JOP 10 4 Authors
The Journal of Operational Risk
Volume 10, Issue 4
Dr. Patrick McConnell is a partner with Risk Trading Technology, a small consultancy specializing in Risk Management and Information Technology. 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. Mc Connell holds degrees in Mathematics, Operational Research and Business Administration and has published many articles on Risk Management in academic and practitioner journals. His current research interests are in Systemic Operational Risk, a book on which was published by Risk Books in 2015, and in People/Conduct Risk, jointly authoring a book on the subject published by Kogan Page in 2015.
Pierre Clauss is Head of Operational Risk Modeling, Société Générale and has spent 11 years within the financial industry. He started in 2004 as a Quantitative Analyst in asset management companies (HSBC, Natixis and Société Générale). In 2008, he joined ENSAI as an Associate Professor to manage the chair "Risk Management and Financial Engineering". Before joining the Risk Department at Société Générale in 2014, he was Chief Economist at AFIC for the French Private Equity industry. He writes academic papers on portfolio construction, risk measurement and published a book on Portfolio Management (Dunod, 2011). He graduated from the ENSAI in applied Statistics and holds a Masters degree in Statistics-Econometrics from the University of Rennes. He teaches portfolio management and risk modeling at ENSAI and the University of Paris-Dauphine. He is affiliated to EPEE - University of Évry.
Sophie Lavaud is Quantitative project manager of Operational Risk Modeling, Société Générale and has been working for 6 years in the banking industry. She started in 2010 in Credit Agricole as a Quantitative Analyst in Credit Risk and then focused on Operational Risk modeling from 2011 to 2014. She joined Société Générale in 2014 in the Operational Risk modeling team as a Quantitative Project Manager. She wrote papers on different topics related to operational risk measurement and graduated as a Statistician and Economist Engineer from the ENSAE. She teaches Copulas and Multiple risks measurement at ENSAI.
François Crénin is Quantitative project manager of Operational Risk Modeling, Société Générale and joined the Operational risk modeling team in 2013, after several experiences in the banking industry and consulting. He has been working on various statistical issues of the Operational risk measurement with a focus on dependence structure. He graduated from ESSEC Business School, ENSAE as a Statistician and Economist and from the Institute of French Actuaries.
Jiali Xu is Quantitative analyst of Operational Risk Modeling, Société Générale. After graduating from the Ecole des Ponts Paristech (ENPC) in 2014, Jiali joined Société Générale in 2014 and serves as a quantitative analyst supporting Operational Risk Modeling. His current research projects are in the areas of applications of random matrix theory in risk measurement.
David Cressey is Senior risk quantitative analyst, CDS Clear - LCH.Clearnet. David has been working for 5 years in the banking industry. He started in 2010 as a Quantitative Analyst for SG risk modeling team, mainly focusing on credit derivatives and Operational Risk. In 2014, he joined Lyxor to work as a Structured Fund Manager. Passionate about risk issues, he moved in 2015 to help CDS Clear (LCH.Clearnet) improve its risk models while offering cutting hedge clearing service to its members. He graduated from the ENSAE as a risk-specialized Statistician-Economist.