Robert Reoch has 17 years of experience in banking, and has been involved in the credit derivatives market since 1994. In addition to originating and structuring transactions, Robert was instrumental in the early development of the legal and regulatory framework of the market. He took a pioneering role when he set up JPMorgan’s European credit derivative business, and has since been influential in the growth and development of the global credit derivatives market. After 3 years Robert moved to Nomura International where he was made global head of credit. In 1997 he joined Bank of America, where he was appointed global head of credit derivatives with a mandate to build up a global credit derivatives franchise. Robert set up Reoch Credit in 2001 in response to the growing demand for independent advice on the credit derivatives industry. Drawing on his extensive experience in the sector, he is able to provide a range of advisory services to market participants, regulators, lawyers and accountants. He has also offered industry training, and has been called as an expert witness in a number of credit derivative related disputes. He is widely published and a frequent speaker on credit derivatives.

 

Geoff Caplin has over 30 years experience in finance, primarily as a front office quant and as a trader. He moved into credit derivatives nearly 10 years ago and joined Robert Reoch at Nomura International to develop their credit derivative analytics. At ABN AMRO in London, Geoff produced the models and managed the development of the front-to-back credit derivatives system used by the bank internationally. Additionally Geoff ran the exotic credit derivatives desk. Geoff has worked as a credit derivatives consultant since 2003. Projects have included independent valuation, training (to front and middle office), bespoke systems development, and model validation. He has also recently been involved in the modeling and structuring of Life Settlements. In addition to being a partner in Reoch Credit, Geoff is a director of, and shareholder, in CDO Software Limited, a company providing management software for credit derivatives products. Geoff is widely published and a frequent speaker on credit derivatives.

John Mooren has been active in the Credit Derivatives market for ten years. During the six years he spent at HypoVereinsbank, he set up the bank’s Global Asset Swap desk from Munich and the Credit Trading team in London. He ran the latter for two years. In 1999 he moved across to the financial software industry, joining SunGard's Front Arena. John worked as a Product Manager and a Business Solutions Director, overseeing Front's entire offering, while being directly responsible for the Credit Derivatives solution. He brought Front to a number 1 position in the 2004 Risk Technology rankings in the categories “Credit Trading systems” and “Credit Trading analytics” and a number 2 position in the category “Credit: Front-to-back-office”. In March 2005 John joined Reoch Credit. Because of his combination of trading and software experience he has been involved in several in-depth diagnostics of trading organisations, both buy and sell side institutions.

Candace Lau Hansen has 18 years of experience in banking and financial services. She has spent the past three years with Primus, the credit derivatives industry’s first AAA-rated derivative product company. While at Primus, she spearheaded the company’s entry into third party asset management, structuring and closing the first three Primus-managed synthetic CDOs. Prior to joining Primus, she spent eleven years at JPMorgan Chase, where she was a Managing Director in the Structured Credit Products and Financial Institutions Groups. While at JPMorgan Chase, she was responsible for developing structured credit and investment banking business with a variety of insurance and reinsurance companies. From 2000 to 2001, she was Global Head of Reinsurance Sales, managing a global team of structured credit salespeople covering the reinsurance industry.

Paul Varotsis has been involved in structured credit for the last twenty years. He is a partner at Reoch Credit Partners LLP, where he works as a consultant for financial institutions and advises investors, issuers and intermediaries on structured credit solutions. Paul's previous positions included head of CDOs at Barclays Capital, Executive Director in charge of Repackaging and Credit Derivatives at Lehman Brothers, and head of Credit and Capital Management EAME for the Chase Manhattan Bank. At Chase he started the Credit Derivatives business in London in the mid 1990s and developed it internationally. Prior to that he was involved in asset backed securities and structured bonds in Europe, Asia and the U.S.A. Paul has worked closely with ISDA and regulators to help develop a safe environment for the growth of credit derivatives. He was European Chairman of the ISDA committee that drafted the 2003 Credit Derivatives Definitions and advised the Bank of England and other regulators on the appropriate framework for the market's development.