Overview

This webinar presents the information that technologists and product managers need when planning to integrate risk analytics into their systems. The goal is to help you plan and implement a project that meets your objectives in a cost-effective and timely manner. Some of the topics addressed include:

• Recap of the drivers for considering risk and the key risk metrics in common use today
• Challenges to consider when planning to add risk analytics to an existing system, and various options to overcome them
• Best practices for successful integration, from analysis of existing architecture to planning and deployment
• The role of a valuation and risk platform in facilitating deployment of risk analytics

Speakers

Dr. Tony Webb, Director, Analytics, Product Management
Dr. Tony Webb is FINCAD’s Director of Analytics, and is responsible for defining the development roadmap for analytics across all products, and for external communication of quantitative research and thought leadership. He has been at FINCAD since 2000, working for several years as a quant on various instruments, asset classes and models, as well as on risk and hedge accounting applications. He holds an MA in Mathematics from Cambridge University, an MBA, and a PhD in computational fluid dynamics from the University of British Columbia.

Steve Pentin, Senior Product Manager
Steve Pentin is Senior Product Manager at FINCAD with responsibility for F3 Platform. He has over 10 years of experience in bringing innovative financial software products to market, most recently at Asset Control. Prior to this Steve spent 15 years in the City of London in technical leadership roles at LIFFE, Barclays, and Royal Bank of Scotland. Steve studied Electrical and Electronic Engineering at Kingston University in the U.K.

Matthew Streeter, CFA, Product Marketing Manager
Matthew is responsible for understanding client business issues in the derivatives marketplace and translating them into industry-leading products and solutions. Before joining FINCAD, Matthew worked on the merging of Bank of America and Merrill Lynch systems within the rates derivatives and structuring businesses. Previously, he held positions at JP Morgan, Société Generale Equity Derivatives, Wachovia Capital Markets and Deutsche Bank. His expertise is wide ranging: trade execution, trading book hedging, PnL attribution, building pricing models, risk analysis and reporting. He has also modeled, structured and hedged retail and institutional issuances.