Ben Swartz
Partner
Market Risk
~ from standard to exotic ~
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About
Ben is one of the UK's leading authorities on Capital Markets Risk Management.
He has extensive quantitative experience and has a 20 year track record of driving enhanced risk management in complex banking environments.
Ben is an expert in derivative trading and market risk spanning Rates, Credit, Currencies, XVA, Stress Testing and P&L Risk Attribution.
Ben had responsibility for reviewing £100’s millions of Market Risk involving multiple businesses and stakeholders.
Ben is one of the UK's leading authorities on Capital Markets Risk Management.
He has extensive quantitative experience and has a 20 year track record of driving enhanced risk management in complex banking environments.
Ben is an expert in derivative trading and market risk spanning Rates, Credit, Currencies, XVA, Stress Testing and P&L Risk Attribution.
Ben had responsibility for reviewing £100’s millions of Market Risk involving multiple businesses and stakeholders.
“The biggest challenge facing many Bank executives is the multitude of market risks. I bring extensive front-to-back Trading Risk expertise spanning all control functions from pricing, valuation control, counterparty risk to Market Risk management to clients.” states Ben. “With IaS’s extensive cross-functional expertise we can transform inherent uncertainty and risk to controlled profitability.”
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Expertise
. Risk management across Front Office, Market Risk and Valuation functions . Derivative Trading & Market Risk spanning Rates, Credit, Currencies & XVA . Market Risk Stress Testing, Front Office Scenario Analysis & P&L Risk Attribution . Regulatory requirements, data quality, risk measurement, risk appetite/limits & desk-level oversight . FRTB . Libor submission and replacement. |
. Internal pricing models (fixed income, exotic equity derivatives, convertibles and copula-based CDO tranche and basket models) . Risk Models (VaR, Stress Testing) . Rogue trading controls . Identification of trading opportunities . Creation of risk management platforms for trading hedges to manage delta, gamma & correlation risk . Internal Audit . Coaching & Training |
Experience
. Natwest Markets
. Credit Suisse (London)
. National Australia Bank (Melbourne)
. Merrill Lynch (Australia)
. Natwest Markets
. Credit Suisse (London)
. National Australia Bank (Melbourne)
. Merrill Lynch (Australia)
