About the Author

Mark Aarons was Head of FICC Structuring at the National Australia Bank from 2010 to 2017, where he built a leading securitisation swap business in both Australia and the UK. Mark is currently Head of Investment Risk at a leading Australian funds manager and is also an Adjunct Associate Professor in the Centre for Quantitative Finance and Investment Strategies at Monash University. He has degrees in Law and Science from Monash University and a PhD in Mathematics jointly from the Max Planck Institute for Gravitational Physics and the Free University of Berlin, Germany. He resides in Melbourne with his wife and three children.

Vlad Ender is a director at Kauri Solutions, a financial markets consulting practice. Prior to founding Kauri Solutions in 2015, Vlad spent eight years at National Australia Bank's London office. He served as an Executive Director in the FICC Structuring team, providing bespoke derivatives to NAB's clients, including innovative solutions for asset and liability swaps to support RMBS and covered bond issuance by some of the largest UK issuers. Before joining NAB, Vlad was a partner at a New Zealand IT consultancy delivering tailored solutions to the financial sector. Vlad holds an MBA from London Business School and a Masters degree in Computer Science from Charles University, Prague.

Andrew Wilkinson is currently a senior legal counsel in Australia where he specialises in bespoke derivatives and securitisation. Previously, Andrew spent a ...

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