Chris Mills Email & Phone Number

An innovative and analytical senior manager with a strong international track record designing and delivering high quality pricing, risk and trading solutions. Highly successful results, with a strategic yet pragmatic focus across a range of asset classes and a strong background as a senior quantitative analyst and front office developer.Key Achievements:• Leading strategic project for Challenger to move all risk, valuation and pricing onto a new platform for improved risk analysis, hedging performance, business scalability and agility• Implementation and quantitative analysis of the pricing model for the new innovative Liquid Lifetime annuity product by Challenger with sales of around $500m pa• Implemented Agile at Challenger• Enabled JPM HK Equity Derivatives Front Office to capture millions of dollars’ worth of extra business by developing new pricing channels• Architected and developed new CDO pricing systems for JPM’s Credit Hybrids group giving them the capability to price and risk manage multi-billion dollar deals• Extended Equity volatility marking capability at JPM in London by implementing new parametric volatility model with trading and quantitative research• Developed new pricing, risk and trading capabilities for a new JPM Convertible Bond prop trading desk in London (and globally)• Implemented all pricing models for new market risk application at Dresdner Kleinwort in SydneySpecialities: Fixed Term and Lifetime Annuities, Fixed Income Derivatives, Equity Derivatives, Credit Hybrids, Convertible Bonds, Market Risk, Statutory Capital, Multi-Curves and OIS discounting