Details of the Industry Panel Discussion
Bio: David Jamieson Bolder is currently Director of Model Development and Economic Capital at the Nordic Investment Bank. Prior to this appointment, he was in charge of the World Bank Group’s model-risk function. Other stops over the years include quantitative analytic roles at the Bank for International Settlements, the Bank of Canada, the World Bank Treasury, and the European Bank for Reconstruction and Development. He has authored numerous papers, articles, and chapters in books on risk-management, financial modelling, stochastic simulation, and optimization. Two other comprehensive books--on the topics of fixed-income portfolio analytics and credit-risk modelling--round out his list of publications. His almost 25-year career, by way of high-level summary, has focused on the practical application of mathematical techniques towards informing decision-making in the areas of sovereign-debt, pension-fund, portfolio-risk, and foreign-reserve management.
Bio: Jennifer Page, VP, Treasury Modelling & Stress Testing, Treasury and Balance Sheet Management, TD Bank. Jennifer has over 20 years of experience in banking and finance. Since joining TD Bank in 2000, she has held a number of diverse and increasingly senior roles. She is presently Vice President and Head of Treasury Development within the Financial Resource Management Group where she is responsible for the development of quantitative financial models and advanced data-driven analytics used in support of asset/liability management, hedging strategies, funds transfer pricing, liquidity and stress testing. Jennifer holds an M.A. in Economics-Finance with specialization in Quantitative Finance from the University of Waterloo and a B.A. in Economics from the University of Manitoba.
Bio: Vishwanath Tirupattur is a Managing Director and Global Director of Fixed Income Research and Quantitative Research at Morgan Stanley. He has been voted to the Institutional Investor’s All-American Fixed Income Research Team in multiple categories on multiple occasions. Prior to joining Morgan Stanley in September 2004, he had portfolio management and risk management responsibilities at the Chubb Corp, American International Group and Lincoln National Corp., managing interest rate, equity and credit derivatives. Prior to joining the financial services industry, he was a post-doctoral associate at the University of Illinois at Urbana-Champaign. He holds an MS in Agricultural and Applied economics from Virginia Tech and a PhD in Agricultural and Consumer economics from the University of Illinois at Urbana-Champaign. He has published in a wide range of journals including the American Journal of Agricultural Economics, The Journal of Futures Markets and the Journal of Structured Finance.