Helen Bartholomew is the London Bureau Chief for Risk.net. She specializes in derivatives and markets topics, covering areas such as benchmark reform, margin rules, and structured products, with a focus on the financial services and trading sectors. Helen's work has been featured in notable publications including Central Banking, John J. Lothian & Company, Inc., and FX Markets.
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Helen Bartholomew's articles predominantly cover legal policy regulation, with a focus on financial markets, benchmark transition, risk management, credit optimization, and interest rates. Her coverage is characterized by reliance on data and government announcements.
To effectively engage with Helen, consider providing insights into the implications of regulatory changes in financial markets or offering analysis supported by robust data. Additionally, if you can provide expert commentary or industry-specific knowledge related to benchmark transitions and risk management within the finance sector, it may capture her attention.
Given that there is no specific geographic focus indicated for her coverage attributes or article titles provided, pitches should be tailored based on their relevance to global financial markets rather than specific regions.
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New single-stock options index is first step to plugging a gap in the bank's QIS business
Fragmented regulatory regime puts Europe at a disadvantage to the US, exchange officials say - but some are not ready to accept a single watchdog
Out-of-hours coverage was “not an easy task” for CME’s continuous crypto launch
Swiss bank aims to avoid ‘backtest Olympics' for strategies at risk of overfitting
Swiss bank aims to avoid ‘backtest Olympics’ for strategies at risk of overfitting
Risk Live: Machine validation of autonomous processes may emerge “relatively soon” EIF risk chief says
FCA relaxation from 2% to 1% could spark “race to the bottom” on capital
In the fast-growing niche of autocallable exchange-traded funds, issuers are touting both new and classic structures as they compete for market share.
