Geoff Chaplin

Geoff has over 30 years experience in finance, as a front office quant, a trader and in risk management. He moved into credit derivatives in 1997 and joined Robert Reoch at Nomura International to develop their credit derivative analytics. Subsequently, at ABN AMRO in London Geoff managed the development of the front-to-back credit derivatives system used by the bank internationally, and ran the exotic credit derivatives trading desk.

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

Geoff is the author of "Credit Derivatives: Risk Management, Trading and Investing" published by Wiley (June 2005, reprinted December 2005) and co-author of "Life Settlements and Longevity Structures: Pricing and Risk Management" Wiley (2009). He has also spoken at many conferences and seminars and published academic papers in Risk, the Journal of Actuaries and elsewhere. He holds a MA from Cambridge, MSc and DPhil from Oxford, is a qualified actuary (FFA), and was emeritus professor at the University of Waterloo, Ontario, from 1987 to 1999.

Geoff can be contacted as follows:

UK mobile: +44(0) 7770 787069
Japan mobile: +81(0) 90 6440 7037
Japan land line & fax: +81(0) 166 92 5855
Email: geoff.chaplin@reochcredit.com

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