Geoff Chaplin Consulting Limited

        INVESTMENT BANKING EXPERT WITNESS AND CONSULTANT

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Curriculum Vitae

Mathematician (MA Cantab, MSc DPhil Oxon), Actuary (FFA 1977), Investment Banker (1982 – 2002) and independent consultant (2003 - present).

He has over 30 years experience in finance, as a front office quant, trader, fund manager, in systems development and in risk management. He moved into credit derivatives in 1997 at Nomura International to develop their credit derivative analytics and manage a book of callable asset swaps. Subsequently at ABN AMRO in London Geoff managed the development of the front-to-back credit derivatives system used by the bank internationally, managed the approval process for credit derivatives generally, and ran the exotic credit derivatives trading desk.

Geoff has worked as a credit derivatives and life settlement consultant since 2003. Projects have included expert witness work, model validation, independent valuation of credit and life settlement structures, training (to front and middle office), and bespoke systems development. Clients have included legal firms, investment bank risk management departments, trading desks, hedge funds, a derivative exchange and fund managers.


Geoff has been an active member of the Faculty of Actuaries Fixed Income group and was emeritus professor at the University of Waterloo, Ontario, from 1987 to 1999.


credit and derivatives

life settlements

CDS, CDO

securitisations

trading practice

valuation

risk management

quantitative analysis

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