Risk Training

Chris Kenyon is head of XVA Quant Modelling, and AI Innovation lead at MUFG Securities EMEA plc.  Previously he was Head of XVA Quantitative Research at Lloyds Banking Group, head quant for Counterparty Credit Risk at Credit Suisse, and (post-crisis) Head of Structured Credit Valuation at DEPFA Bank Plc.  He is active in XVA research, introducing KVA and MVA, with Andrew Green, in Risk papers 2014-15 and their accounting treatment in 2016-17, as well as PFL as the replacement for PFE (2019).  He publishes mostly in the Cutting Edge section of Risk magazine (5^th most published 1988-2018, and 3^rd most cited in 2017), co-wrote “Discounting, LIBOR, CVA and Funding” (Palgrave 2012) and co-edited “Landmarks in XVA” (Risk 2016). He has a Ph.D. from Cambridge University and is an author of the open source software QuantLib.

Senior Executive practiced in leveraging internal Assets & Liabilities structure/management and product skills to drive productivity and revenue across diverse platforms. Optimize internal assets and liabilities to deliver maximum client return/value. 

Saeed Amen is the founder of Cuemacro. Over the past fifteen years, Saeed Amen has developed systematic trading strategies at major investment banks including Lehman Brothers and Nomura. He is also the author of Trading Thalesians: What the ancient world can teach us about trading today (Palgrave Macmillan) and is the coauthor of The Book of Alternative Data (Wiley), due in 2020. Through Cuemacro, he now consults and publishes research for clients in the area of systematic trading. He has developed many Python libraries including finmarketpy and tcapy for transaction cost analysis. His clients have included major quant funds and data companies such as Bloomberg. He has presented his work at many conferences and institutions which include the ECB, IMF, Bank of England and Federal Reserve Board. He is also a visiting lecturer at Queen Mary University of London and a co-founder of the Thalesians.

Ariane Chapelle has a PhD in Economics and is active in operational risk management since 2000, with experience acquired in managerial functions in ING Group and Lloyds Banking Group. Ariane Chapelle runs since 2006 her own training and consulting practice in risk management. Her clients include Tier 1 financial organisations such as AVIVA, AXA, HSBC, JP MORGAN and SWIFT. 

Before running her practice, Dr. Chapelle was the holder to Chair of International Finance (2003-2007) of Solvay Business School (University of Brussels). She holds a PhD in Economics, a Masters in Econometrics and a Master in Business Administration.

Dr. Chapelle is Honorary Reader at the University College London in Operational Risk, Fellow of the Institute of Operational Risk and member of the editorial board of the Journal of Operational Risk. She is a trainer in operational risk since 2006 and has designed the classroom training and course series on ORM certificate for many large organisations, both in-house and in public courses. Her book « Reflexions on Risk Management », published in July 2017 is the collection of her 28 articles written on operational risk management.