business
Having graduated Warwick University with a degree in Economics and Politics, Gaelle started her career with Ernst & Young in 1997, working in risk management consultancy for non-financial services for 5 years. She then went on to set up the risk department at F&C just before moving to Jupiter Asset Management where she stayed for 6 years heading up the risk department covering all risk types. Following 2 years at Threadneedle, Gaelle joined Invesco in September 2011 and is Chief Risk Officer for the EMEA business.
Lecture 6: Friday 19/02/2016
The post crisis reform agenda: improving the safety and soundness, resilience, and resolvability of financial institutions
Dele is responsible for recovery and resolution issues within banking supervision at the Prudential Regulation Authority. Prior to this, he held several roles in the Markets and Financial Stability directorates of the Bank of England. Dele joined the Bank from the private sector where he held a range of roles in financial institutions. He is a Qualified Accountant.
Lecture 7: Friday 26/02/2016
Technology and Banking
Rhomaios Ram is a founding partner of a new Digital Banking start-up currently being founded by Deutsche Bank. The purpose is to build a Digital challenger bank to Deutsche Bank. Deutsche Bank is the anchor Investor.
Prior to this, Rhom was Global Head of Product Management for Deutsche Bank’s Global Transaction Banking (GTB) business. His responsibilities included developing and maintaining the products of GTB through their lifecycle. He was also a member of the GTB ExCo.
Previously, Rhomaios was Global Head of Global Markets’ eCommerce Sales Group, which was responsible for the development, sale and support of all client and sales-facing Trading Platforms at Deutsche Bank.
Since arriving at Deutsche Bank in 1999, Rhomaios has worked in Foreign Exchange, creating the Complex Risk Trading Group to risk manage FX and Commodity derivatives, and also leading the development of the Electronic Trading and Strategic Technology effort within Global Finance and Foreign Exchange.
Before Deutsche Bank, Rhomaios worked at Bankers Trust where he traded exotic options in interest rates, FX and emerging markets in both London and New York.
Rhomaios has a BSc. from Imperial College London and a MBA from Columbia Business School.
Lecture 8: Friday 04/03/2016
One global marketplace for all asset classes and instruments with immediate settlement and second-by-second interest payments with blockchain
Richard Olsen is a pioneer of market micro-structure; he wrote and co-authored many scientific papers, a book on high frequency finance. Richard's unorthodox but compelling ideas have made him an opinion leader. His goal is "to create tools of finance that are as slick and elegant as the most sophisticated tools of technology." Richard holds a Licentiate in Law from the University of Zurich, a Masters in Economics from Oxford University and a PhD from the University of Zurich and worked as a researcher and foreign exchange dealer before founding his first company, Olsen & Associates in 1985. He has launched Lykke Corp to build a global marketplace for all asset classes and instruments with immediate settlement and second-by-second interest payments using the blockchain technology.
Lecture 9: Friday 11/03/2016
Counterparty Credit Risk and Hedge Funds
Angelo De Pol is a Director in Market Risk Management at Credit Suisse based in London. The IB Market Risk Management team is an independent risk management function responsible for the assessment and control of market risk in the Investment Banking Division. Angelo has 19 years’ experience in derivatives markets, has a Mathematics degree and is a Chartered Management Accountant. His derivatives experience has spanned a broad number of areas including Interest Rate, Foreign Exchange, Hedge Funds, Emerging Markets and Counterparty Risk.
Lecture 10: Friday 18/03/2016
Big data in telecoms
In this talk, we describe the emerging approaches behind big data and their application in the areas of:
Christos Voudouris is the Head of Digital Business Systems at Network Rail. He leads on all aspects of IT, Data, Telecoms and Business Systems for the Digital Railway. Christos has over 20 years of experience in IT and Telecoms. He started his carrier at British Telecom where we held R&D roles at BT Labs and later BT’s Group CTO office. Christos was a Global IT Director at Logica (later CGI) driving global transformation programmes on Collaboration, ERP and CRM. More recently, he was the VP for Technology and Delivery at Deutsche Telekom where he lead on service delivery platforms, Big Data and Digital Transformation. Christos holds an MBA from IMD Business School, a PhD and an MSc from University of Essex and a BEng/MEng from National Technical University of Athens.
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Last updated: 2016.01.19