Andrea Allegra
Vice President of Financial Engineering, Numerix

Andrea Allegra is Vice President Financial Engineering at Numerix, responsible for delivering solutions for clients across the EMEA region, focusing on pricing vanilla and exotic products and on generating market and counterparty credit risk measures using Numerix analytics. In recent years he has been working on the design and delivery of projects centered on credit, funding, capital and initial margin valuation adjustments, using advanced metrics such as algorithmic differentiation. Before joining Numerix, Mr. Allegra worked as a financial engineer at Algorithmics.

Mr. Allegra holds a MSc in Industrial Engineering from the University of Genoa and MSc in Finance from the University of Turin.

Stephan Blanke
Head of Derivatives, Carbon Trading, KfW

Since 2014 Head of Derivatives at KfW. In that role focusing on management of derivatives partner relationship based on continuous and joint business, product and contract development. Prior that almost 20 years of experience in Equity research, M&A and funding of Financial institutions in Germany and Emerging Markets. Stephan Blanke has also recently represented KfW in various RFR Working Subgroups.

Ilja Faerman
Vice President and Head of Client Solutions Group, Numerix

Ilja Faerman is VP and Head of Client Solutions Group at Numerix. He has extensive expertise in successfully delivering projects across EMEA covering pricing of complex derivatives in multiple asset classes, as well as calculating market and counterparty credit risk figures for large portfolios of simple and complex instruments.

In recent projects, he has focused on advanced XVA metrics including KVA and MVA as well as coherent modeling of risk factors for the purpose of XVA calculation. Prior to Numerix, Mr. Faerman worked as a financial engineer and model validation analyst at Thomson Reuters. He holds a BSc in Business and Computer Science from the University of Rostock and an MSc in Finance from  the Frankfurt School of Finance & Management. He is currently located in Numerix’s Frankfurt office.

Moritz Kiese
Partner, d-fine

Moritz Kiese received his Dipl Ing from TU Munich in 2005 and his Dr Ing in 2010 respectively. He has more than 20 years of experience in software engineering ranging from embedded real-time systems to big data architectures. He is currently a partner at d-fine GmbH responsible for the development of mission critical bespoke business applications for the financial industry, regulators, and corporates.

Darko Mocelj
Industry Technology Strategist, Microsoft

Darko Mocelj is seasoned technologist with a strong business orientation. His vision and aspiration is to bridge the gaps between the requirements of the Financial Services Industry and the available, latest, technologies.

Darko currently works as an Industry Technology Strategist for Microsoft Western Europe. In his role he is supporting the digital transformation journey of Financial Services customers with a particular interest in machine learning and high-performance computing in risk and trading functions. Darko Mocelj likes to apply the newest trends in technology to current and future business problems and is passionate about learning the latest financial industry challenges and using the available technology stack to build and provide a suitable and scalable solution.

Prior to joining Microsoft, Dr. Darko Mocelj worked in different roles in the banking industry and in various consulting companies - always focusing on challenges within the Financial Services Industry. He holds a degree in Theoretical Physics and if he’s not following his interest in technology, he is spending his time dancing Argentine Tango with his wife.

Holger Plank
Partner, d-fine
Holger Plank is a Partner at d-fine Switzerland AG based in Zurich. Holger is heading d-fine's competence team for quantitative CCR and XVA and has been working on XVA-related projects since 2010 for most of the time. Daily tasks of the team are to combine deep understanding of current XVA theory and research with hands-on expertise in order to integrate exposure simulation tools into general FO or risk systems and pricing platforms. The actual project demand is often caused by regulatory changes as well as increasing accounting standards and proper management of XVA. Being with d-fine since 2003, Holger has previously worked as a financial engineer on almost all asset classes including IR, FX, inflation, equity and commodities, but also contributed to various market risk and front office projects. He holds both MSc and PhD titles in Mathematics (University of Regensburg) and an MSc in MathFinance (Oxford University).

Udi Sela
Vice President of Business Development EMEA, Numerix

Udi Sela has worked in the Foreign Exchange (FX) derivatives markets for 20 years. A senior derivatives trader and trading manager at Citibank and JPMorgan, he has developed expertise in derivatives spanning both vanilla and complex FX options. More recently, Mr. Sela has led product development and pre-sales functions prior to transitioning into a Business Development role, focusing on embedded partners and market data.

Juan Vargas,
Vice President of Financial Engineering, Numerix

Juan Vargas joined Numerix in August 2014, where he is currently working as Senior Financial Engineer. He is focused on developing solutions for clients to price vanilla and exotic products as well as market risk and valuation adjustment measures using Numerix analytics. Before joining Numerix, Mr. Vargas worked as Quantitative Analyst in the valuation services team at Pricing Partners (now part of Thomson Reuters). Mr. Vargas holds a Master’s degree in Financial Engineering from Universite Paris Dauphine.

Christoph von Maltzahn
Special Risk Control, BayernLB

Christoph von Maltzahn is responsible for counterparty credit risk and issuer risk methodology within Pillar 2 at BayernLB. Before joining BayernLB in late 2015, Christoph worked as a consultant specialized in credit risk and counterparty credit risk related topics. Currently he is focused on the development of analytic models for approximating derivative exposures and topics related to exposures of central clearing activities and structured derivatives. Especially he is working on a possible extension of the SA-CCR methodology and its limitations in the use within Pillar 2. Christoph holds an MSc in Corporate and Quantitative Finance from the University of Regensburg and is a certified FRM.

Hans Peter Wächter
Senior Manager, d-fine

Hans Peter Wächte is Senior Manager in the Financial Engineering unit at d-fine, a leading consultancy company specialised in risk and finance. Hans Peter focusses on topics where valuation intersects with regulatory, accounting and organizational issues, e.g. model governance, IBOR replacement, prudent valuation etc. lately. He has long-standing hands-on experience from numerous projects at national and international banks. Hans Peter holds a PhD in Theoretical Physics from University of Goettingen and a diploma (MSc) in Business Administration from Open University of Hagen. He also holds an FRM and a CFA charter