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Simon H. Babbs

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I agree to the Terms of Service and Privacy Policy. I understand that I will receive a subscription to ZoomInfo Community Edition at no charge in exchange for downloading and installing the ZoomInfo Contact Contributor utility which, among other features, involves sharing my business contacts as well as headers and signature blocks from emails that I receive.

Background Information

Employment History

First Vice President, Quantitative Risk Management

The Options Clearing Corporation


Head of Quantitative Risk Management

The Options Clearing Corporation


Member of Mathematical Techniques Group

Bank of England


Head of Quantitative Enterprise Development

Bank One Corporation


Manager of An International Research Team

Bank One Corporation


Affiliations

The Options Clearing Corporation

Director


The Episcopal Church of St. James

Treasurer


Delaware Street Capital

Director


Education

PhD

Finance

Imperial College


first class honours MA

Mathematics

Oxford University


postgraduate diploma

Business Studies

City Polytechnic


Web References(15 Total References)


2007 Press Releases

www.optionsclearing.com [cached]

The Options Clearing Corporation Announces Simon Babbs To Lead Quantitative Risk Management Team
The Options Clearing Corporation (OCC) announced today a new addition to its risk management team. Dr. Simon H. Babbs has joined OCC as 1st Vice President, Quantitative Risk Management. He will manage the entire quantitative risk management area and its staff and also lead the further development of the STANS system.


www.cboermc.com

Simon Babbs, Head of Quantitative Risk Management, The Options Clearing Corporation
Simon Babbs Presentation Simon Babbs, Head of Quantitative Risk Management, The Options Clearing Corporation


www.insurancenewsnet.com

The Options Clearing Corporation Announces Simon Babbs to Lead Quantitative Risk Management Team Loading...The Options Clearing Corporation Announces Simon Babbs to Lead Quantitative Risk Management Team - - insurancenewsnet.comThe Options Clearing Corporation Announces Simon Babbs to Lead Quantitative Risk Management Team Mr. Babbs has almost 30 years experience in finance.He comes to OCC fromDelaware Street Capital where he served as director.Previously Mr. Babbsheld several roles over 10 years at Bank One and its predecessor companies,including managing an international research team as Head of QuantitativeEnterprise Development (QED).QED supported the bank's capital marketsbusinesses and credit portfolio managers, was responsible for quantitativerisk management methodologies, and played a major role in developingeconomic capital models.Earlier, he developed complex interest ratederivatives for HSBC Markets, based on an interest rate model from his PhDthesis.Mr. Babbs' extensive banking career began at the Bank of England asa member of their Mathematical Techniques Group and subsequently of theBanking Supervision Department.Mr. Babbs earned first class honours MA in Mathematics from OxfordUniversity, UK, a postgraduate diploma in Business Studies from CityPolytechnic, and a PhD in Finance from Imperial College, London University.He holds an associate fellowship at Warwick Business School.Mr. Babbs hasauthored numerous papers in refereed academic finance journals andcontributed to various books.


The Options Clearing Corporation Announces Simon Babbs To Lead Quantitative Risk Management Team

www.optionsclearing.com [cached]

The Options Clearing Corporation Announces Simon Babbs To Lead Quantitative Risk Management Team
The Options Clearing Corporation Announces Simon Babbs To Lead Quantitative Risk Management Team The Options Clearing Corporation Announces Simon Babbs To Lead Quantitative Risk Management Team CHICAGO, October 23, 2007 - The Options Clearing Corporation (OCC) announced today a new addition to its risk management team. Dr. Simon H. Babbs has joined OCC as 1st Vice President, Quantitative Risk Management. He will manage the entire quantitative risk management area and its staff and also lead the further development of the STANS system. The STANS system is a Monte Carlo-based risk management methodology for determining the amount of margin deposits required of OCC Clearing Members. This methodology-called "STANS," for System for Theoretical Analysis and Numerical Simulations-is used to measure the exposure of portfolios of options, futures and cash instruments cleared and carried by OCC on behalf of its Clearing Members. Mr. Babbs has almost 30 years experience in finance. He comes to OCC from Delaware Street Capital where he served as director. Previously Mr. Babbs held several roles over 10 years at Bank One and its predecessor companies, including managing an international research team as Head of Quantitative Enterprise Development (QED). QED supported the bank's capital markets businesses and credit portfolio managers, was responsible for quantitative risk management methodologies, and played a major role in developing economic capital models. Earlier, he developed complex interest rate derivatives for HSBC Markets, based on an interest rate model from his PhD thesis. Mr. Babbs' extensive banking career began at the Bank of England as a member of their Mathematical Techniques Group and subsequently of the Banking Supervision Department. Mr. Babbs earned first class honours MA in Mathematics from Oxford University, UK, a postgraduate diploma in Business Studies from City Polytechnic, and a PhD in Finance from Imperial College, London University. He holds an associate fellowship at Warwick Business School. Mr. Babbs has authored numerous papers in refereed academic finance journals and contributed to various books. "We are extremely pleased to have Simon join our ranks."


Parish Staff - The Episcopal Church of St. James the Less

www.stjamestheless.org [cached]

Simon Babbs, Treasurer


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