Brochure GGSJ-EOBS Financial 2020
Jonathan Mostovoy Jonathan is the Managing Director for Research & Part - nerships at RiskLab Toronto, and a Ph.D. Candidate for Mathematics at the University of Toronto. While his per - sonal research interests now focus on pure mathema - tics, Jonathan comes from an academic background in applied mathematics, economics, statistics, and finance. Jonathan’s professional experience includes working on Capula Investment Management’s trading floor at their headquarters in London, UK – the largest relative value hedge fund in the world. Santiago Carrillo Dr. Santiago Carrillo Menéndez has been the CEO of Quantitative Risk Research, S.L. (QRR) since June 2006. Santiago has been a professor in the Math Department of the Universidad Autónoma de Madrid (UAM), a position he has held since October 1st 1976. He is Board Mem - ber and Chairman of the Risk Committee of BME Clearing (CCP), since September 2013. Santiago received his PhD in Mathematics from the Université Pierre et Marie Curie (Paris), and his 2nd PhD in Science from the Universidad Complutense de Madrid. In 1990 he became Director of the Department of Mathematics at UAM and held this po - sition for 3 years. He then became the Dean of the Science Faculty at UAM (two mandates) for the next 6 years. Since 1998, Santiago has been the Director of RiskLab-Madrid at UAM. He is an instructor with the MMF Program and has authored many prestigious articles and papers. Walter Farkas Walter Farkas is a Professor of Quantitative Finance at the Department of Banking and Finance at the University of Zurich and an Associate Faculty member of the De - partment of Mathematics of ETH Zurich since 2009. Moreover he is a faculty member of the Swiss Finance institute (SFI) - a network of all Finance and Finance rela - ted professors from Universities from Switzerland. Prof. Farkas is also the program director of the Master Science in Quantitative Finance, a specialized degree jointly offered by the University of Zurich and ETH Zurich since 2003. Since 2013 he is one of the two co-presidents of the Swiss Risk Association, https://www.swiss-risk.org/ a non-profit organization and an open forum for facilitating the dialog on risk management. Prof. Farkas is a Certified Board member and advised two of the Big4 companies between 2007 and 2014. His research covers the broad areas of Financial Modelling, Mathematical Finance and Quantitative Risk Management. Lexuri Fernández Lexuri Fernández holds a Bachelor degree in Mathe - matics from the University of the Basque Country. After her graduation in 2008, Lexuri joined the inter-university Master Program ‘Quantitative Finance and Banking’ at the University of the Basque Country. In September 2015 she completed her PhD ‘Selec - ted Topics in Financial engineering: First-exit times and
dependence structures of Marshall—Olkin kind’ at the University of the Basque Country under the supervision of Prof. Dr, Matthias Scherer (TUM) and Prof. Dr. Luis A. Seco (University of Toronto). From March 2012 to July 2015 she has been at the Chair of Mathematical Finance (TUM), Germany, and since February 2016 she is a Post - doc. In 2017 she has been a postdoctoral researcher at the Université Catholic de Louvain (UCL), Belgium. María Quintanilla Maria is the Managing Director for Training and Inter - national Relations at Risklab at the University of Toronto. Maria holds a PhD in Mathematics from the University of Toronto. She has done numerous research projects wi - thin the Risklab environment and with Ryerson Universi - ty. Her strengths are in the areas of Applied Mathematics with special focus in Risk Management. Xandra Farkas Lecturer for Operations Research Department of Busi - ness Administration, University of Zurich Education - SAA fully qualified Actuary, Swiss Associa - tion of Actuaries, Master of Advanced Studies in Finan - ce, UZH & ETH (joint degree), Master of Science in Ma - thematics, University of Munich (Major / Minor: Financial Mathematics /Computer Sciences), Licence Diploma in Mathematics (Dipl. Math.), University of Bucharest Current Professional Activities - Managing Director, Blockchain Center, University of Zurich http://blockchain. uzh.ch/ . Lecturer: Professionalismus Kurs für Aktuare, Swiss Association of Actuaries. Manager, Chapter for Re - gulatory Developments, Swiss Risk Association. https:// www.swiss-risk.org Professional Interests - Regulatory Capital and Super - visory Requirements for Banking and Insurance, focus on SST, S II, Basel III. Entreprise Risk Management, Fi - nancial Modelling, Insurance Pricing and Reserving, Operational Risk, Cyber Risk and GDPR, Blockchain, Di - gitalization / FinTech Professional Background - Senior Actuarial Consul - tant, ZIG & AON (2016-2019), Financial and Insurance Risk Management, Specialist, FINMA (Financial Super - visory Authority of Switzerland) (2011-2016), Pricing Ac - tuary, Allianz Suisse & AXA Winterthur (2007-2011) Lec - turer: University of Zurich, ETH Zürich, ZHAW, University of Munich, University of Bucharest) Ivy Wang Senior Risk Advisor, Ontario Financing Authority, Ministry of Finance, China Initiatives Lead.
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