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WATER UNDER THE BRIDGE

 

den haag bridge

 

John Angus Morrison (JAM), CIO (Chief Information Officer) at Asymptotix, is not afraid to call it the way he sees it. That doesn't necessarily make him popular. He called the basic weakness in the issuance of structured products pre-credit crunch, correctly & later pointed out in St Stephen's Green that credit risk just wasn't being quantified correctly. Since the nadir of the crisis he has published one methodological approach and one roadmap of solutions that could ensure such a crisis will never happen again.  

He didn't say to himself as a toddler that he wanted to be a Basel 2 Solution Architect when he grew up but he was a Quantitative Analyst in the late 1980's testing Thatcherite Money Supply correlations with the real economy. It was back then he realized that computer systems would replace the accounting paper, which the senior executives still preferred. In the early 90's he hand built a 'fundamental' Equity Value Analysis application fueled by DataStream data and thus discovered 'Kernighan and Ritchie'.  

John was in a Dealing room during the '87 meltdown watching the TOPIC screen turn red and made the next move into the world of ORACLE at version 6.2.; with the new feature PL/SQL!  A 'Big 5' consulting firm then promised to "soften" his skill set but that never happened. He was designing large scale Management Reporting systems for first a large retail bank in DB2 and then a global investment bank in ORACLE again (this time @ v9i) in the late 90's. It was around that time that he first got to grips with two large structured loan portfolios; each of one billion sterling. The challenge was to build a data mart to assure integrity of their valuation; done in 9 months! Later he led the tiny team in Dick Whittington's House which designed and implemented an accounting analytics environment supporting the sale of a global inter-dealer-broker. Again; done in 9 months! Through the "Basel II" period his focus was Pillar 2 facing massive political resistance from skeptical or dumbfounded banking clientèle.

 

John has led one implementation of Oracle Financials 11i in a large Financial Services organization and provided strategic or architectural advice on another two. He has implemented SAP Bank Analyzer 5.0 once and again provided architectural advice on a further two implementations.  John has integrated predictive solutions with the "Industry Models" set from IBM and has been involved with IBM Inphosphere strategic thinking from day one. Arguably John invented the concept of Predictive Model integration capability for SAP Bank Analyzer. He recently provided Product Data Model enrichment advice to another software vendor looking to add 'veritable' IFRS7 / IFRS9 capability. The question is still out there, had his Solution Architecture for Basel II P2 not been so politically resisted could it have saved the planet? In the end he believes it's only the mega-vendors who can get anything done, they have greater social responsibility than we hold them accountable for!  

 

In '09 John architected a Copula Object set to support Risk Aggregation in a consolidated financial group, in addition to his well received Literature Survey on Credit Risk. John speaks with some of the movers & shakers in Risk Management in the UK and Europe on a regular basis; including the supervisors, related public agencies and Central Banks. John was involved in the development of an impaired asset valuation solution for the European Commission DG Competition in the midst of the credit crunch.  

 

Its Econometrics which really interest him, that's why Basel II Pillar 2 and the whole process of precisely computing risk capital is his 'meat and potatoes'; he can see the quantitative curve in his head, he has done it so many times; where JAM can add value is in helping you to build systems which allow others to do that. He has deep domain expertise in the layering of quantitative application environments (whether interactive model driven or cyborgs-like "engines") upon appropriate data management environments.  

 

That quantitative domain expertise is now being transferred into other domains than Econometrics where quantitative analytics are fundamental. It is quantitative technologies in a cloud enabled supply chain ("autonomic" if you will) which will define the service oriented future of this space, is his current 'view from the hill'!

seals1John has become accustomed over recent years to acting with strict discretion, almost in an 007-like external process audit role. Above all John Angus has integrity and is not afraid to tell you how it is, when you need to know and he has usually been proved right. "Some Say" he is politically inept but really he is just straightforward and will not always just 'go with the flow'!  

 

When consulting professionally John earned the affectionate nickname "Searchlight" from his colleagues owing to his unique ability to combine and practically apply his deep domain knowledge and unusually keen intellect to always see immediately and instinctively what many could not. This obvious and rare ability makes him an invaluable resource to lead or contribute to any complex project requiring out of the box visionary thinking combined with a meticulous and diligent attention to detail.  

 

John is committed to asymptotix and takes pleasure working with his fellow Directors; he is particularly focused on developing the 'trail blazing' thinking going on in asymptotix key partners. A Solution Architecture predicated upon the thinking of asymptotix and its partners and associates will come sufficiently close to assuring that a crisis will never happen again as to be asymptotically perfect!

 

JAM FULL PROFILE / contact John

 

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