Chris Strickland

Lacima Group

Dr Chris Strickland


Linkedin Profile

Bio: Dr Chris Strickland is CEO and co-founder of Lacima - a specialist provider of valuation, optimization, and risk management software to the global energy and commodities markets. Chris also works extensively with senior executives consulting on energy risk management and complex derivative valuation issues for over 15 years, and is a recognised expert for expert witness testimonials. Previously Chris worked for RBC Gilts Ltd and Kitcat and Aitken & Co in London. 

Chris is the co-author (with Les Clewlow) of the books 'Energy Derivatives Pricing and Risk Management' and 'Implementing Derivatives Models' and co-editor of the book 'Exotic Options: The State of the Art'. 

In 2005 Chris was named in the Energy Risk Hall of Fame and in 2009 he was named in an elite international group of five by Energy Risk Magazine as a pioneering quantitative analyst who has made an outstanding contribution to energy trading and has shaped today's global energy markets.

He is a Coordinator of the Risk Metrics Subcommittee of the Committee of Chief Risk Officers (CCRO) based in Houston, and a member of the Energy Oversight Committee for the Global Association of Risk Professionals (GARP) based in New York. 

Chris is an Honorary Fellow at Macquarie University in Sydney and a member of the Special Focus Advisory Board of the Computational Finance & Risk Management Program at the Department of Applied Mathematics, University of Washington in Seattle


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Session(s): Day 1, Tuesday 16 May 2017

16.20 Addressing the Top 5 challenges faced by risk managers every day

  • How to explain VaR changes to traders and senior management (VaR attribution)

  • How to quickly assess the risk of a large new position.

  • Reporting VaR across a variety of desks (Oil/Softs/Metals)

  • VaR calculations for a portfolio of Crack spreads

  • Handling the disconnect between analytics used in the risk engine and the pricing desk

Click here to see the agenda preview or download the full one here.

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