Interconnectivities and regulatory impact [4]

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Bullet points include: 2009-now: Managing Director, Nematrian, and Adjunct Professor, Imperial College Business School where he teaches Enterprise Risk Management 1996-2009: Head of Quantitative Research, Threadneedle Asset Management Responsible for Threadneedle’s derivatives, investment risk management, performance measurement, LDI and other quantitative investment activities. Director of two of Threadneedle’s hedge funds and of its insurance subsidiary, Threadneedle Pensions Limited (TPEN). Malcolm is still Actuarial Function Holder (AFH) of TPEN (and now AFH of Mobius Life) Before 1996: Partner in investment consulting practice of Bacon & Woodrow Author of books on Market Consistency (2009) and Extreme Events (2011) Co-author of Impavido et al. (2011) “Possible Unintended Consequences of Basel III and Solvency II”. IMF Working Paper No 11/187

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