Daniel Satchkov is the President of RiXtrema Inc., an expert firm specializing in risk modelling and consulting services that focus on extreme financial market events. RiXtrema designs and builds customized risk models for the investment sector, and crash tests investment portfolios for a broad range of financial advisors, wealth managers, institutional quantitative research groups, and other professional investors. Prior to RiXtrema, he was Associate Director of Risk Research at FactSet (2000-2010), where he researched and developed new and innovative software products dealing with cutting-edge risk measurement and reporting. Daniel holds Bachelor of Science and MBA degrees from the University of the Pacific, andhas spoken at numerous financial conferences. He is a Chartered Financial Analyst®, has published widely in leading industry magazines (e.g., Journal of Asset Management, Journal of Risk Model Validation, Investment and Pensions Europe), and received the prestigious 2015 Peter L. Bernstein Award for his joint paper 'Robust Risk Estimation and Hedging: A Reverse Stress Testing Approach' published in the Journal of Derivatives.