LIBOR BOOTCAMP 2021 Program Expert Faculty
Sanjay Sharma, PhD
Former CRO RBC Global Arbitrage and Trading, Chairman GreenPoint Financial
During 2007-16 Sanjay was the Chief Risk Officer of Global Arbitrage and Trading Group and Managing Director in Fixed Income and Currencies Risk Management at RBC Capital Markets in New York. His career in the financial services industry spans over two decades during which he has held investment banking and risk management positions at Goldman Sachs, Merrill Lynch, Citigroup, Moody’s and Natixis. Sanjay is the author of “Risk Transparency” (Risk Books, 2013), Data Privacy and GDPR Handbook (Wiley, 2019) and co-author of “The Fundamental Review of Trading Book (or FRTB) – Impact and Implementation” (RiskBooks, 2018).
Sanjay is the Founder and Chairman of GreenPoint Global – a financial technology, risk advisory, and education services firm headquartered in New York. Founded in 2006, GreenPoint has grown to over 400 employees with a global footprint and production and management teams located here in the U.S, India and Israel.
Sanjay was the Founding Director of the RBC/Hass Fellowship Program at the University of California at Berkeley and is an Adjunct Professor at EDHEC, Nice in France and at Fordham and Columbia Universities in New York. He has served as an advisor and a member of the Board of Directors of UPS Capital (a Division of UPS) and on the Global Board of Directors for Professional Risk International Association (PRMIA). He holds a PhD in Finance and International Business from New York University and an MBA from the Wharton School of Business and has undergraduate degrees in Physics and Marine Engineering.
Head of Capital Markets Global Solution Consulting For Americas, Finastra
Tim leads the Americas’ Capital Markets practice, Global Solution Consulting at Finastra, specializing in front-office, risk and quantitative areas in capital markets for broad asset class coverage including interest rate/inflation/FX/hybrid derivatives, fixed income including corporate and ABS/MBS securities.
Over the last 25 years Tim has worked as a developer for Summit, quant developer for a Tier-1 investment bank and large hedge fund and is now actively involved in pre-sales for Finastra. His client coverage includes over 100 financial institutions including Deutsche Bank, HSBC, The Worldbank, Citibank, State Street, BB&T, Fannie Mae, and Bank of America.
He has implemented one of the earliest explanatory P&L analytics for rates along with implementing one and two-factor interest rate models using lattice and Monte-Carlo models, prepayment models, relative value analytics and firm-wide risk management analytics.
Tim holds a B.S. from the Technical University in Karlsruhe, Germany, and a dual M.S. in Computer Science and Mathematics from the Courant Institute at New York University. He is an adjunct professor at Fordham University’s Gabelli School of Business and has taught courses covering capital markets and enterprise risk management.
Head of Benchmark Reform, ISDA
Ann M. Battle is Head of Benchmark Reform at ISDA where she leads ISDA’s global efforts related to the transition away from LIBOR and other benchmark reform initiatives. Ann represents ISDA on the Alternative Reference Rates Committee (ARRC) and the Interest Rate Benchmark Reform Subcommittee of the CFTC Market Risk Advisory Committee. She also leads ISDA’s global work with the FSB Official Sector Steering Group (OSSG) to implement more robust fallbacks for derivative contracts. At ISDA Ann also covers derivatives clearing and CCP-related issues, bank resolution, and netting and collateral opinions for cleared and uncleared derivatives.
Prior to joining ISDA, she was a counsel in the Legal Division, Complex Financial Institutions Section of the Federal Deposit Insurance Corporation (FDIC). Her work at the FDIC focused on resolution of systemically important financial institutions and, specifically, on domestic and cross-border issues related to derivatives and financial market infrastructures. Prior to joining the FDIC, Ms. Battle was an attorney with the law firm of Sutherland Asbill & Brennan LLP in Washington, DC, where her practice focused on derivatives and structured products (including regulation of such products), secured and unsecured lending, and capital markets transactions. Ms. Battle received her undergraduate B.S. Business Management from Georgia Tech and her J.D. from William & Mary Law School.
Thomas C. Deas, Jr. is the Chairman of the National Association of Corporate Treasurers (www.nact.org), having also served a previous term as its Chairman from 2011 through 2013. From 2001 until his retirement in 2016, he served as Vice President and Treasurer of FMC Corporation (NYSE: FMC). Prior to joining FMC, he served as Vice President, Treasurer and CFO of Applied Tech Products Corp., of Airgas, Inc. (NYSE: ARG) and of Maritrans Inc. (NYSE: TUG). Prior to these positions, Mr. Deas was employed for 18 years at Scott Paper Company (NYSE: SPP), where he served in various capacities in finance and treasury.
Mr. Deas received a BS in Physics from the University of South Carolina. Following service as a destroyer officer in the U.S. Navy, he received an MBA from the Wharton School of the University of Pennsylvania. He is the past Chairman of the International Group of Treasury Associations and is a director of the University of South Carolina Educational Foundation and its Investment Policy Committee. He has served as a member of the Financial Stability Board’s Market Participants Group and is a current representative to the Federal Reserve’s Alternative Reference Rates Committee. Both these efforts focus on changes in how LIBOR and other interest rate indexes are determined. Mr. Deas is a member of the steering committee of the Coalition for Derivatives End-Users. He is a frequent speaker at investor conferences and professional forums and has testified on financial and derivatives reform before several Congressional committees.