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Dmitry Lobaskin

Global Head of Risk Model Validation and Head of EMEA Model Risk
Nomura

Having over 15 years of experience in validation of pricing and risk models. Holding PhD in Theoretical Physics.

Dmitry Lobaskin

Global Head of Risk Model Validation and Head of EMEA Model Risk
Nomura

Dmitry Lobaskin

Global Head of Risk Model Validation and Head of EMEA Model Risk
Nomura

Having over 15 years of experience in validation of pricing and risk models. Holding PhD in Theoretical Physics.

 

Carmen Messerlian

Founder & President
Vie Science, Inc.

Carmen Messerlian

Founder & President
Vie Science, Inc.

Carmen Messerlian

Founder & President
Vie Science, Inc.
 

John McNicol

Founder and Director
Kelvin Capital

John McNicol

Founder and Director
Kelvin Capital

John McNicol

Founder and Director
Kelvin Capital
 

Manuele Iorio

Head of Model Risk Measurement and Quantification
Barclays

Dimitrios has 15 years of Banking experience in various Quantitative Modelling roles, most recently as the Head of Model Risk Measurement at Barclays, where he focuses on developing approaches to assess model uncertainty for the key risk metrics of the Bank. Prior to that, he worked at Deutsche Bank where he led various teams within Counterparty and Market Risk model development and then within Model Risk Management, incl. Model Validation, Framework design and Technology for model testing platforms.

Manuele Iorio

Head of Model Risk Measurement and Quantification
Barclays

Manuele Iorio

Head of Model Risk Measurement and Quantification
Barclays

Dimitrios has 15 years of Banking experience in various Quantitative Modelling roles, most recently as the Head of Model Risk Measurement at Barclays, where he focuses on developing approaches to assess model uncertainty for the key risk metrics of the Bank. Prior to that, he worked at Deutsche Bank where he led various teams within Counterparty and Market Risk model development and then within Model Risk Management, incl. Model Validation, Framework design and Technology for model testing platforms. He holds an MSc and BSc in Finance from The London School of Economics and the University of Macedonia, Greece respectively.

2022 Event Highlights Report
 

Kalina Mihaylova

Product Development Manager
Daye

Kalina Mihaylova

Product Development Manager
Daye

Kalina Mihaylova

Product Development Manager
Daye
 

Valerie Evans

Consumer Investor
The Craftory

Valerie Evans

Consumer Investor
The Craftory

Valerie Evans

Consumer Investor
The Craftory