JOP 9 2 authors
The Journal of Operational Risk
Volume 9, Issue 2
Patrick McConnell
Dr. Patrick McConnell is a partner with Risk Trading Technology, a small consultancy specializing in Risk Management and IT. In over 30 years in the financial industry, he has worked as a senior manager in, and consulted to, large financial institutions in the US, Europe and Australia. He is an Honorary Fellow at Macquarie University Applied Finance Centre where he has taught MBA-level and industry courses on Operational, Enterprise, Systems and Strategic Risk Management. Dr. McConnell holds degrees in Mathematics, Operational Research and Business Administration and has published many articles on Risk Management in academic and practitioner journals. His particular research interests are in Systemic Operational Risk, the Strategic Risks faced by Systemically Important Financial Institutions and the use of Monte Carlo Simulation on addressing strategic problems.
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Lourenco Miranda
Dr. Lourenco Miranda is the Head of the Quantitative Analytics Group at U.S. Bank, responsible for quantitative Economic Capital and Stress Testing modeling within Corporate Treasury. Previously, he was Senior Risk Officer for the International Finance Corporation (IFC) of the World Bank Group. There, Dr. Miranda worked as a global advisor to IFC financial markets Clients in developing or frontier countries, assisting local Regulators and Banks to implement or improve their internal risk management practices. He has hands-on experience in banking and finance in more than 30 countries in South America, South and East Asia and Eastern Europe. Before the World Bank, Dr. Miranda held other positions in financial institutions like ABN AMRO Bank and Santander Investment Bank, with more than 17 years of relevant experience in the industry. In the academic arena, Dr. Miranda has worked in different centers in the US, Brazil, the Netherlands and Russia, currently working as affiliated professor at the School of Mathematics of the University of Minnesota. He is also author of various academic and professional papers. Dr. Miranda was also the Regional Director for the Global Association of Risk Professionals (GARP) in Brazil. He holds a PhD in Statistical Physics.
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Christopher M. Cormack
Chris Cormack is currently a managing partner in a boutique consultancy offering bespoke quantitative solutions for all areas of financial risk including credit, market and operational risk. Prior to this he was head of market risk for a large banking group and a quantitative risk manager for a UK hedge fund. Before a career in finance, Chris was a lecturer in physics at Queen Mary University of London, and holds an MA in physics from Oxford, a PhD in particle physics from Liverpool and a masters in mathematical finance from Oxford.
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