Bryan Thomas

Bryan is a managing director in KPMG’s Financial Risk Management practice, with over 20 years of trading and risk management experience in the interest rates, foreign exchange, commodities and equities, with particular emphasis on derivatives.  He assists banks, insurance companies, investment managers and non-financial corporations develop or enhance market and credit risk management as a core competency.  Bryan’s risk management expertise includes designing, implementing and documenting risk limit structures and risk measurement systems (i.e., value-at-risk and stress testing), validation of in-house and vendor systems, and cultivating the ability to develop an appreciation for what the risk management system can overlook.  Types of risk covered include interest rates, credit, equities, FX, and commodities for both cash and derivatives.

Before joining KPMG, Bryan worked in the US, Paris, London, and Singapore for several international banks where he managed traders and engaged in market making, traded proprietarily, and developed foreign exchange and interest rate derivative new products and arbitrages. He trained customers and salespeople to use currency options for hedging, has been a frequent speaker at industry conferences on exotic options and risk.