Risk Week – Day 3 – Regulatory Impact

Kevin Shinners

Global Sales Director, Sellside Risk Solutions

Bloomberg L.P.

Kevin Shinners joined Bloomberg in 2014 and is global head of sales for Bloomberg's risk solutions, focusing on sellside clients. Bloomberg's risk solutions cover an array of data and product capabilities across FRTB, Initial Margin, XVA, Credit Risk, LIBOR transition and intraday risk management.

Prior to joining Bloomberg, Kevin has worked in other fintech organisations focusing on risk management, in addition to directly in risk management both on the buyside and sellside. Kevin holds a BSc in Mathematical Sciences and Computing from the University of Limerick and a Master in Finance from the National College of Ireland.

Martin Neisen

Partner

PwC

Martin leads the Risk and Regulation division in Germany and is the Global Basel IV Leader of PwC.

Martin supports for more than 20 years regulators, supervisors, banks and other financial institutions in the area of banking regulation and risk management. He is one of our key contacts to several European banking regulators including Bafin and ECB. He is a speaker on international conferences and published numerous papers and books on risk management and banking regulation.

Martin has strong experience in both, IT and technical implementations. Furthermore he is a leading expert for projects that combine accounting, risk management and regulatory aspects.

Hugo Dias

Associate

Haitong

Graduated in engineering, and with a master in finance, I work at Haitong Bank since end of 2018. I’m responsible for developing models to measure interest rate risk ad potential future exposures, while coordinating development projects regarding the improvement of the market risk department (VaR, XVA, Sensitivities, FRTB, etc.). Most recently I am responsible for the coordination of the ICAAP exercise within the bank. Previously I have worked as a consultant and engineer.

Karim Faraj

Enterprise Pricing and Risk Products

Bloomberg L.P.

Karim Faraj is responsible for the strategy and product development of Bloomberg's cross-asset derivatives products and services. He focuses on the products used by front office traders and risk managers as well as workflow solutions for derivatives for both the sell-side and buy-side.

Previously, Karim served as the regional head of the financial engineering team in EMEA and then as the lead product manager for Bloomberg's Derivatives Library, or DLIB, which enables structured products investors to create, price and risk manage bespoke instruments through the Bloomberg Terminal.

Karim brings a wealth of experience working for global investment banks where he structured and priced deals and built quantitative tools, analytics and front-office workflow solutions. Prior to joining Bloomberg in 2010, Karim worked at Barclays Capital where he launched the quantitative investment strategies business and led the rapid response team. He supervised quantitative projects and was a member of Barclays' Equity Steering Committee across all trading desks.

Earlier in his career, Karim also worked as a quantitative analyst at BNP Paribas and strategist at Goldman Sachs, where he developed innovative cross-asset investment products, analytics and front office systems for market data, valuation, hedging, life cycle and risk management. He developed solutions for a diverse set of investment products such as vanilla derivatives, exotic and hybrids products, fund derivatives, dynamic strategies etc.

Karim earned his Master’s Degree from Mines Paris Tech specializing in Mathematics & Quantitative Finance, and lives in London with his wife and three children.

Ali Bastani

Senior VP, Structured Products Solutions

Jefferies

Ali Bastani is a Senior Vice President of Global Structured Solutions at Jefferies LLC, focusing on rates and hybrid structured notes origination and trading. Before joining Jefferies in 2011, he was a Quantitative Strategist at Merrill Lynch, working on Emerging Markets Fixed-Income desk. He graduated from Columbia University with a Masters in Financial Engineering and PhD in Electrical Engineering in 2007.

Ouadi Belayate

Senior Manager, Front Office Review

The Prudential Regulation Authority, Ban

Ouadi is a Senior Manager in the Front Office Review team at the PRA since 2010. He is responsible for supervising all trading activities in the UK of major domestic and international investment banks. His work involves an ongoing assessment of firms’ trading and risk management performance as well as review of strategic change projects driven by regulation. He led the Bank of England’s stress test methodology for trading books, and assessed regulatory market and counterparty credit risk capital model applications. He also participates in preparation for ongoing regulatory change initiatives such as FRTB and Libor transition, and international good practice initiatives such as Global FX Code.

Prior to the PRA, Ouadi worked for 10 years in various front office trading, structuring and quantitative risk management roles across various markets. These roles involved product design and development, structuring and implementation of the corresponding trading and risk management tools and infrastructure.

Ouadi holds a Master’s Degree from Mines Saint-Etienne (Quantitative Finance) and another Master’s Degree from the Lyon Institute of Actuaries (Finance & Actuarial science).

Jaafar Husain

Head of Liquidity and Market Risk

National Bank of Bahrain

Jaffar Hussain is the Head of Liquidity and Market Risk at the National Bank of Bahrain. He is a financial engineer with over 15 years of experience in the banking industry. Over the last few years he’s been focusing on building optimal technology architectures for treasury and risk management functions including facilitating the use of big data analytics, Cloud-based databases, and Machine-Learning algorithms.