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Roland Stamm is a senior IT and Risk Management professional with extensive experience in wholesale banking management positions. As a Head of IT development, Roland was responsible for the enhancement of the capital markets products system. As Head of Market Risk Products, later Risk Methods and Valuation, he focused on market and credit risk methodology as well as the pricing and risk management of complex financial products. As a partner at Quaternion, Acadia’s Quant Services division, he is responsible for delivering projects in the quantitative market and credit risk space. Roland complements this work with research in the Mathematical Finance area. Roland holds a Ph.D. in Mathematics from the University of Muenster and a primary degree in Mathematics from the University of Mainz. He is co-author of the books “Discounting, LIBOR, CVA and Funding” (with Chris Kenyon) and “Modern Derivatives Pricing and Credit Exposure Analysis” (with Roland Lichters and Donal Gallagher).