MASTER OF MATHEMATICAL FINANCE PROGRAM

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January 18-21, 2018

MMF Symposium

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Basel Theme Park

Post Financial crisis the regulatory landscape has evolved for Financial Institutions globally with numerous new rules and regulations, which include those issued by the Basel Committee on Banking Supervision.

With these new and mounting requirements, firms have responded by making material investments in new technology, data platforms and enhancing their internal risk modelling and measurement capabilities. The investment has started but the journey is not yet at an end with several key regulations still in consultation period or yet to be fully phased in.

The Basel Theme Park will explore how local regulators and financial institutions have changed and adapted post-financial crisis, focusing on the impact on technology and jobs.

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Jennifer Page

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 VP and Head of the Treasury Modelling Team where she is responsible for the development of models and assumptions necessary for asset/liability management, funds transfer pricing, liquidity, stress testing including CCAR, internal capital adequacy and non-trading market risk. 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.


Outside of her core treasury responsibilities, Jennifer actively seeks out opportunities to contribute to the personal development of aspiring leaders in banking and finance. At TD she is a member of the Finance Diversity Leadership Council representing Indigenous Employees and an active participant in the Indigenous Employee Circle. Outside of the office, she is a member of the University of Waterloo Master of Quantitative Finance Advisory Board and guest lecturer at the University of Toronto Master in Mathematical Finance program and McMaster University Master in Financial Mathematics program.

Santiago Carrillo

Dr. Santiago Carrillo Menéndez has been the CEO of Quantitative Risk Research, S.L. (QRR) since June 2006. Santiago has been

a professor in the Math Department of the Universidad Autónoma de Madrid (UAM), a position he has held since October 1st 1976. He is Board Member and Chairman of the Risk Committee of BME Clearing (CCP), since September 2013.

Santiago received his PhD in Mathematics from the Université Pierre et Marie Curie (Paris), and his 2nd PhD in Science from the Universidad Complutense de Madrid. In 1990 he became Director of the Depart- ment of Mathematics at UAM and held this position for 3 years. He then became the Dean of the Science Faculty at UAM (two mandates) for the next 6 years. Since 1998, Santiago has been the Director of Risk- Lab-Madrid at UAM. He is an instructor with the MMF Program and has authored many prestigious articles and papers.