Pawan has provided expert testimonial and consulting on issues such as derivative valuation, hedge fund practices and close-out processes. He has been extensively involved in managing risks from distressed and defaulted banks, hedge funds and corporates during the 2007-2009 financial crisis. 

 

His experience spans 25 years in trading, valuing and structuring credit assets, OTC derivatives (fixed income, commodity, foreign exchange and emerging markets), debt capital markets and in derivative risk management.

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He previously held senior trading positions at Barclays Capital, Bankers Trust and Rabobank between 1990 – 2009 and managed a proprietary fixed income and equity derivative trading fund from 2001-2007.

Anand was Managing Director at Lehman Brothers and Advisor to PwC (administrators of Lehman, Europe) from 2008 - 2014. He has experience in negotiating, restructuring, recovering and settling debtor and creditor claims of the Lehman estate.

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He has 35+ years of commercial and investment banking experience, with previous senior roles in risk management for Lehman Brothers, Barclays Capital and Deutsche Bank with special focus on credit and market risks.

 

He has lived and worked in the Americas, the Asia-Pacific, the Middle East and Europe.

​Andrew is responsible for risk management and quantitative analytics. He specialises in derivatives modelling and risk management to investment banks, hedge funds, regulators and governments.

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He has 20+ years of experience in pricing, analytics and risk management at investment banks. Previously, Andrew was Global Head of Quantitative Analytics at Merrill Lynch and, before this, Rabobank. Andrew has extensive experience in designing, programming and calibrating analytic and numerical models for pricing and risk management purposes for a variety of asset classes and structured products.

 

He is an expert in setting up efficient and effective hedging strategies and co-authored “Financial Calculus”, and “The Oxford Handbook of Credit Derivatives” – standard reference works on financial derivatives pricing.

​Sarah is an experienced capital markets professional with over 10 years’ experience in providing valuation, structuring and risk management of derivative products across interest rates, commodity, foreign exchange and credit asset classes. 

 

She has advised clients including banks, investors and hedge funds, on contentious and non-contentious issues, involving close outs, mis-selling, valuation and regulatory investigations.

 

Previously, she worked on the Derivative Counterparty Risk Management (CVA) desk at Barclays Capital.

Sara has over a decade of capital markets experience and supports clients across matters including securities litigation, financial product structuring, accounting and valuation.

 

She provides analytical and market insight on issues involving structured products and derivatives and has provided expert consulting work related to RMBS and CDOs. 

 

Previously, she managed a distressed securities portfolio for Hudson Advisors/Lone Star Funds. Prior to that, she was part of the Global Credit Structuring group at Deutsche Bank in New York and lead banker for the structuring and execution of securitisation transactions.

Gemma has over a decade of experience in dispute resolution and litigation consulting. She has worked on a wide range of projects with banks, investors, asset managers and hedge funds.

 

She uses her technical skills to provide quantitative analysis to assist clients with issues such as derivative close-outs, mis-selling, valuation, hedging and regulatory investigations. 

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Previously, she studied for an MSci in Physics, an MRes in Biomolecular Sciences and a PhD in Biochemistry at Imperial College London. Upon leaving academia, she obtained an MSc in Financial Mathematics from Cass Business School.