Managing Weather Risk with Weather Derivatives

Antony has over two decades of experience across trading, quantitative analysis, and risk management. He currently works at Swiss Re, where he originates and structures weather derivatives and parametric insurance solutions for Swiss Re across the Asia Pacific region.

Prior to joining Swiss Re, Antony held roles at a number of leading organizations including Ergon Energy, Commerzbank Securities, PwC, Andersen Consulting, and the Queensland Government. At Ergon Energy, he helped managed multi-commodity risk on a retail book worth approximately $2 billion per year. His tenure at Commerzbank Securities saw him on the front desk pricing exotic FX and interest rate derivatives in Tokyo. Antony’s time at PwC saw him providing credit and market risk advice and while on secondment, he developed Basel II credit models at NAB/BNZ and established regulatory capital processes at ANZ/Esanda.

In addition to his industry roles, Antony holds a PhD in option pricing from the University of Queensland.

Mike van de Graaf is General Manager Risk & Performance Measurement at Treasury Corporation of Victoria (TCV). He is responsible for financial risk management, risk appetite, risk policy, enterprise risk management, operational risk, risk technology, and business intelligence and new product development. 

Previously Mike held executive roles at ANZ and worked with Deloitte in The Netherlands, U.S., and Australia. He has a Masters of Science from the University of Amsterdam and completed GARP's FRM® Certification and SCR® Certificate as well as the AMP at INSEAD. He has recently completed ‘Competing in the Age of AI’ at Harvard Business School.

Mike is Director of the GARP Australia chapter.