Patrick Amon

CURRENT POSITIONS: •SENIOR RESEARCH SCIENTIST and DEPUTY DIRECTOR, Center for Interdisciplinary Research in Information Security, Ecole Polytechnique Fédérale de Lausanne (isis.epfl.ch) •Currently advising a fund-of-funds on investment policy and quantitative modeling. Active in the design of a “risk dashboard” aimed at showing clients and fund manager quantitative risk parameters. Further development envisaged in linking back to macro factor models. Active role in a number of international partnerships on multi-disciplinary modeling of information risk, particularly from a quantitative perspective. •Academic Director and co-initiator of AISAW (www.aisaw.org) a project aimed at characterizing, modeling and quantifying human risk drivers of information risk, and at building synthetic operational risk dashboards based on such metrics. Focus on quantifying operational risk in a data-intensive manner analogous to market risk.•Active role on ITU HLEG (High Level Expert Group) on cyber-security. SUMMARY OF INTERESTS:Interest in the development and deployment of risk management systems, frameworks and methodologies within the financial sector. Considerable interest in enterprise risk, from technological, economic and organizational perspectives. Interest in economic drivers of financial risk, from both micro and macro perspectives. Interest in macro-economics. Significant interest is establishing new metrics within those frameworks and testing those metrics with senior management and users (traders, asset managers) in order to validate them for relevance and “actionability”. Interest in the technology surrounding risk management from operational and computational standpoints. Strong operational background in market risk both from buy and sell sides. Currently developing a framework for modeling information risk within a banking context. SUMMARY OF RISK-RELATED QUALIFICATIONS:•Consulting experience to a number of the world’s leading financial firms: Bank of America (Engagement Manager), Royal Bank of Scotland, JP Morgan, Merrill Lynch International, Ontario Teachers Pension Plan, Statoil, Aliaxis, several European public funding authorities. •Experience in market, credit, operational risk, across a variety of asset classes in a variety of contexts (banks, asset managers).•Experience in the design and deployment of risk systems, using historical, parametric and Monte-Carlo VaR, scenarios as well as stress-testing. Systems have ranged from the individual trader to the enterprise. Experience building risk systems from the ground up (Excel, Fincad, Business Objects)•Experience in liaising with and successfully collaborating with multiple parties involved in the risk management process ranging from CFO to individual traders.•Experience in pricing and modeling complex financial contracts across the full universe present in large and mid-tier financial organizations (including equity and fixed income exotics, and commodity options). •Practical and theoretical experience modeling the long term evolution of financial exposures (portfolio aging) in the contexts of both market and credit risks. Practical experience in the design, development and deployment of Monte-Carlo (VaR, option pricing). •Experience in designing, applying and validating risk management methodologies (market, credit, and operational) in corporate and banking environments.•Experience in the specification and build-up of enterprise security masters and historical data warehouses•Team management experience within a risk management advisory environment, ranging from recruitment to training to retention. Staff experience ranked from junior (recent graduates) to seasoned (former traders)•Understanding of and interest in risk management as “a culture” not just a set of tools – familiarity with training and education issues, organizational and management issues. .Full resume available upon request.