BASINGHALL ANALYTICS - Key Persons
Aananth Solaiyappan - Advisor aananth@squareshift.co Current Role: CEO of Squareshift.co Specialisms digital transformation, cloud enablement, cybersecurity, data engineering, software and systems engineering, FinTech and financial services Notable projects: data warehouse for Amazon.com ads, regulatory reporting (Basel) and analytics for Standard Chartered Bank, lending & credit analytics system for a HK Digital Bank Previous positions include: CTO at two startups (www.welab.co and www.weinvest.net), co-founder of digital bank in Hong Kong, Group Head of mobile banking at Standard Chartered Bank, engineering roles at Amazon.com and Oracle Corporation. Education MS in Software Systems.
Dr. Colin Lawrence - Senior Strategic Adviser colin.lawrence@basingha.com Current Role: leads strategy of the firm and introduces the firm to senior market players Specialisms financial regulation, trading business, derivatives, business models, stress testing, RRP Notable projects: managed a new division at UK regulator to validate quantitative modelling and regulatory risk across all banks and insurers, implementation of business model design and its linkage to stress testing and resolution planning Previous positions include: MD at UBS, MD at Barclays, Director of the Risk Specialist Division at the Prudential Regulatory Authority, and senior adviser to the Deputy Governor of the Bank of England, Partner at EY, Partner at Parker Fitzgerald Education PhD in Economics from The University of Chicago.
Dr. Horst Kausch - Partner and Head of Research horst.kausch@basingha.com Current Role: leads offering on model lifecycle including model risk Specialisms risk modelling, model risk with expertise across the full lifecycle, risk architecture Notable projects: implementation of a model risk management platform including model risk quantification, developing the counterparty credit risk model and obtaining IMM regulatory approval in multiple jurisdictions, establishing model monitoring across the full spectrum of risk models for regulatory capital frameworks (IRB, IMA, IMM) and impairments (IFRS9) Previous positions include: VP Market Risk Analytics at Citi, Head of Counterparty Credit Risk Analytics at HSBC, MD at HSBC Education PhD in Theoretical Physics from the University of Cambridge.
Dr. Nasir M. Ahmad - Managing Partner nasir.ahmad@basingha.com Current Role: leads strategy of the firm, business and solution development Specialisms stress testing and reverse stress testing, model risk, recovery planning and resolution, capital and liquidity regulation Notable projects: implementation of a stress testing orchestration platform, implementation of a new model risk methodology and tool, design of supervisory framework at UK regulator Previous positions include: banking book quant at Royal Bank of Canada, trading book quant at Toronto Dominion bank, Director at Arthur Andersen, Partner at EY, MD at BlackRock, Advisory Lead Partner at Parker Fitzgerald Education MSc in Theoretical Physics and PhD in Mathematics from the Swiss Federal Institute of Technology in Lausanne (EPFL).
Dr. Oleg Soloviev - Advisor oleg.soloviev@econophysica.com Current Role: CEO of Econophysica Group Specialisms advanced quantitative finance, management of complex scientifically intensive projects Notable projects: advanced methods from physics and mathematics; many years of teaching experience Previous positions include: Over 10 year engagement with Deutsche Bank on the strategic DB Analytics project; delivery of multiple projects for various MRM divisions of Credit Suisse; R&D projects for JP Morgan and Winton Capital Education MSc in Theoretical and Mathematical Physics and PhD in Theoretical Physics, from the Tomsk State University, Russia.
John Brent - Partner john.brent@basingha.com Current Role: leads stress testing and RRP solutions Specialisms stress testing, market risk in credit products and equities, risk framework and system design Notable projects: stress testing at large UK bank, market risk integration at large EU bank, design of country risk framework, implementation of an agile top-down stress testing system Previous positions include: Risk Specialist at the Financial Services Authority, Head of Credit Trading and Structured Credit at ABN Amro, Head of Equities Market Risk at RBS, Head of Stress Testing Policy and Model Governance at HSBC Education MA in Economics from the University of Cambridge.