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“David has development many new risk management processes, procedures and systems ”
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David Lawrence | Terrapinn Trainer
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Learn about your trainer
Until 2005, David was a Vice President of Citibank in London, where he was the European Head of Risk Methodologies and Analytics within the Risk Architecture Department of Citigroup. In that position, he was responsible for the development of many new risk management processes, procedures and systems that are now used throughout Citigroup to measure and manage market risk, credit risk and operational risk.
Dr. Lawrence joined Citicorp in 1976 as Head of Systems Planning and Development in Sydney, and subsequently held a variety of positions including Business Manager for several consumer loan portfolios, leverage leasing and tax effect leasing. After transferring to London in 1986, he was heavily involved with all aspects of derivatives, ranging from valuation and market risk to credit risk and operational risk. He was the principal author of the bank’s Risk Management Manual, which defined the risk management controls that are now used by Citigroup. He represented Citigroup in the Working Groups of the various trade associations that interfaced with the Basel Committee on Banking Supervision.
He has taught many courses on topics ranging from financial mathematics and option theory through to economic capital for measuring and managing market risk, credit risk and operational risk. These include internal courses, commercially available external courses as well as courses for the Financial Stability Institute of the BIS in Basel. He is a well-known conference speaker. Before joining Citicorp, he was a Senior Consultant at Computer Sciences of Australia and a University Fellow in the Computer Centre at the Australian National University. Among other publications, he has written on credit risk in “Derivative Credit Risk” (1995 and 1999) and “Risk Management for Financial Institutions” (1997), which were published by Risk Publications. His book on market risk, entitled “Measuring and Managing Derivative Market Risk” (1996) was published by International Thomson Business Press. He holds an M.A. in Natural Sciences (Physics) from Cambridge University, a D.Phil. in Elementary Particle Nuclear Physics from Oxford University, and an M.B.A. from the University of New South Wales.
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