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Mark Fisher

Executive Director – Business Development, IHS Markit

Derivatives valuation, control and model governance experience from two decades at major global investment banks

Mark Joined IHS Markit in 2015. He was initially responsible for the Totem Equities consensus service and now runs Business Development for Sellside institutions globally and for all client segments for derivatives in Europe.

Prior to joining IHS Markit, Mark spent two decades working in derivatives control, valuation and model governance roles at major global investment banks in Frankfurt and London. These roles included running the Global Equity Independent Price Verification team at Credit Suisse with additional responsibility for model governance, as well as leading the Barclays Equities Independent Model Control team also responsible for model uncertainty and IPV methodology.

Mark holds a financial mathematics MSc from Kings College London and undergraduate degrees in physics and mathematics from Southampton University.

  • Financial Services
  • Autocallables
  • Cliquets
  • Equity derivatives
  • Equity options
  • Equity volatility
  • Exotic derivatives
  • Fair value
  • Financial model validation
  • Illiquid valuations
  • Independent price verification (IPV)
  • Market data
  • Over-hedges
  • Over-the-counter (OTC) derivatives
  • Prudent valuation
  • Put-call parity
  • SR 11-7
  • Valuation methodology
  • Valuation policy
  • Valuation process
  • Variance swaps
  • Volatility

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