Agenda

FX Markets Europe 2021 event agenda

2021 Agenda - FX Markets Europe

The agenda may be subject to change

All times in GMT

12:5513:00

Chair’s opening remarks

08:55 - 09:05

Duncan Wood

Global editorial director

Risk.net

Duncan Wood is the London-based editor-in-chief of Risk.net. He was promoted to the role at the start of 2015, to lead the editorial reorganisation of the website and its print titles. Duncan had been editor of Risk magazine since July 2011. He rejoined Risk as European editor in October 2009, having originally worked for Risk and Asia Risk in London and Hong Kong as a writer and researcher between 1998 and 2000.
In the intervening years, Duncan was news editor for the Oliver Wyman-founded online start-up ERisk.com. He also worked freelance for six years while living in Germany, with his work appearing in Euromoney, Financial News, IFR, and The Wall Street Journal, as well as Risk magazine and its sister titles.
Duncan has written about derivatives and risk throughout his 17-year career in journalism. He is a Neal Awards finalist, and has also won Incisive Media's journalist and editor of the year awards.

13:0013:45

The FX Global Code Review 6 months on

13:00 - 14:00

  • Why greater transparency was a key part of the Code review?
  • Progress with implementing Disclosure Cover Sheets
  • How could the market be impacted?
  • What next?
Rohan Churm

Head of foreign exchange division

Bank of England

Rohan Churm is the Head of Foreign Exchange Division at the Bank of England.  The division is responsible for leading the Bank’s foreign currency operations, and using its presence, expertise and influence in financial markets to inform and shape the Bank’s policy decisions and priorities.  Those foreign currency operations include managing the UK’s official foreign currency reserves on behalf of the UK Government, managing the Bank of England’s smaller pool of foreign currency reserves, and carrying out foreign currency transactions for customers including government departments.  

Rohan was heavily involved in the 3-year review of the FX Global Code, including Chairing the GFXC Disclosures Working Group.   Rohan is a member of the Foreign Exchange Joint Standing Committee (FXJSC).

Rohan has been in role since 2017, having joined the Bank of England in 2001.  He was previously head of Stress Testing Strategy Division from 2014-17 and was responsible for the delivery of stress tests and development of the stress testing framework.  He has written various articles on policy and financial market issues, including Stress Testing and the impact of Unconventional Monetary Policy.  He obtained a BA in Economics from Cambridge University and an MSc in Economics and Finance from Warwick Business School.  His outside interests include Chess, Cricket, and Football.

14:0015:00

Macro volatility and market drivers shaping markets

14:00 - 15:00

  • Why is currency volatility so low, including compared to fixed income volatility?  

  • How do you assess macro differentiation in DM and what are the implications for FX into 2022? 

  • Should the currency market care about the fast rise in US budget deficits and debt? 

  • What will be the impact of the Fed’s QE taper on EM currency volatility? 

  • How will political events shape FX markets into 2022, both in DM and EM?  

Arnab Das

Global market strategist - EMEA

Invesco

Arnab Das is Global Market Strategist at Invesco in the EMEA region, based in London, and a member of Invesco’s Global Thought Leadership team. He helps develop and communicate analysis and insight on the global economy and financial markets across asset classes for clients, media, governments and central banks.

He works with Invesco’s investment teams across disciplines and regions and is a member of Invesco’s Global Investor Forum Advisory Council with a focus on global macro and emerging markets. Arnab’s research interests span economic policy, performance and reform; and economic and financial history.

Arnab joined Invesco in 2015 as Head of EM macro research for Invesco Fixed Income. He began his career in finance in 1992, and has served as Co-head of Economic Research & Strategy at Roubini Global Economics; Co-head of Global Economics & Strategy, Head of Global FX Research, and Head of EM Economics & Strategy at Dresdner Kleinwort; and Head of EEMEA Research at JP Morgan. He has also been a private consultant in global and emerging markets, as well as consulting with Trusted Sources, a specialist EM research boutique.

Arnab’s studies were in macroeconomics, economic history and international political economy. He received an AB from Princeton University in 1986 and completed his postgraduate and doctoral work at the London School of Economics in 1987-1992.

James Binny

Head of investments for SSGA Europe Limited and global head of currency

State Street Global Advisors

James is Head of Investments for SSGA Europe Limited and Global Head of Currency. He joined the company in January 2016 as Head of Currency for EMEA. Since January 2019 he has expanded his role to include Head of Investments for Ireland, providing leadership and governance to SSGA investment management activity in Ireland and other EU jurisdictions. As Global Head of Currency he continues to provide strategic leadership to the Currency team from a business, investment and research perspective and is ultimately responsible for all currency strategies.

James has worked in the industry since 1990, predominantly in the management of global fixed income and currency, with a focus on the development and implementation of investment and risk processes. He has worked on or led teams at investment firms including Brevan Howard, Gartmore and County NatWest Investment Management. He advised investment managers and asset owners regarding the development of investment and risk management processes while at ABN AMRO and Lloyds Banks. He also created and implemented a manager of managers product at ABN AMRO and while at Lloyds Bank he was trustee of both a DB and DC pension plan.

James graduated with a first in Engineering Science from Oxford University.

Philippe Waechter

Chief economist

Ostrum Asset Management

Philippe Waechter is Chief Economist at Ostrum Asset Management and head of the Economic Research Unit. He was previously head of economic research at Banque Populaire Asset Management, a predecessor company to Natixis.

He began his investment career as an economist at BRED Banque Populaire. He currently lectures at the Ecole Normale Supérieure of Cachan.
Mr. Waechter was an associate professor at the Université d'Evry in 2003, is co-author of Subprimes, the Global Bankruptcy (May 2008), and is frequently quoted in the financial media.

He holds a graduate degree in economics and in econometrics from Université Paris I.

David Page

Head of macroeconomic research

AXA Investment Managers

  • David is Head of Macro Research at AXA Investment Managers. He manages a global team of 10 economists and strategists. He is a regular guest on Bloomberg TV, as well as appearing in other global media. He has recently written on a range of topics including How Vaccines will Affect Global GDP and Assessing the Costs of Climate Change as well as writing regular research on global and US macro developments.
  • David joined AXA Investment Managers in July 2014 as a Senior Economist to provide economics coverage on US and UK economies. He has written extensively on the US economy, including covering elections, fundamental monetary policy debates and issues of fiscal stimulus.
  • Before joining AXA IM, he worked for 4 years at Lloyds Bank Commercial Banking as a Senior Economist covering primarily the UK economy. During this time, David was twice voted the top forecaster in the region (Bloomberg) in 2011 and 2012 (3rd in 2013).
  • Prior to this, he worked for 10 years at Investec Bank as a global economist. David primarily covered the UK and European economies. During this period David regularly appeared on CNBC, Bloomberg and Reuters TV.
  • Before this, David spent 5 years in the Government Economic Service, initially working for the energy regulator, OFFER, before joining the UK Debt Management Office at its inception in 1998 – an executive agency of HM Treasury – considering issues of primary issuance for the UK gilt market.
  • David holds an MSc in Economics (1995) from the University of Warwick, UK and a BA in Economics (1994) from the University of York.

 

Beata Harasim

Senior Investment Strategist

BlackRock

Beata Harasim, Director, is a Senior Investment Strategist for BlackRock and a member of the BlackRock Investment Institute (BII). She is responsible for developing tactical asset allocation frameworks and contributing to related thought leadership. Ms. Harasim represents BlackRock's multi-asset views based on the insights of our investment community.

Prior to her current role, Ms. Harasim worked at BlackRock for nine years, most recently as a global macro portfolio manager with the Diversified Strategies team. She ran a discretionary fundamental investment process, with a primary focus on currencies and fixed income. Prior to that, she worked as a portfolio manager with BlackRock's Global and European Fixed Income teams.

Ms. Harasim is a CFA and CAIA charter holder . She earned a MA degree in Finance and Banking from the Warsaw School of Economics in 2008 and completed post graduate course in Big Data: Advanced Analytics in 2016.

15:1516:15

Technology and innovation: new approaches to data and trading for the buyside

15:00 - 16:00

Phil Weisberg

EVP strategic planning and partnerships

oneZero

Phil is responsible for oneZero’s ongoing investment, growth, business development and expansion through building out its strategy and partnerships. Before joining oneZero, he served as CEO of FXall, lead the FX Rates and Credit business for Thomson Reuters, and was Managing Director of Global FX Derivatives Trading at JP Morgan. He has expertise in start-up ideation, attracting strategic investors, capital raising from the private equity community, acquisitions, public offering, company sale, merger integration, and turn around. Phil has served as a strategic advisor to oneZero since June 2018.

Morgan Beeson

Director, Aladdin Product Management

BlackRock

Morgan Beeson is a Product Manager for Aladdin’s multi-asset trading platform, responsible for its equity, FX and automation strategies. Morgan has 9 years of experience in various trading technology roles, having begun his career at BlackRock in 2012. Morgan holds an Interdisciplinary B.A. in Mathematics and Economics from Bucknell University.

Heli Khandelia

Head of international change management

Apollo Global Management Inc

Mrs. Heli Khandelia is leading Change Management at Apollo Global Management, London. She joined Apollo in July 2021 and she is responsible for managing and delivering portfolio of changes across various business areas in Europe. Mrs. Khandelia has around 19 years of experience in finance services. She has a proven track record of delivering broad range of large scale, cross functional business change and regulatory programs. Her expertise covers multiple asset classes, building and managing high performing teams and leading multi-disciplined projects from inception to delivery. She has worked for global banks and consulting firms such as Goldman Sachs, JP Morgan, Deutsche Bank, Lloyds and KPMG. She is skilled in program and project management, governance, regulatory risk & compliance, business change, operations and technology.

Mrs. Khandelia holds a masters degree in Applied Computing Technologies from Northumbria University, UK.

Emin Tatosian

Co-founder and CTO

FX HedgePool

Emin is an award-winning technologist and entrepreneur who brings to market cutting-edge digital financial products using a multi-disciplinary approach to design and development.

He co-founded FastFin in 2014 - a boutique financial markets consultancy - to help marquee clients across the globe increase productivity, reduce cost, and meet regulatory obligations through design and technology.

In 2019 he co-founded FX HedgePool - the first matching engine for the mid-market execution of FX swaps - setting out to transform the FX market by separating liquidity from credit - thereby allowing passive hedgers to provide vast amounts of pure liquidity to each other.

Previous leadership roles have spanned global banking institutions including Citadel in New York, UniCredit in London, and BTG Pactual in Sao Paulo. Emin holds a BSc in Computer Science and an MSc in Enterprise Systems Development - with a thesis focused on Artificial Intelligence that earned the prestigious Brunel-GoldTel Prize.

Michael Mollemans is a Research Principal at Chartis Research. Michael was a Senior Analyst at TABB Group, with over 20 years of trading and research experience across 5 countries. Before joining TABB, he was at Pavilion Global Markets and Credit Suisse Securities Japan. Prior to that, he worked at Daiwa Capital Markets America in New York and at Credit Lyonnais Securities in Japan and New York.

Michael has a PhD in Econometrics and holds CFA and CMT designations.

16:3017:30

Wholesale crypto markets – what hurdles are left

16:00 - 17:00

  • The institutionalisation of crypto trading and the development of professionally regulated platforms, proper market making, liquidity, etc.

  • What are the current challenges facing broad adoption of crypto trading?

  • The growth of crypto exchanges and crypto ETPs

Christoph Hock

Head of multi-asset trading

Union Investment

Christoph Hock is Head of Multi-Asset Trading at Union Investment. He joined Union in April 2014 and, with his team, is responsible for all trading activities associated with portfolio management of cash equities, fixed income, fund and ETF business, FX, listed and OTC derivatives, and securities lending.

Christoph graduated with a Diplom-Bankbetriebswirt, and has more than 20 years of international investment banking, trading and management experience, having worked for companies on the sell- and buy-side, most recently as Head of Execution Sales at Barclays Bank and at Alpha Trading.

Prior to this, Christoph was founder, partner and co-CEO/Head of Portfolio Management and Trading at Tungsten Capital Management, a hedge fund company (2005-2010). He was Head of Proprietary Equity Derivatives Desk at J.P. Morgan in London and Frankfurt from 1998-2004. Christoph began his career at Dresdner Kleinwort Benson in Cash Equity Trading.

Thomas Wind

Senior vice president

Aros Capital

Thomas has worked in the financial sector since 1997 in Nordea Copenhagen in various roles – within Portfolio Management, Trading and Sales.

After Nordea, he joined a top five insurance company in Denmark in 2005 and together with a colleague he built up a foreign exchange desk (trading, proprietary and sales). The initial team grew over the following seven years. He was appointed Head of Trading & Proprietary having the overall responsibility of all trading/risks (Foreign Exchange, Bonds, Credit and Equity) including headcount of 14 full-time employees.

In 2012 he was asked to join Woodman Asset Management in Switzerland as Head of Trading and to build up the trading activities in the newly established Woodman Asset Management and grow the business. In his various roles in Woodman was managing Woodman Group’s currency exposure and currency mandates plus the overall responsibility of the execution/trading.

Tim McCourt

Managing director of equity products

CME Group

Tim McCourt serves as CME Group’s Managing Director and Global Head of Equity Products and Alternative Investments.  He is responsible for leading the company’s global Equity Index product line.  He also serves on the S&P Dow Jones Indices U.S. Advisory Panel. 

Before joining CME Group in 2013, McCourt worked for the Royal Bank of Scotland, where he was responsible for building and managing the Americas Index and Delta One trading book.  Prior to RBS, he held a senior trading role with JPMorgan in New York, spending 10 years with the Equity Derivatives Group. 

McCourt holds a bachelor’s degree in political science from Boston College and a MBA from The University of Pennsylvania’s Wharton School.

Ian Taylor

Executive director

CryptoUK

Ian is the Executive Director of CryptoUK (CUK). CUK is the United Kingdom’s trade body representing the crypto and digital assets industry. Our members, composed of leading companies from across the sector, believe that crypto and digital assets help enhance the way we undertake financial transactions to the benefit of consumers and business, facilitating greater security and transparency.

Our association is committed to ensuring the UK fulfils its global leadership potential in this exciting new industry fostering innovation, job creation and increasing investment opportunity attraction to the country.

Our work includes:

  • Promoting accountable self-governance through adherence to codes of conduct 
  • Establishing and nurturing productive partnerships between industry participants, legislatures, policymakers, and regulatory agencies
  • Helping lawmakers understand our nascent industry and its underlying technologies where needed
  • Advocating for balanced and fit-for-purpose legislation and regulatory frameworks for crypto and digital assets in the UK

Ian leads the organisation in the day to day operations and setting strategic policy to ensure the voice of the community is heard at policy maker level.

Ian is passionate about the opportunities emerging from digital assets and possesses more than 20 years of experience in commercial strategy, proposition development, and policy and communications, with a depth of expertise in the fintech, crypto, transaction banking and payments and capital markets sectors.

He leverages experience within both the traditional finance and digital asset industries to bridge two ecosystems with shared commercial, regulatory and reputational challenges.

A highly experienced finance and FinTech professional with significant experience within financial markets and disruptive technologies. Previously, Ian had led teams in many investment banking divisions and industry specialisms ranging across Rates, FX and Fixed Income markets, global treasury management, funding, capital allocation and liquidity management.

Ian participates in many blockchain and crypto committees and partners with other industry bodies such as Blockchain for Europe, Global Digital Asset Current Association, Blockchain Association, Access, IDAXO, and AIMA.

He is a frequent editorial contributor and speaker at industry events.

 

 

Ben St Clair

Journalist

Risk.net

17:3017:35

End of day 1

17:30 - 17:35

All times in GMT

12:5513:00

Chair's opening remarks

08:55 - 09:05

Joe Parsons

Global markets deputy editor

Risk.net & FX Markets

Joe Parsons is deputy editor on the Markets desk. Joe was formerly deputy editor at Global Custodian, and prior to that he was at The Trade.

13:0013:45

Emerging market currencies: is now the time for a re-appraisal?

13:00 - 14:00

  • Is China acting as an anchor or detracting capital flows from other EM currencies?

  • Do EM have an inflation problem?

  • Are EM currencies pricing domestic sovereign risks?

  • Is market pessimism on EM vs. DM growth justified and what are the consequences for EMFX?

  • How can we explain the disconnect between EM currencies and commodity prices and will this last?

Arnab Das

Global market strategist - EMEA

Invesco

Arnab Das is Global Market Strategist at Invesco in the EMEA region, based in London, and a member of Invesco’s Global Thought Leadership team. He helps develop and communicate analysis and insight on the global economy and financial markets across asset classes for clients, media, governments and central banks.

He works with Invesco’s investment teams across disciplines and regions and is a member of Invesco’s Global Investor Forum Advisory Council with a focus on global macro and emerging markets. Arnab’s research interests span economic policy, performance and reform; and economic and financial history.

Arnab joined Invesco in 2015 as Head of EM macro research for Invesco Fixed Income. He began his career in finance in 1992, and has served as Co-head of Economic Research & Strategy at Roubini Global Economics; Co-head of Global Economics & Strategy, Head of Global FX Research, and Head of EM Economics & Strategy at Dresdner Kleinwort; and Head of EEMEA Research at JP Morgan. He has also been a private consultant in global and emerging markets, as well as consulting with Trusted Sources, a specialist EM research boutique.

Arnab’s studies were in macroeconomics, economic history and international political economy. He received an AB from Princeton University in 1986 and completed his postgraduate and doctoral work at the London School of Economics in 1987-1992.

Guy Verberne

Chief economist

PGGM Investments

Guy Verberne is responsible for all macro-economic analysis within PGGM Investment Management - the second largest Dutch pension fund service provider, with currently €290bn under management. Before joining PGGM in 2013, Guy has worked as a senior policy advisor at the Dutch Ministry of Finance, as a senior fixed income portfolio manager in institutional investment management and as chief economist and head of strategy in the banking industry.

David Nowakowski

Senior strategist

Aviva Investors

David holds the title Director, Research within the Multi Strategy Fixed Income Group. David joined Barings in 2015 from Roubini Global Economics, where he directed research across developed and emerging market government bonds, currencies and credit, as well as overseeing equities and commodities strategy. David began his career with Lazard Asset Management and has developed his expertise whilst working for a number of companies including Citigroup/Salomon, in fixed income capital markets, the Rohatyn Group, as Fixed Income and Currency Strategist, and Atlas Capital Management where he was Managing Director. David has a Masters in Physics, as well as a Bachelor of Arts, Magna cum laude in Physics and Mathematics from Harvard University and a Masters in Economics from the London School of Economics and Political Science.

Geoffrey Yu

FX and macro strategist for EMEA

BNY Mellon

Guillermo Felices

Principal and global investment strategist

PGIM Fixed Income

14:0015:00

FX clearing: are we approaching the tipping point?

14:00 - 15:00

  • UMR, SACCR and their potential impact on the market

  • How are challenges in clearing evolving and how can they be overcome?

  • What benefits and incentives do the buy side need?

  • What is the future of FX futures? Will UMR encourage people to use more FX futures?

Marcus Butt

Managing director prime services

NatWest Markets

Prior to taking responsibility for FX Prime Services, Marcus was responsible for sales across Prime Brokerage, Futures & OTC Clearing and for the OTC Clearing product in EMEA.

Before joining RBS, Marcus spend 17 years at UBS where he held a number of roles in Prime Services, Securities Lending and FX

Joe Parsons

Global markets deputy editor

Risk.net & FX Markets

Joe Parsons is deputy editor on the Markets desk. Joe was formerly deputy editor at Global Custodian, and prior to that he was at The Trade.

Dave Reid

Managing director and global head of FXPB

DEUTSCHE BANK

Dave Reid joined Deutsche Bank in December 2017 and is responsible for FX Prime Broking globally. 

Prior to this, Dave was at Citi for 12 years where he was responsible for Prime Brokerage in EMEA and Asia.  Before this he held roles in Prime Brokerage and eFX at AIG Financial Products, Atriax and ANZ Investment Bank, and derivatives sales and trading roles in various locations globally for Swiss Bank Corporation. 

Michael O'Brien

Managing director and head of global EMD trading

Artisan Partners

Michael O'Brien is Managing Director, Head of Global EMD Trading at Artisan Partners and former Vice President and Director of Global Trading of Eaton Vance Management , overseeing a team responsible for best execution of all trades for the Global Fixed Income department as well as other foreign exchange spot and hedging trades for other Eaton Vance investment teams.

In addition, he is responsible for trading-related research and broker-dealer relationships for the Global Fixed Income department.

Prior to joining Eaton Vance in 2005, Michael was affiliated with Wellington Management Company for two years and spent three years at Brown Brothers Harriman.


Michael earned a B.A. in economics and Spanish from the Colby College and an M.S. in finance from the Carroll School of Management at Boston College. He is a CFA charter holder and a member of the Boston Security Analysts Society.

 

Tobias Becker

Head of risk capital optimisation

Quantile

Tobias is the Head of Business Development at Quantile, where he’s focused on developing solutions for market participants to optimise their risk-based capital targeting SA-CCR. Previously at Credit Suisse, where he headed up capital & balance sheet management for the Global Macro fixed income trading desk in London, Tobias ran structured credit trading at Rabobank International and traded CDS and credit correlation at Deutsche Bank in Frankfurt and London. He also acted as Senior Advisor to the London Clearing House.

 

15:1516:15

Settlement risk is on the rise: what to do?

15:00 - 16:00

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  • How big a problem is settlement risk, given the increasing prevalence of internalisation among the bigger liquidity providers?
  • Will CLS’s proposal for an alternative settlement system for currencies that are not currently eligible for CLSSettlement help tackle the problem?
  • Is adding new direct or third party participants to CLSSettlement a viable approach?
  • What are the prospects for other settlement providers?
Keith Tippell

Global head of product

CLS

Keith joined CLS in 2020 and is Global Head of Product, with responsibility for new product development and overseeing our existing product portfolio across Settlement, Processing and Data service lines.

Keith has over 20 years of experience in the financial technology sector, much of which has focused on FX and OTC derivatives trade processing and G20 regulatory change. He joined CLS from Droit Financial Technologies, where he worked as Head of Business Development for Europe and Asia Pacific. Previously, Keith held numerous product strategy and management, and business development roles, including with SWIFT and Markit. At Markit, he was a Managing Director within its trade processing division and was responsible for establishing MarkitSERV FX.

Mikael Latreille

Freelance FX reporter

New FX Media

Mikael Latreille joined FX Week as a senior reporter in 2015, after spending several years in the proprietary foreign exchange trading business.

He previously worked as a media officer at the European Commission and several Brussels-based communications agencies, where he wrote on European Union policies.

 

16:3017:30

How will the FX market look 5 years from now?

16:00 - 17:00

  • The post COVID world of FX: how is the face of the market changing?

  • Will the FX market continue to consolidate?

  • What does a consolidated market mean for the buyside?

Laura Simionescu

Head of financial risk

British American Tobacco

Laura joined British American Tobacco in 2015. After covering various roles in Group’s Treasury, in Romania and United Kingdom, she is now heading up the Financial Risk & Dealing Room team, part of Group Corporate Treasury, located in Romania. She is responsible for defining the risk management strategy  (fx and interest rates), as well as for managing short term liquidity and dealing execution.

Before joining BAT, she worked for 4 years for Raiffeisen’s Romanian building society bank (Sparkasse) as Head of Risk Management and Organisation. Prior to this, she worked for 7 years in GE Capital in the Romanian mortgage business in credit risk area.

Laura is a CFA charterholder since 2018.

Richard De Roos

Group head of foreign exchange

Standard Bank

Richard joined the Standard Bank Foreign Exchange dealing team in Cape Town, South Africa in 1985 before being transferred to Botswana as Head of Global Markets in 1992, a greenfield operation and the banks first office on the African continent outside of the common monetary area.

He returned to South Africa in 1995, worked in various capacities in Foreign Exchange sales before being appointed as Head of Foreign Exchange Sales in 2000 and then Head of Foreign Exchange in 2006.

Richard assumed responsibility for liquid Foreign Exchange in Standard Bank’s international offices in 2010, and in 2014 he was tasked with the responsibility for Foreign Exchange in Standard Bank’s rest of Africa businesses.

In 2017 he was appointed as Group Head of Foreign Exchange responsible for all aspects of foreign exchange Across the Standard Bank Group

Vincent Reinhart

Chief economist

Dreyfus and Mellon

Vincent is the firm's Chief Economist and Macro Strategist. In this role, he is responsible for developing views on the global economy and making relative value recommendations across global bond markets, currencies and sectors.

Previously, Vincent served as the Chief US Economist and a managing director at Morgan Stanley. For the prior four years, he was a resident scholar at the American Enterprise Institute (AEI). Vincent also worked in several roles at the Federal Reserve over 24 years, including Director of the Division of Monetary Affairs and Secretary and Economist of the Federal Open Market Committee (FOMC). His responsibilities at the Federal Reserve included directing research and analysis of monetary policy strategies and the conduct of policy through open market operations, discount window lending and reserve requirements. Prior to these roles, he was the principal liaison with the domestic desk at the Federal Reserve Bank of New York and was responsible for preparing a document outlining policy alternatives for each FOMC meeting. He was Deputy Director in the Division of International Finance and Associate Economist of the FOMC and spent five years at the Federal Reserve Bank of New York in both the domestic and international research departments.

His academic publications primarily concern the conduct of policy and issues related to the monetary transmission mechanism as well as an analysis of alternative auction techniques and Treasury debt management. After an undergraduate training at Fordham University, he received graduate degrees in economics at Columbia University.

Natasha Rega-Jones

Reporter

Risk.net

Natasha is a London-based reporter on the derivatives desk at Risk.net. She studied Politics at the University of Warwick, also serving as senior editor of the press team at Warwick Congress. She graduated in 2018.

Ralf Donner

Head of FICC execution strategies

Goldman Sachs

Ralf Donner is Head of FICC Execution Strategies at Goldman Sachs. He is responsible for the firm’s client FICC algorithmic execution offering, pre- and intra-trade liquidity and transaction cost analytics, and post-trade reporting.

Ralf started his professional career at ABN Amro in 2006 as an FX options quant, followed by 8 years with Morgan Stanley in London and New York, first in model validation of options pricing models and then in quant sales, focusing on systematic FX trading strategies and FX market microstructure. From 2014-2016 he ran Morgan Stanley’s QSI team in New York.

Ralf holds a Masters in Physics and a Doctorate in Theoretical Physics from Oxford University.

17:3020:00

Best Bank Awards Winners Drinks
In-person

17:30 - 20:00

Venue: The Parlour, Canary Wharf

More info: https://www.drakeandmorgan.co.uk/the-parlour/private-hire/our-spaces/