Chris is co-founder and CEO of Lacima, a specialist of provider of risk management, valuation and optimisation software and services for the global energy and commodities markets. He also has over 15 years’ experience advising senior executives on energy risk management and complex derivative valuation.
In 2005 Chris was inducted into the Energy Risk Hall of Fame, and in 2009 was named in an elite international group of five by Energy Risk Magazine as pioneering quantitative analyst who has made an outstanding contribution to energy trading and shaped today's global energy markets. He has also co-authored (with Les Clewlow) and edited a number of influential texts on the topics of energy derivatives and risk management, including Energy Derivatives – Pricing and Risk Management and Implementing Derivatives Models.
Chris is a Coordinator of the Risk Metrics Subcommittee of the Committee of Chief Risk Officers (CCRO) based in Houston and a member of the Energy Oversight Committee for the Global Association of Risk Professionals (GARP) based in New York. He is an Honorary Fellow at Macquarie University in Sydney and a member of the Special Focus Advisory Board of the Computational Finance & Risk Management Program at the Department of Applied Mathematics, University of Washington, in Seattle.
Chris has an MSc in Pure Mathematics (The University of Liverpool), and MSc in Pure Mathematics (Warwick University) and a PhD in Financial Mathematics (Warwick University).