JOP 10 2 Authors
The Journal of Operational Risk
Volume 10, Issue 2
Alexis Renaudin
Alexis Renaudin joined the Aon Risk Consulting team in London having previously worked in the Risk Analytics and Research Department of Credit Agricole Group (GRO) in Paris, and also as a Quant Assistant for the Equity Derivative Desk of VTB Capital in London where he developed and implemented market risk models for traders. Alexis has worked with many Top-Tier and G-SiFis banks to develop and implement full-scale operational risk models in R/Matlab. In addition, Alexis is actively involved in a variety of R&D projects for the benefit of his clients, which includes publications of academic papers. Prior to joining Aon in 2011 he graduated with an Engineer's degree in Computer Science from Grenoble Institute of Technology and a Research Master Degree in Financial and Actuarial Science from University of Lyon 1. Alexis is a Fully Qualified Member of the French Institute of Actuaries.
|
|
Matthew Grant
Matthew Grant joined the London based Risk Consulting team of Aon in August 2013, and has been working with several top tier banks to develop and enhance their operational risk AMA models, focussing on the use of statistical/Monte-Carlo simulations techniques and their implementation in Matlab.
|
 |
Paolo Giudici
Paolo Giudici is a Full Professor of Statistics at the Department of Economics and Management of the University of Pavia. Currently he is lecturer of Statistics (undergraduate level), Financial Risk Management (Master's level), Data Science (PhD level). He has been Board director of Credito Valtellinese banking group (since 2010), President of the scientific committee of the Italian Financial risk association (since 2012), and President of the Data analysis section of the Italian Statistical Society (since 2013). His research activity concerns statistical models for economics and finance. He has published 60 papers in scientific international journals, and two research books, with an H-index of 22 (calculated by Google scholar)
|
|
Lijun Gao
Lijun Gao is a professor at the School of Business Administration, Shandong University of Finance and Economics. Her research interests include: Operational risk measurement and modeling & Financial forecasting. She has written or co-authored about 30 papers, including two papers in Risk journals.
|
|
Gerald M. Friedhoff
Gerald M. Friedhoff is a PhD candidate in the School of Systems and Enterprises at Stevens Institute of Technology (Hoboken, NJ). He received his BS in industrial engineering from Virginia Tech (Blacksburg, VA) and his masters in industrial engineering and operations research from Purdue University (West Lafayette, IN). He is currently also Vice President of the Securities Finance and Collateral Management business unit of Broadridge Financial Solutions in Jersey City, NJ. He previously worked for IBM before becoming President of Alpha Omega Technologies. He later held various senior level positions in technology based consulting firms before joining Broadridge and starting his PhD. Mr. Friedhoff is a six sigma black belt and ASQ Certified Manager of Quality.
|
|
Mo Mansouri
Mo Mansouri is an Assistant Professor in the School of Systems and Enterprises at Stevens Institute of Technology. He received his Doctor of Science degree from The George Washington University in Engineering Management. He finished his M.Sc. degree in University of Tehran, and his B.Sc. from Sharif University of Technology, in Industrial Engineering. Prior to joining Stevens, he served several non-profit, philanthropic and development organizations as a research fellow working on evaluation of non-profit programs. He has publication in different scientific journals like Int. J. Ocean Systems Management, Enterprise Information Systems, and numerous conferences particularly IEEE Systems Conference. Dr. Mansouri's research interests are governance of Complex Adaptive Socio-technical Systems (CASS) and resilience engineering for CASS with emphasis on Infrastructure Systems.
|
|
Borek Puza
Dr Borek Puza is a Senior Lecturer in Statistics in the School of Finance, Actuarial Studies and Applied Statistics in the College of Business and Economics at the Australian National University, Canberra. Dr Puza completed a BSc in Mathematics in 1985 and worked at the Australian Bureau of Statistics from 1986 to 1995, in the time series and methodology areas. In 1992 he completed a Graduate Diploma in Statistics, followed by a Masters in Statistics in 1994 and a PhD in Statistics in 2001, all at the ANU. Dr Puza has written about 20 papers on various statistical topics. His current research interests include biased sampling, confidence estimation, Bayesian statistics, Markov chain Monte Carlo methods, and risk analysis.
|
|
Lincoln Hannah
Lincoln Hannah is a Principal Consultant at Sungard Financial Systems - London, specialising in XVA (Pricing Valuation Adjustments) and Counterparty Credit Risk Modelling. He completed a degree in Actuarial Studies at the University of Melbourne in 2002 before working for the Australian Treasury Department from 2003 - 2005. Lincoln has since worked in XVA and Quantitative Risk roles at Westpac, Deutsche and Santander Banks in Sydney and London, before joining Sungard in 2014.
|