STORM agenda

Mark is the Global Brand Director at Chartis and has over 30 years’ experience in global capital markets, consulting and associated technologies focusing on risk management, front and middle office platforms and data management. Prior to Chartis he has held executive roles in large global financial institutions, consultancies and FinTechs in various positions including platform and software development, solution architecture, large scale program management, vendor selection and implementation and strategy development and execution. With a background covering front, middle and back office Mark brings a holistic view of business, technology and regulatory issues across the enterprise and how these issues can be addressed by leveraging appropriate technology solutions.  His primary focus has been risk technology and includes leading the global teams for risk technology at RBS Capital Markets and AIG, Middle office and front office technology teams at Barclays Capital, extensive consulting experience with major consulting organizations including EY and Deloitte together with extensive vendor experience including time at both Algorithmics and Misys (now Finastra). Mark has an MA from Oxford University and is Fellow of the Institute of Chartered Accountants in England and Wales.

Sid is a research director at Chartis Research with more than 20 years of experience in the financial, energy, and commodities markets in various functions across the trade and software development lifecycles. He has held various roles in product development, trading, risk management, software development, and consulting in banks, hedge funds, and risk advisory and software firms, including Standard Chartered Bank, TCG Group, HCL, and Cognizant.

Sid’s specific areas of interest and research include risk data, model risk management, quantitative models in illiquid markets, high-performance analytics, energy and commodity trading risk, market structure design, new computational models, and the use of innovative mathematical methods in various emerging areas of risk management. He has an MBA from the Indian Institute of Management and is a qualified Chartered Alternative Investment Analyst CAIA, Financial Risk Manager (FRM), Energy Risk Professional (ERP), Member of GARP and CIPM from the CFA Institute.

Sid has more than 20 years of experience in the financial, energy and commodities markets in various functions across the trade and software development lifecycles. He has held various roles in product development, trading, risk management, software development and consulting in banks, hedge funds, and risk advisory and software firms, including Standard Chartered Bank, TCG Group, HCL and Cognizant. 

Sid’s specific areas of interest and research include risk data, model risk management, quantitative models in illiquid markets, high-performance analytics, energy and commodity trading risk, market structure design, new computational models, and the use of innovative mathematical methods in various emerging areas of risk management. 

Jason Charlesworth holds a PhD in computational theoretical Physics from Cambridge University. He has worked in academic research in QMW, London and Cornell University and headed the Speech recognition, machine learning and natural language processing groups at Canon Research contributing to, and was involved in, speech annotation in the MPEG standards development.

In finance, Jason has worked in, and developed, derivative pricing frameworks in FinTech firms, including being CIO (Europe) at NumeriX. He has over 20 years’ experience running front-office quant and quant dev groups in major investment banks including RBS where he was co-head rates/inflation quant and Citigroup, implementing exotic derivative pricing and risk libraries across most assets. In his last role at Citigroup, Jason ran the Numerical Performance Group developing financial computational maths methods for exotic hardware as well as being involved in Citigroup’s quantum computing efforts.

Since leaving Citigroup Jason has founded Zettamatics, a software company delivering high-performance computational maths to the finance industry.

Claudio Albanese holds a PhD in Physics from ETH Zurich and had academic careers in Physics and Finance, including professorships at the University of Toronto and Imperial College London. In 2006 he founded Global Valuation, a software company in the risk analytics space where he has built a compiler and universal solver for large-scale derivative portfolios. He published extensively on counterparty credit risk, model risk, stress testing and wrong-way risk. 

Sid is the Chief Researcher at Chartis Research with more than 20 years of experience in the financial, energy and commodities markets in various functions across the trade and software development lifecycles. He has held various roles in product development, trading, risk management, software development and consulting in banks, hedge funds, and risk advisory and software firms, including Standard Chartered Bank, TCG Group, HCL and Cognizant.

Sid’s specific areas of interest and research include risk data, model risk management, quantitative models in illiquid markets, high-performance analytics, energy and commodity trading risk, market structure design, new computational models, and the use of innovative mathematical methods in various emerging areas of risk management .He has a MBA from the Indian Institute of Management and is a qualified Chartered Alternative Investment Analyst CAIA, Financial Risk Manager (FRM) ,Energy Risk Professional (ERP), Member of GARP and CIPM from the CFA institute.

Gordon Ritter completed his PhD in mathematical physics at Harvard University in 2007. His publications while at Harvard were in quantum field theory, differential geometry, quantum computation and abstract algebra, including a well-known simplicity theorem for Kac-Moody groups and a mathematically rigorous treatment of Euclidean QFT on Riemannian manifolds. Prior to Harvard he earned his Bachelor’s degree with honors in Mathematics from the University of Chicago. Dr. Ritter currently teaches at Columbia, NYU, University of Chicago and the Baruch MFE program. His academic research is on portfolio optimization and statistical machine learning; his finance publications can be found in journals including Risk, the Journal of Portfolio Management, Journal of Financial Data Science, European Journal of Operations Research, Journal of Machine Learning in Finance, and others. He was named Buy-Side Quant of the Year in 2019 (researchers awarded the same honor in other years included Marcos Lopez de Prado, Alex Lipton, and Jean-Phillipe Bouchaud). In parallel with his teaching responsibilities, Dr. Ritter works full time in the industry. In 2019 he founded Ritter Alpha LP, a registered investment adviser running systematic absolute-return trading strategies across multiple asset classes and geographies, based on cutting-edge technology and rigorous applications of statistics and the scientific method to investment problems. Prior to founding Ritter Alpha, he built a successful trading system from scratch at GSA Capital, a firm which won the Equity Market Neutral & Quantitative Strategies category at the Eurohedge awards four times. Prior to GSA, Dr. Ritter was a Vice President of Highbridge Capital Management (HCM) and a core member of the HCM statistical arbitrage group, a small team sharing full discretion over systematic trading models that generated billions in profit for investors and directed trillions of dollars of trades across global equities, futures and options. Several senior members of the HCM statistical arbitrage group later joined Gordon at Ritter Alpha. In his spare time Gordon enjoys scuba diving in Hawaii. Diving certifications include Master Scuba Diver (PADI and NAUI), SDI Solo Diver, TDI Advanced Nitrox & Decompression procedures, and PADI Tec 40 CCR.

Petter’s research interests include quantitative trading strategies, delegated portfolio management, financial econometrics, risk management, and optimal portfolio strategies.

 He is a member of the editorial board of the Journal of Portfolio Management. Previously, Petter worked in the Quantitative Strategies Group at Goldman Sachs Asset Management where his responsibilities included researching and developing new quantitative investment strategies for the group’s hedge fund. 

Petter coauthored the books Financial Modeling of the Equity Market: From CAPM to Cointegration (Wiley, 2006), Trends in Quantitative Finance (CFA Research Institute, 2006), and Robust Portfolio Management and Optimization (Wiley, 2007). He holds a doctorate in mathematics from Yale University, an M.Phil. in applied mathematics from the Royal Institute of Technology in Stockholm, and an M.S. in mathematics from ETH Zurich.

Sid is the Chief Researcher at Chartis Research with more than 20 years of experience in the financial, energy and commodities markets in various functions across the trade and software development lifecycles. He has held various roles in product development, trading, risk management, software development and consulting in banks, hedge funds, and risk advisory and software firms, including Standard Chartered Bank, TCG Group, HCL and Cognizant.

Sid’s specific areas of interest and research include risk data, model risk management, quantitative models in illiquid markets, high-performance analytics, energy and commodity trading risk, market structure design, new computational models, and the use of innovative mathematical methods in various emerging areas of risk management .He has a MBA from the Indian Institute of Management and is a qualified Chartered Alternative Investment Analyst CAIA, Financial Risk Manager (FRM) ,Energy Risk Professional (ERP), Member of GARP and CIPM from the CFA institute.

Maryam is a Senior Research Specialist at Chartis, focusing on quantitative methods in financial risk management – including Artificial Intelligence/Machine Learning. Maryam has been the lead analyst and author of a variety of industry and thought leadership reports, including insurance risk systems, asset and liability management and credit risk analytics. She also works on risk-aware accounting and governance risk and compliance (GRC) – focusing on model risk management (MRM). Maryam has been involved with a variety of Business - Technology strategy projects and other types of consulting work. Maryam has experience using statistical software, machine learning libraries, Python and MATLAB. She also specializes in graphics production and visualizations. Maryam holds a first-class BA Honours from the London School of Economics and an MSc in computation and cognition with distinction from Birkbeck, University of London. Maryam also has a certificate in Risk in Financial Services from the Chartered Institute for Securities & Investment.

Other areas of interest include computer vision research, rule-based symbol systems, neural computation and cognitive modeling.

Ms. Chang has over 20 years of experience in risk management, investment research, and financial analytics. She is currently the CRO of Axonic Capital LLC, a New York based investment advisor.

Previously, she served as the CRO at Angel Oak Capital Advisors since 2014. Prior to joining the buy side, Ms. Chang served in various financial roles at Wells Fargo and Wachovia Securities for a decade. Ms. Chang holds a B.A. degree in Finance from Wuhan University and an M.B.A from the College of William and Mary, where she graduated with distinction, beta gamma sigma. She holds the CFA®, the FRM, and the CAIA designation.

Yury Dubrovsky was the former managing director and chief risk officer of Lazard and head of global risk management at Lazard Asset Management. He and his global teams were responsible for all aspects of risk management at the bank and its fully owned asset management subsidiary, covering equity and fixed income universes for traditional and alternative investments. Dubrovsky was in charge of quantitative analytics, supporting portfolio management teams on portfolio construction issues, executing the initial phase of research processes, and providing portfolio attribution analytics. He began working in investment in 1994. Prior to joining Lazard in 2005, Dubrovsky was global head of market risk management for emerging markets and Group of 20 credit products at Credit Suisse First Boston, and global head of exposure management for emerging markets and regional head of exposure management for the Americas at Deutsche Bank. Before this, he was associated with JP Morgan, AT&T, and Kiev Polytechnic University in quantitative and technological capacities. Dubrovsky held a master of business administration degree in finance from St. John’s University and a master of science degree in mechanical engineering from Kiev Polytechnic University. He was a member of the Chartered Financial Analyst Institute, New York Security Analysts Society, International Association of Financial Engineers, Global Association of Risk Professionals, and Professional Risk Management Association.