Mr. van graduated from the University of Tokyo with a B.S. in Civil Engineering and from the Sloan School of the Massachusetts Institute of Technology with a M.S. in Management, concentrating in finance. Mr. Imai began his business career at the Sanwa Bank working in credit analysis in the Foreign Exchange Group of the Hibiya Branch. He was then transferred to Sanwa's headquarters where as a member of the Planning Section he was responsible for risk management on interest and currency products. Following Mr. Imai's two years at MIT, he returned to the Derivatives Group at Sanwa where he developed interest rate term structure models for pricing exotic options and managing interest rate derivative products, and applied quantitative methods for swaps and options analysis.
In 1993 Mr. Imai joined the Global Structured Products Group at S.G. Warburg Securities (Japan). In this position he was responsible for structuring tailor-made interest rate, currency and equity-linked products; pricing and hedging; and organizing all back office procedures and documentation.
Mr. Imai joined Kamakura in August 1995 as Vice President and was promoted to Senior Vice President in 1996 and Managing Director in 1997. A member of the Managing Committee of Kamakura, he is the co-author with Mr. van Deventer of Financial Risk Analytics, published in 1997 by Irwin, and of Credit Risk Models and the Basel Accords, published in 2003 by John Wiley & Sons. His third book (with Kamakura's van Deventer and Mark Mesler), is Advanced Financial Risk Management, published by John Wiley & Sons in 2004. He is fluent in both Japanese and English. |