Quantitative Risk Manager
Bio: A driven professional with 10 years experience within both financial and physical commodities/energy markets. Specialising in market risk management, quantitative/financial analysis, statistical modelling, clearing/margining etc. combined with strong IT skills. A wide range of past experience also provides a unique combination of perspectives for understanding the market dynamics from various angles (utility/producer, clearer/exchange, investment banks).
Specialties: Strong market knowledge of: power (EU/UK, US, Australia), gas (EU/UK, US, LNG), base/precious metals, agriculture, emissions, coal/dry freight, oil. Product knowledge of: derivatives, exotics, physical, structured and commodity indices.
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Session(s): Day 1, 16th May 2017
13.50 Presentation: LME Clear – Margining, segregation and default management
What are the changes and challenges of the CCP interaction with clients?
Default management process
How is LME Clear developing efficient margining and enhanced client protection