Our professionals blend many years’ derivatives execution and risk management experience gained at top tier banking institutions with business focussed and proactive training methods. We explain complex technical issues in a way that make them easy to understand. Up-to-date case studies and workshops based on our current consulting projects are a key element of our practical and interactive approach to learning.
Emma has over 30 years of banking and commodity experience, encompassing precious and base metals, energy and agricultural commodities. She specialises in commodity derivative pricing and structuring, and responsible sourcing in metal supply chains. Her clients range from central banks and regulators, large miners, traders and manufacturers, wealth managers, through to small import/export businesses, which give her a unique insight into the issues facing the many market participants.
Emma commenced her banking career in the Goldman Sachs graduate program. At Westpac Banking Corporation she was responsible for the design and implementation of derivative pricing models for the interest rate and FX trading desks. Emma moved into the commodity arena when she joined Credit Suisse to market complex hedge structures in precious metals. She later joined Macquarie Bank as a commodity director, where she provided a complete banking service to clients in the base and precious metals, and oil and gas sectors. Emma was a partner and director at Cambridge Risk for over ten years, specialising in commodity price risk advisory and related expert witness work.
Emma holds a BSc Hons, a gold medal and Foundation Scholarship in Mathematics from Trinity College, Dublin. She chaired the Public Affairs committee of the London Bullion Market Association, and has spoken at conferences in Europe and Asia on commodity derivatives. Emma is also a vetted member of the UK Register of Expert Witnesses.
Andrew has over 20 years experience in interest rate and credit derivatives.
His roles have encompassed market-making and execution of derivative trades, the development and implementation of pricing and risk models, and analysis of trading book exposures and complex portfolio positions. In addition to interest rate and credit derivative trading he has experience with life insurance and annuity structures, property derivatives and catastrophe bonds.
Following the 2007 Credit Crisis he worked on projects to stabilise the Royal Bank of Scotland balance sheet and counterparty exposure, including the Asset Protection Scheme with UK Treasury, covering an underlying portfolio of £340 billion of assets.
Recently his main focus has been on counterparty exposure management for derivative transactions, both from a trading and regulatory standpoint.
Andrew commenced his banking career trading bond options for Deutsche Bank in Australia in 1992. He expanded the business to include vanilla and exotic interest rate derivatives. He moved to London with Deutsche Bank in 1999 to work with the rapidly developing credit derivatives business, covering single name, multi-name and structured trades. In 2006 he joined Royal Bank of Scotland where he worked until 2014 as Head of Quantitative Analytics for Credit Derivatives, Emerging Markets and Counterparty Risk Development.
Andrew studied Engineering and Science at The University of Sydney, and was awarded the University Medal for Honours Computer Science. A strong mathematical background, and many years of programming experience in a financial environment provide him with the skills to design and implement systems for trading and risk management of complex products.