Stephen Nurse
Executive Director
ex JPMorgan
- Highly experienced derivatives risk manager with extensive experience trading large, complex derivative portfolios, combined with unrivalled expertise in managing contingent derivative risks (XVA) within the industry’s largest derivatives franchise.
- Deep practical experience leading the re-engineering of a global derivatives business to compute, price and risk-manage CVA, FVA and KVA.
- Played a central role in responding to post-crisis regulatory change affecting capital, liquidity, margining and mandatory clearing.
- Former global head of first-line risk and capital covering OTC clearing, futures & options and FX prime brokerage at a tier-one investment bank.
- Widely recognised industry expert on counterparty credit risk, funding risk and derivative valuation methodologies.
- Active participant in global industry forums including ISDA, FIA and CCP risk committees.
- Extensive experience advising on clearing membership risk, exchange participation, and the evolving regulatory landscape.