FRM^® Committee

Nick leads the Bank of England’s domestic and international work to promote the operational and cyber resilience of the finance sector. Prior to this role, Nick acted as Director of the PRA’s Supervisory Risk Specialist Directorate, covering traded, credit, and operational risks, liquidity and capital. Before joining the Bank, Nick was a director in the financial services practice of KPMG.

Richard Apostolik has led the world’s premiere association for risk professionals for 14 years. Previously with Bankers Trust’s (Deutsche Bank) strategic ventures group, Apostolik developed financial risk management initiatives designed to provide credit risk mitigation and management services to financial service companies. He also served as JPMorgan & Co.’s global head of energy brokerage activities and Chief Operating Officer of its global listed product businesses. He ran his own consulting firm and was responsible for the start-up of SG Warburg & Co.’s North American futures and options business. He was an attorney with the US Securities and Exchange Commission, practiced law with a private law firm in Chicago, and was the Chicago Mercantile Exchange’s house counsel. Apostolik holds a BSBA, MBA, and JD from the University of Dayton.

Richard (Rick) Brandt is Managing Director, Head of Citi’s Operational Risk Management Measurement, Framework and Tools department with responsibility for establishing the strategic direction of the Operational Risk Management (ORM) framework and overseeing its implementation enterprise wide. Rick joined Citi in 2000 and has held numerous roles across Independent Risk Management and Enterprise Operations and Technology.

Prior to working at Citi, Rick worked in Risk Management at HSBC and ran the day-to-day operations of a privately held manufacturing company. Rick holds an MBA in Finance from the University of Maryland and a BA, Mathematics with applied concentration in Economics from Johns Hopkins University.

Julian Chen is Senior Vice President of GARP’s Educational and Research program. He is responsible for the Financial Risk Manager (FRM®) program content and exam development.

Before working at GARP, Julian was a senior consultant at Consolidated Edison, where he was responsible for the development of the ERM program and plans to comply with the North American Electric Reliability Corp. Critical Infrastructure Protection (NERC CIP) standards.

Prior to that, Julian was a CFA instructor and taught the CFA exam preparatory courses to all three levels of CFA candidates around the world in both English and Mandarin.

Christopher Donohue is the Managing Director of the GARP Benchmarking Initiative, a data utility for financial services companies to compare sensitive data. Previously, he led GARP’s Educational and Research Programs, with oversight including the Financial Risk Manager (FRM®) and Energy Risk Professional (ERP®).

Prior to joining GARP, Donohue’s roles include hedge fund partner responsible for the development of asset allocation tools for pension funds and automated trading systems; director in the Global Research Center at Deutsche Asset Management, leading product research and development; and Director of Optimization Technology at Alphatech, a technology and research defense contractor, where he led algorithm development for intelligence aircraft path planning and sensor scheduling systems.

Hervé Geny joined the London Stock Exchange Group in December 2012 as the Group Head of Internal Audit. Geny previously held various roles in consulting, finance and risk management in New York and London. He was the Chief Risk Officer of ICAP from 2007 to 2011, Head of Global Risk Management specialist group at Moody's from 2003-2007, and held various finance positions at Merrill Lynch NY from 1999 to 2003. Geny graduated as an engineer in France (Ecole Nationale des Mines de Paris) and also holds a master’s from the University of Rochester, NY.

John Hull is the Maple Financial Professor of Derivatives and Risk Management at the Joseph L. Rotman School of Management, University of Toronto and a Senior Advisor at GARP. He was in 2016 awarded the title of University Professor (an honor granted to only 2% of faculty at University of Toronto.) He is an internationally recognized authority on derivatives and risk management. His research has an applied focus. He was, with Alan White, one of the winners of the Nikko-LOR research competition for his work on the Hull-White interest rate model, which is widely used by practitioners. In 1999 he was voted Financial Engineer of the Year by the International Association of Financial Engineers. He has acted as consultant to many financial institutions throughout the world and has won many teaching awards, including University of Toronto's prestigious Northrop Frye award. Recently his research has focused on applications of machine learning in finance.

He is well known for his four books: “Risk Management and Financial Institutions” (now in its 5^th edition); "Options, Futures, and Other Derivatives" (now in its 11^th edition); "Fundamentals of Futures and Options Markets" (now in its 9^th edition); and “Machine Learning in Business: An Introduction to the World of Data Science” (now in its 3^rd edition). The books have been translated into many languages and are widely used by practicing managers as well as in the classroom.

Dr. Hull is academic director of FinHub (Rotman’s Financial Innovation Lab). In addition to the University of Toronto, Dr. Hull has taught at York University, University of British Columbia, New York University, Cranfield University, and London Business School.

Keith leads teams responsible for providing independent measurement and reporting of the Profit and Loss, Valuation, Market Risk, Liquidity Risk, Counterparty Credit Risk, and Collateral, supporting the Global Trading and Treasury activities of the Bank. Keith joined TD in 2010 and has worked in progressive roles within Market Risk Control and Operational Risk Management. Prior to joining TD, Keith worked in Capital Markets related roles at HSBC Bank Canada and OSFI. Keith holds an MBA in Finance from McGill University and is an FRM and CFA charterholder.

William May is Global Head of Certifications and Educational Programs at GARP and is responsible for both the FRM and ERP programs. Prior to joining GARP, William had over 20 years of market experience including serving as a Senior Director in Fitch Ratings’ credit market research group and as a Senior Research Officer at UBS Wealth Management. He has worked for several buy-side and sell-side firms including Bank of America and Federated Investors as well as specialty firms like Andrew Kalotay Associates and Law and Economic Consulting Group. He began his career in the research function of the Federal Reserve Bank of New York and has worked on the Open Market Trading Desk and as a bank examiner. William holds a BS in applied mathematics and economics from Stony Brook University; an MBA and an MA in economics from Fordham University; an MS in financial engineering from the NYU Tandon School of Engineering, and an MS in Applied Statistics from Columbia University’s Teachers College where he is currently pursuing a PhD in measurement, evaluation, and statistics.

Attilio Meucci is the founder of ARPM (Advanced Risk and Portfolio Management). Attilio was the chief risk officer at KKR; the chief risk officer and director of portfolio construction at Kepos Capital, the global head of research for Bloomberg’s risk and portfolio analytics platform; a researcher at Lehman POINT, a trader at the hedge fund Relative Value International, and a consultant at Bain & Co. Attilio is the author of numerous publications. In addition to the ARPM Bootcamp®, he taught at Columbia-IEOR, NYU-Courant (New York), Bocconi University (Milan), and NUS-Business School (Singapore), where he is Visiting Senior Research Fellow at CAMRI.

Attilio earned a BA summa cum laude in Physics from the University of Milan, an MA in Economics from Bocconi University, a PhD in Mathematics from the University of Milan and is a CFA charterholder. Attilio is fluent in six languages.

Victor Ng is the former Managing Director, Head of Risk Architecture. Previously, he was chief risk architect in Market Risk, global head of Corporate Risk, global head of Risk Modeling and co-head of Derivatives Research in Fixed Income. Dr. Ng joined Goldman Sachs in 1995. Prior to joining Goldman Sachs, he worked at the International Monetary Fund as an economist and before that, he was an Assistant Professor of Finance at the University of Michigan at Ann Arbor. Dr. Ng is a member of the Board of Trustees of GARP and its Financial Risk Manager (FRM) committee. He is also a member of various risk and capital related working groups and committees of ISDA, IIF and SIFMA. Dr. Ng has published in leading finance, economics and econometrics journals and was an associate editor of the Journal of Business and Economic Statistics.

Til Schuermann advises private and public sector clients on stress testing, capital planning, enterprise-wide risk management, model risk management, corporate governance, and board effectiveness. Previously, he was Senior Vice President at the Federal Reserve Bank of New York where he held numerous positions, including Head of Financial Intermediation in Research and Head of Credit Risk in Bank Supervision. He is a member of the Federal Reserve Bank of New York’s Financial Advisory Roundtable, is on the advisory board of the NYU Courant Institute Mathematical Finance program, and is a Research Fellow at the Wharton School. He holds a PhD in Economics from the University of Pennsylvania.