Vivek Shah

Head of risk at Citi

Speaker

Senior financial services executive with extensive international experience spanning capital markets, insurance, asset management, investment management, and enterprise risk management. Over the course of a career across New York and London, has led global teams responsible for derivatives strategy, long-dated asset-liability management (ALM), market and investment risk, credit and liquidity risk, operational risk, capital solutions, and regulatory strategy.

Deep expertise across North American, European, and Emerging Market businesses, with oversight of Fixed Income, Equities, Credit Derivatives, Alternatives and Private Markets, and Commodities. Product experience includes annuities, life insurance, mutual funds, and institutional investment portfolios.

Held senior leadership, trading, structuring, and quantitative roles at leading financial institutions including Nomura, J.P. Morgan, Bank of America, CIBC, Natixis, Prudential Financial, and Amundi Asset Management. Career experience spans quantitative research, mortgage-backed securities (MBS) and interest rate derivatives trading, structuring, Head of Risk Management positions, and Head of Insurance Derivatives Strategy responsibilities.

A recognized thought leader in risk management and regulation, regularly publishes in Risk Journal on topics including stress testing, financial regulation, and liability-driven investment (LDI) derivative hedging strategies. Fellow of the Institute of Mathematics and its Applications (IMA).

Serves as Advisor to the J.P. Morgan Center for Commodities and Energy Management at the University of Colorado Denver Business School, guest speaker at the University of Southern California, and member of Citi's Learning and Development Advisory Committee.