Professor Helen McTavish
Professor Helen McTavish is known for her work dissecting dynamic hedging failures and publishing on institutional risk responses to market disruptions. Her research output includes widely cited case studies on option-based protection and she is a frequent contributor to professional roundtables on risk. Helen’s most-read book questions the easy myths about model certainty and market prediction.
Helen’s approach blends market realism with a refusal to let models drive the conversation. She’s consulted for pension funds and asset offices, steering teams through the aftermath of structural shocks. Her consulting practice has exposed her to the fault lines that appear when conventional thinking collides with market volatility.
Known for her sharp critique and dry wit, Helen keeps sessions grounded in the details that textbooks gloss over. She’s credited with building frameworks for stress-testing institutional portfolios and designing peer-review processes that refuse to let lazy reasoning slide.