Journal of Risk Model Validation Editorial Board
Steve Satchell - University of Cambridge
Moawia Alghalith - The University of the West Indies
Mohan Bhatia - Oracle Financial Services Consulting
Stefan Blochwitz - Deutsche Bundesbank
J. L. Breeden - Prescient Models LLC
Wei Chen - SAS Institute Inc.
George Christodoulakis - Manchester Business School
Klaus Duellmann - Deutsche Bundesbank
Douglas Dwyer - Moody's Analytics
Christopher C. Finger - MSCI, Risk Metrics
David Li - GE Capital
Christian Meyer - DZ BANK AG
Peter Miu - McMaster University
Bogie Ozdemir - Sun Life Financial Group
Peter Quell - DZ BANK AG
Daniel Rosch - University of Hannover
Harald Scheule - University of Technology, Sydney
Roger Stein - Moody's Investors Service
Lyn Thomas - University of Southampton
Erik Winands - Rabobank Netherlands & University of Amsterdam
This report covers the specific technologies required for firms to improve their ORM processes.
8th September 2015, London
RiskHedge 24th September 2015, London
Liquidity & funding Risk, 29th-30th September 2015, London
New York, 9 & 10 Sept 2015
Cambridge, 23 - 25 September 2015
New York 30 Sept & 1 Oct 2015
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A quant at Citi has revived debate about the changing nature of the profession (www.risk.net/2417747). The scope is narrower, he claims; the job has been dumbed down, and today's quants are little more than programmers. Is he right?
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