Learn From 90+ Leading Financial Minds in Risk Management Including:

Darrell Duffie is the Dean Witter Distinguished Professor of Finance at The Graduate School of Business, Stanford University, where he has been a member of the finance faculty since receiving his Ph.D. at Stanford in 1984. Among other books, Duffie is the author of Dynamic Asset Pricing Theory and a co-author of The Squam Lake Report: Fixing the Financial System. His recent research focuses on asset pricing, credit risk, fixed-income securities, and over-the-counter markets. Duffie is a Fellow and member of the Council of the Econometric Society, a Research Associate of the National Bureau of Economic Research, a member of the Financial Advisory Roundtable of the New York Federal Reserve Bank, and a Fellow of The American Academy of Arts and Sciences. He was the President of The American Finance Association for 2009.

Professor Jarrow is a co-creator of both the Heath-Jarrow-Morton model for pricing interest rate derivatives and the reduced form credit risk models employed for pricing credit derivatives. In commodities, his research was the first to distinguish between forward/futures prices, and he is the creator of the forward price martingale measure. These tools and models are now the standards utilized for pricing and hedging in major investment and commercial banks.  He has been the recipient of numerous prizes and awards including the CBOE Pomerance Prize for Excellence in the Area of Options Research, the Graham and Dodd Scrolls Award, the Bernstein Fabozzi/Jacobs Levy Award, and the 1997 IAFE/SunGard Financial Engineer of the Year Award. He is on the advisory board of Mathematical Finance – a journal he co-started in 1989. He is also an associate or advisory editor for numerous other journals and serves on the board of directors of several firms and professional societies. He is currently both an IAFE senior fellow and a FDIC senior fellow. In 2009 he was the winner of Risk Magazine’s Lifetime Achievement Award. He is included in both the Fixed Income Analysts Society Hall of Fame and the Risk Magazine’s 50 member Hall of Fame. He has written four books, including the first published textbooks on the Black Scholes and the HJM models, as well as over 170 publications in leading finance and economic journals.

Gary Mandelblatt is a Managing Director and Chief Risk Officer for the Americas, Nomura Holding America Inc., and is a member of the firm’s Executive Management Committee in the Americas. He is responsible for managing all credit, market and operational risk, and new product approvals, for the Americas businesses. Previously, Gary was a senior manager at the Lehman Brothers Estate where he was responsible for building the transaction valuation capabilities, hedging the open transactions and designing the processes for unwinding OTC derivatives contracts. Prior to that, Gary was the Head of Global Fixed Income Strategy at Lehman where he helped build the Commodities and Emerging Markets businesses. Prior to joining Lehman, Gary was a Managing Director in Fixed Income Risk Management at Smith Barney, Salomon Smith Barney and Citigroup. Before joining Smith Barney, Gary was a management consultant with Coopers & Lybrand and First Manhattan Consulting Group.

Aaron Brown is risk manager for AQR Capital Management and the current Global Association of Risk Professionals Risk Manager of the Year. In his 31-year Wall Street career he has been a trader, portfolio manager, head of mortgage securities and risk manager for companies including Citibank and Morgan Stanley. In addition, he served a stint as a finance professor. He is the author of Red-Blooded Risk (Wiley 2012), The Poker Face of Wall Street (Wiley 2006, selected one of the ten best business books of 2006 by Business Week) and A World of Chance (Cambridge University Press 2008, with Reuven and Gabrielle Brenner). He was voted Financial Educator of the Year by the readers of Wilmott quantitative finance magazine and his website received several Forbes Best of the Web awards for Theory and Practice of Investing. He is a frequent contributor to the professional and academic literature. He holds degrees in Applied Mathematics from Harvard University and Finance and Statistics from the University of Chicago.

Michael Hofmann is chief risk officer of Koch Industries, Inc., one of the largest private companies in the World. Koch companies are involved in refining and chemicals; process and pollution control equipment and technologies; minerals; fertilizers; polymers and fibers; commodity trading and services; forest and consumer products; and ranching. Koch companies have a presence in nearly 60 countries and about 67,000 employees. Mr. Hofmann serves on the Federal Reserve Bank of Kansas City Economic Advisory Council and as trustee, member of the executive committee, and chair of the audit and risk management committee of the Global Association of Risk Professionals.

William L. Dawson assumed his role in 2009. Bill provides management oversight and is responsible for credit, market and operational risk, including compliance for the following business lines within this division: Wealth, Family Office Services, Brokerage (Wells Fargo Advisors) and Retirement. Bill has over 35 years’ experience in the financial services industry. Prior to joining Wells Fargo, Bill, an 8-year veteran of Wachovia Corporation, most recently held the position of Chief Risk Officer, Capital and Wealth Management, for Wachovia.

Craig M. Lewis is currently on leave from Vanderbilt University where he is the Madison S.Wigginton Professor of Finance at the Owen Graduate School of Management. He first served at the SEC as a
visiting Economic Fellow from January 2010 through July 2010, and subsequently returned in the same capacity in January 2011. Lewis has conducted research in many areas of finance, including both theoretical and empirical work. His has written on volatility in stock and futures markets, margin adequacy, corporate earnings management, corporate financial policy, executive compensation, selective disclosure, and herd behavior by equity research analysts. His research has been published in the Journal of Financial Economics, Review of Financial Studies, Journal of Econometrics, Journal of Financial and Quantitative Analysis, among other places. His work has been featured in the Wall Street Journal, Financial Times, CNN News, and National Public Radio. He is associate editor of the Journal of Corporate Finance, Journal of Business Accounting and Finance, and the North-American Journal of Economics and Finance. Lewis has taught a wide range of classes and has won multiple awards for teaching excellence. He has been a visiting professor at Dartmouth College’s Tuck School of Business, Donau University in Austria, and Goethe University in Frankfurt, Germany.

Tom is the Chief Risk Officer for Allianz Group, responsible for global risk controlling and risk management policies and guidelines. Prior to joining Allianz in 2008, Tom was the Chief Risk Officer for ING’s global insurance operations. Prior to joining ING in 2005, Tom was the Global Head, Finance & Risk Practice at Oliver Wyman & Company (OWC), a consulting firm specializing in serving financial services firms in risk, strategy and organization. Prior to joining OWC in 2002, Tom was the CFO & CRO for Swiss Re New Markets (SRNM), responsible for the risk management, financial / management reporting, treasury and back-office operations for the alternative risk transfer and capital markets activities of Swiss Re. Prior to joining SRNM in 1998, Tom was the Global Head, Risk Management Practice, at McKinsey & Company. Tom has spent most of his professional career in Europe, having lived and worked in Munich, Amsterdam, New York, London and Zurich. Tom earned his PhD in Economics from Stanford University.

John Hull is an internationally recognized authority on derivatives and risk management. He was, with Alan White, one of the winners of the Nikko-LOR research competition for his work on the Hull-White interest rate model and was in 1999 voted Financial Engineer of the Year by the International Association of Financial Engineers. He has acted as consultant to many North American, Japanese, and European financial institutions. He has written three books “Risk Management and Financial Institutions” (third edition to be published shortly by Wiley), “Options, Futures, and Other Derivatives” (now in its eighth edition) and “Fundamentals of Futures and Options Markets” (now in its seventh edition). The books have been translated into many languages and are widely used in trading rooms throughout the world, as well as in the classroom. He has won many teaching awards, including University of Toronto’s prestigious Northrop Frye award. Dr. Hull is co-director of Rotman’s Master of Finance program. In addition to the University of Toronto, Dr. Hull has taught at York University, University of British Columbia, New York University, Cranfield University, and London Business School. He is an Associate Editor of nine academic journals.

Jim Allison has been the risk manager for the ConocoPhillips natural gas and power commercial activities in North America since the merger of Conoco and Phillips in 2002.  Jim joined Conoco in 1982, and spent most of his career in the strategic planning area, focusing on decision analysis and performance evaluation, including issues around the consistent incorporation of risk into all corporate decisions.  He has an MBA from the University of Virginia, and an undergraduate degree in Mathematics from Princeton University.  Since the financial crisis of 2008 he has been actively engaged in the legislative and regulatory policy discussions regarding responses to the crisis, and he is now spending a substantial portion of his time interacting with legislators and regulators who are working on these issues.

Kenneth Winston is the Chief Risk Officer of Western Asset Management, a unit of Legg Mason. Western manages over $500 billion of fixed income assets globally. Dr. Winston heads the risk management group, comprising analytics, investment and credit risk analysis and risk management, and enterprise risk management. He chairs the firm's market and credit risk committee. Previously, Dr. Winston was chief risk officer at Morgan Stanley Investment Management, and worked as firm portfolio risk manager on Morgan Stanley's sell side. Dr. Winston obtained a PhD in mathematics from MIT, and taught mathematics at Rutgers University before starting his financial career as portfolio manager. He is the author of a number of articles in mathematics and finance.

Victor Ng joined Goldman in 1995. Before his current role, he worked in fixed income research and FICC strategy areas. Prior to joining Goldman, Victor was an economist at the International Monetary Fund and before that, he was a finance faculty at the University of Michigan at Ann Arbor. Victor holds a PhD in Economics from the University of California at San Diego. Victor is a member of the ISDA Capital Accord Steering Committee. He co-heads the ISDA market risk fundamental review working group. He is also member of a number of other industry working groups on capital and risk issues. Victor is a member of the GARP FRM committee.

At Chicago Booth, Prof. Zonis has taught courses on International Political Economy, Leadership, and E-Commerce. He also consults to corporations and professional asset management firms throughout the world, helping them to identify, assess, and manage their political risks in the changing global environment. He is a member of the Board of Directors of CNA Financial, and a Fellow of OmniPoint U.S.LLC. He is a member of the U.S. Comptroller General's Board of Advisers at the GAO and serves on the Board of the Institute for Psychoanalysis, Chicago. He is a member of the Board of Directors of the Fondation Etats Unis, Paris. What unites these activities is his unique awareness of the intersections of politics, economics, emergent technologies, emotions and leadership.

Prof. Zonis has written extensively on globalization, digital technologies, emerging markets, Middle Eastern politics, the oil industry, Russia, and U.S. foreign policy. He is a leading authority on the Middle East, and has spent the last 50 years studying the volatile mix of Islam, terrorism, and the Middle East.

His writings have been published, among other places, in The Financial Times, The New York Times, The International Herald Tribune and Chief Executive Magazine. His latest book is Risk Rules: How Local Politics Threaten the Global Economy (May 2011). His other books include The Kimchi Matters: Global Business and Local Politics in a Crisis Driven World and The Eastern European Opportunity.

Prof. Zonis has appeared on numerous network television news programs, including Nightline, and CNN's Larry King Live, as well as a commentator on National Public Radio. He was educated at Yale University, Harvard Business School, Massachusetts Institute of Technology, where he received a Ph.D. in Political Science, and the Institute for Psychoanalysis, Chicago.

Since August 2011, Darryll Hendricks is Head of Strategy for UBS Investment Bank, where he is responsible for IB strategic plan development, preparations for investor communications, and monitoring of plan execution and business segment resource. He is also responsible for coordinating UBS IB’s efforts related to Regulatory Reform, including Basel 3 compliance and mitigation programs, TBTF and recovery/resolution plans, Volcker Rule implementation, and Swap Dealer registration. Previously he was Managing Director and Global Head of Risk Methodology for UBS Investment Bank. Since fall 2009, he has also served as the chair of the US industry task force on tri-party repo infrastructure. Before joining UBS, Darryll worked at the Federal Reserve Bank of New York for 13 years where he focused on capital regulation and the risk assessment of clearing and settlement infrastructure. He has a PhD from Harvard University.

Daniel Egan is responsible for the practical application of Behavioral Finance to investing at Barclays Wealth in the Americas. Mr. Egan joined Barclays Wealth in February 2007. Prior to Barclays, he worked as a Financial Economist at Chiliogon Ltd where he valued unlisted equity and derivatives, and assisted with potential IPOs. Previously, he worked as an economic data analyst at the University of Pennsylvania. Mr. Egan holds BA with distinction in Economics and Psychology from Boston University and a M.Sc. in Decision Science from the London School of Economics. He has authored several papers on investor decision-making and behavior including, most recently, “Comparisons of Risk Attitudes Across Individuals,” with Peter Brooks and Greg Davies. He also presents regularly on Behavioral Finance at the LSE and London Business School.

Before joining RBC Capital Markets, Sanjay Sharma was the Chief Credit Officer of Natixis Capital Markets for five years. Prior to his tenure at Natixis he held investment banking and risk management positions at Merrill Lynch, Goldman Sachs, Moody’s, and Citigroup respectively. At Merrill he headed the ratings advisory practice for the Americas and also advised the firm’s clients on issues related to liability management and capital structure. At Goldman he advised the firm’s clients on issues related to capital structure and ratings. Prior to his career in the financial services industry, he worked as a marine engineer. He holds a Ph.D. in Finance and International Business from New York University. He holds the CFA charter and is the Founder and Board Member of Green Point Technology Services, a provider of online education.

Peter Cai is the Managing Director responsible for portfolio risk management at Morgan Stanley. In this role, Peter leads a global team aggregating, analyzing and stress testing Morgan Stanley’s risk exposures, spanning all of the firm’s businesses and operations. He plays a pivotal role in advising senior management and the Board of Directors related to market risk management and governance. Previously Peter was a risk strategist at Lehman Brothers (subsequently Barclays Capital) Fixed Income Division. Prior to this, Peter was the Global Director of Consulting at Askari, a boutique risk solutions firm. Peter holds a PhD degree in materials science from Pennsylvania State University.

Karl R. Reitz is a Senior Policy Analyst at the Federal Deposit Insurance Corporation, where he has worked since 2004. Mr. Reitz has worked on Basel Committee publications and regulations related to Basel II, Basel III and the Market Risk Rule. Mr. Reitz has also worked on regulations related to the Volcker Rule, Stress Testing Requirements and other areas of Dodd-Frank. Mr. Reitz has a B.A. in Economics and a B.S. in Electrical Engineering from Washington University in St. Louis.

Klaus Duellmann is Head of Banking Supervision Research and Deputy Head of the Research Centre in the central office of the Deutsche Bundesbank in Frankfurt. He represents the Deutsche Bundesbank in international working groups on banking regulation and chairs the “Capital Monitoring Group” of the Basel Committee on Banking Supervision. He is responsible for financial risk modeling, research on the impact of regulatory minimum capital standards and stress testing.

Peruvemba Satish is the chief risk officer at Allstate Investments, LLC, overseeing $100 billion investments in fixed income, equities and alternative strategies. He has held senior leadership positions in the areas of research, portfolio management, and risk management for over 15 years. Satish joined Allstate from Jamison Capital Partners, where he was CRO responsible for portfolio construction and risk management of commodity and macro strategies. Earlier, he was a partner and the CRO at DKR Capital Partners LP. Prior to joining DKR, Satish was director of risk management at Soros Fund Management. Satish received his PhD in Finance from the University of Texas at Austin and is also a CFA charter holder.

Attilio Meucci is the chief risk officer at Kepos Capital LP. Concurrently he is adjunct professor at the Master' in Financial Engineering - Baruch College - CUNY, where he teaches the intensive Advanced Risk and Portfolio Management bootcamp. Previously, Attilio was the head of research at ALPHA, Bloomberg LP's portfolio analytics and risk platform; a researcher at POINT, Lehman Brothers' portfolio analytics and risk platform; a trader at the hedge fund Relative Value International; and a consultant at Bain & Co, a strategic consulting firm. Concurrently he taught at Columbia, NYU-Courant, and Bocconi University. Attilio is the author of Risk and Asset Allocation - Springer and numerous other publications in practitioners and academic journals. He holds a BA summa cum laude in Physics from the University of Milan, a MA in Economics from Bocconi University, a PhD in Mathematics from the University of Milan and he is CFA chartholder.

Evan Picoult is a Managing Director within Citi’s Risk Architecture Department as well as an Adjunct Professor in the Decision, Risk and Operations Department of Columbia University’s Business School. Over the last few years he has focused on firm-wide projects regarding Basel II, stress testing and the enhancement of the measurement, implementation and use of Economic Capital. Evan joined Citibank in 1980 in systems development, transferred to a trading desk in 1986 and has worked in internal risk management since 1988. He has led the development of the methods used at Citi for measuring market risk and counterparty credit risk. He is a frequent lecturer on risk topics at professional conferences, regulatory conferences and at universities and has published a number of articles on risk topics.

Martha Cummings is Head of Client Coverage for Financial Sponsors North America.  Ms. Cummings joined the Financial Sponsors group in May of 2011, having been Chief Risk Officer for Banco Santander in New York since 2006. Ms Cummings has been with Santander for 9 years, having also served as Risk Manager for North and South American capital markets operations. Prior to joining Santander, Martha was Head of Equity Capital Markets for Latin America at Bankers Trust, where she had previously served as Head of Corporate Finance for the Southern Cone of South America. Previously, Martha consulted to Wharton Executive Education and assisting in business development for a private equity fund. Ms. Cummings has also worked with Citibank in Mexico and held positions in advertising and marketing with companies including McCann Erickson and International Dairy Queen. Ms. Cummings holds an MBA from the Wharton School and an MA in International Studies from the Joseph H. Lauder Institute of International Management. Ms. Cummings serves on the CEO Advisory Board of the Wharton Fellows Executive Education Program.

Paige Wisdom was appointed Freddie Mac’s chief enterprise risk officer in April 1, 2010, and is a member of the company's senior leadership team, reporting directly to the CEO.  In this role, Wisdom is responsible for providing the overall leadership, vision and direction for enterprise risk management and leads an integrated risk management framework for all aspects of risk across the company.  Previously, Wisdom served as Freddie Mac's Business Unit CFO, and earlier in her career held senior finance and risk-management positions with Bank of America, Bank One Corporation/J P Morgan, UBS/Warburg Dillon Read, Citibank Salomon Smith Barney, and Swiss Bank Corporation. She holds an MBA from The University of Chicago's Graduate School of Business.