Andy Shaw founded Links Risk in 2009 and is Links Risk's Managing Director. He is a veteran of over 20 years of financial market risk management, specialising in cutting-edge financial product valuation and best practice risk management and governance. Andy was selected as a derivatives expert witness, alongside leading economists and industry professionals, to represent JP Morgan in one of banking's largest litigation cases. More recently he has become directly involved in the uncleared margin space, advising clients how to prepare for and capitalise upon the significant changes influencing the management and trading of bilateral derivatives risk. His expertise lies across the entire financial risk landscape; XVA, FRTB, SIMM, RFR, backtesting & stress-testing, regulatory capital, governance & control, etc.
Mark Tomsett, Consultant, began working with Links Risk in 2009 having amassed a wealth of experience in the area of cleared derivatives, including having pioneered the management of cleared OTC risk for SwapClear. He has played a key role in Links Risk's independent validation of almost every risk model used by SwapClear, LCH Group’s interest rate derivative clearing platform. This has included work on variation margin (curve construction), initial margin, default fund and liquidity risk. Mark’s work for Links Risk is now carried out on a consultancy basis, via his data science firm Archimedes Analytics. In addition to his business activities, Mark also tutors economics at Cambridge University.
Lauren Cain is Links Risk Advisory’s COO, having worked with the firm since inception. She brings experience gained from roles with E&Y and JP Morgan, spanning projects in institutional equities, fixed income and strategic management of the Bank’s human capital & human factors issues. She keeps the firm operating and has an MSc. from the London School of Economics as well as being a graduate of Notre Dame university in the US.
The Team Links Risk occasionally taps its talent pool, utilising numerous top level professionals to ensure project work is done to the very highest standards. These resources have leading edge experience in their fields to match the ability of Links Risk's permanent employees.
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