Numerix and CubeLogic | Risk Management Post COVID-19: Lessons Learned So Far
This event provided an overview on how Risk Management has changed in the context of the COVID-19 pandemic.
Live Date: Wednesday, July 1, 2020
Discussion points:
- Importance of real-time analytics in a fast-moving market
- Liquidity risk modelling implication
- CVA pricing
- Contingent risks
- Improvements to stress testing market practice
About the virtual event:
The spread of COVID-19 has caused panic in financial and commodity markets on an unprecedented scale with GDP and fiscal impacts not seen outside of world wars. The impact on risk management has been profound. Modelling assumptions have been found wanting. Risk IT and operational processes have been put under stresses unimaginable only a few months ago.
Additional speakers:
- Danny DiPaci, Head of Risk Middle Office and Finance, Flow Trader LLC
- Saadia Mujeeb, PRMIA
- Tom Wootton, Chief Credit Officer, Credit Suisse
Featured Speakers
Karl Sees
Karl is a leader in credit, counterparty and market risk management with over 25 years of practitioner experience in the finance and energy sectors. He has held Chief Risk Officer, Chief Credit Officer and Global Head of Counterparty Risk roles at major investment banks and brokerages. Karl is an MD at CubeLogic and member of the Executive team with responsibility for Financial Services clients and analytics solutions.
As Chief Marketing Officer and Executive Vice President of Global Marketing & Corporate Communications, James leads the company’s global marketing and corporate communications efforts, spanning a diverse set of solutions and audiences. He oversees integrated marketing communications to clients in the largest global financial markets and to the Numerix partner network through the company's branding, electronic marketing, research, events, public relations, advertising and relationship marketing.
Since joining Numerix in 2008, James has launched the organization’s award-winning thought leadership program, bringing to light challenges and insights from Numerix market experts. He also hosts the Numerix Video Blog, tackling the challenges pressing the derivatives markets—from regulatory issues to trading strategies.
Prior to joining Numerix, James served as Managing Director of Global Marketing and Communications for Fitch Ratings. During his tenure at Fitch, he built the firm’s public relations program, oversaw investor relations and led marketing and communications plans for several acquisitions. Prior to Fitch, James was a member of the communications team at Moody's Investors Service.
Darko Mocelj
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 uin 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.
