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Laurence Blake


Laurence Blake joined Jane Street Europe in July 2016 and is Head of Risk. He is responsible for risk and prudential regulatory issues including preparation of the Firm's ICAAP, ILAA and Recovery and Resolution plan and providing interpretation of existing and proposed prudential regulation. Prior to that he had several risk management roles including Chief Risk Officer at KCG Europe Ltd, Director of Risk Management at Cantor Fitzgerald/BGC Partners and Head of Risk at Evolution Group Plc. His responsibilities in these roles included developing and implementing enterprise wide risk management frameworks incorporating stress testing, governance and risk reporting. He has a degree in Economics and an MBA in Finance.

Agenda Sessions

  • Clarifying the Latest Position on the New Risk to Firms K-Factor Capital Calculations Part 2: Risk to Markets and Part 3: Risk to Firms