William Michael Durham

William Michael Durham is an accomplished finance professional with extensive experience in quantitative analysis and risk management. Currently serving as the Head of Quantitative Analysis at the Bank of England since May 2011, Durham has developed key risk and asset allocation models for a £1 trillion balance sheet while enhancing portfolio resilience. Previously, as Chief Risk Manager, strategic asset allocation for the UK’s $180 billion FX reserves was effectively managed. Durham has also held senior roles at Pensions First, HSBC, Capula Asset Management, Mitsubishi UFJ Trust & Banking Corporation, and Bloomberg, demonstrating a strong track record in asset-liability modeling, valuation, regulatory assessment, and financial engineering. Durham holds an MSc in Financial Engineering from Birkbeck, University of London, along with degrees in Economics and Russian from the University of Otago.