Advanced Model Risk

ADVANCED MODEL RISK 

22-23 March | New York City

MODEL DEFINITION
Managing expanded scope of models including AI and qualitative

EVOLUTION
Reviewing the evolution of model risk and scoping future decisions

AI & MACHINE LEARNING
Controls to manage proliferation of AI/ML models

QUANTIFICATION
Quantification of model risk and managing increased volatility

ETHICS & BIAS
Managing ethical considerations and removing bias from data and model output

COMPUTER VISION
Leveraging computer vision as a tool in an increasingly remote environment

MODEL ALGORITHMS
Challenges and solutions of model algorithms in broker dealer

ESG
Modeling climate risk and determining exposure to ESG

OlgaCollins

Olga Collins
ED, Global Head of Model Risk Infrastructure and Reporting
Morgan Stanley

image

Liming Brotcke
Senior Director, Head of Model Validation
Ally

image

Seyhun Hepdogan
Director, Model Risk Management
Discover Financial Services 

image

Moez Hababou
Director, Model Risk Management
BNP Paribas

image

Michael Jacobs
Lead Modeling & Quantitative Analytics Expert
PNC Financial Services

image

Agus Sudjianto
EVP, Head of Corporate Model Risk
Wells Fargo 

Wei Ma

Wei Ma
Head of Model Risk and Validation
Sumitomo Mitsui Banking Corp 

greg-kirczenow-head-shot copy

Greg Kirczenow
Senior Director, AI Model Risk Management
RBC

image

Chris Smigielski
Model Risk Director 
Arvest Bank

David-E.-Palmer-Photo

David Palmer
Senior Supervisory Financial Analyst
Federal Reserve Board

CAN YOUR ORGANIZATION CONTRIBUTE?

Please contact the Center for Financial Professionals today to discuss how we can deliver your thought-leadership at the event, help you generate leads, and provide you with unique networking and branding opportunities. For more information on what we can offer, please contact [email protected] or call us on +44 (0) 20 7164 6582 where a member of the team will be happy to tailor the right package for you.

.

DOWNLOAD SPONSORSHIP PACKAGES

8:50 Chair’s opening remarks

Chris SmigielskiModel Risk Director, Arvest Bank

PANEL DISCUSSION

9:00 Reviewing the expanding scope and definition of model risk and increased validation requirements

Session details 

  • Scope of model risk and validation work expanding
  • Depth of analysis required from regulators
  • Trend towards outsourcing aspects of model risk
    • Inclusion of validation in outsourcing work
  • Maintaining resources with increasing demand
  • Drivers behind resource constraints and scaling up internally
  • Inclusion of qualitative models under model risk

Olga CollinsED, Global Head of Model Risk Infrastructure and Reporting, Morgan Stanley
Irfan KaziDirector, Advanced Analytics, Internal Audit, CIBC

AI/ML ROI

9:50 Maximizing your AI/ML RoI with a balanced resourcing and deployment strategy

Session details 

  • Leveraging AI/ML for effective model development, strategy design and optimization
  • Demonstrating a compelling return on investment
  • Balancing insourcing and outsourcing analytics resources, programs and services
  • Turning advanced analytics projects and programs into a business utility
    • Realizing increased operational efficiencies, speed to market and growth strategy

Kathleen Maley, Vice President, Analytics Product Management, Experian

10:30 Morning refreshment break and networking

EXTENDED SESSION

11:00 Managing proliferation of AI and machine learning models and understanding changing risk dynamic

Session details 

  • Speed of development and deployment
  • Application beyond traditional model scope
  • Impact on control standards with increased use
  • Recognition of process constraints and risks
  • Accepting lower control and development standards to stay ahead of competition
  • Validation requirements
    • Validation frequency
    • Automating validation
  • Regulatory framework for treatment of AI/ML models
    • Application of old concepts to new models
  • Model validation and model lifecycle: Developing standardised methodology
  • Dynamic adaptation to new data
  • Managing reputational risk of model output
  • Scaling up model production in a fast paced environment

David PalmerSenior Supervisory Financial Analyst, Federal Reserve Board
Irfan KaziDirector, Advanced Analytics, Internal Audit, CIBC

ETHICS AND BIAS

12:00 Managing ethical considerations and removing bias from data and model output

Session details 

  • Understanding how models are trained
  • Imitation of human decisioning
  • Feeding unconscious bias into machines
  • Managing risk of bias in models
  • Managing bias to protected characteristics
  • Developing tests and structures into models to demonstrate to regulators
  • Ethics of decision making
  • Transparency around decision making and ethics
  • Producing socially acceptable outcomes

Imir Arifi, Head of Methodologies and Models in the Americas, UBS 

12:40 Lunch break and networking

MODEL RISK

1:40 Model Risk Management Process Automation – Practitioner Insights

Session details 

  • Direct and indirect ways that the pandemic has impacted Model Risk Management (e.g. model malfunctioning, increased monitoring, talent scarcity)
  • Model Risk Management processes which most benefit from automation
  • Automation is not a one-size-fits-all: different automation strategies, where they succeed or fail

Steve Lindo, Course Designer and Lecturer, Columbia University MS in Enterprise Risk Management
Manoj Singh, MD and Model Risk Officer, Bank of America
Rick Boesch, Head of Model Risk Management Automation, Evalueserve
Xiaobo Liu, Managing Director, Corporate Model Risk Management, Wells Fargo

EVOLUTION – PANEL DISCUSSION

2:20 Reviewing the evolution of model risk and scoping future decisions

Session details 

  • Fintech as a driver within model risk
  • Behavioural models and uses within areas including financial crime
  • Direction of model risk towards machine learning
  • Definitions and scope of global regulation
  • Evolution of economies and political environments and impact on models
    • Foundational capabilities to evolve quickly
  • Impact of legacy infrastructures on evolution
  • Impact of remote working and resourcing skill gap
  • Maintaining proprietary models in remote environment
  • Impact of Covid on modeling
    • Treatment of extreme events
    • Developing models for future resilience

Chris SmigielskiModel Risk Director, Arvest Bank
Saqib JamshedMD, Model Risk Management, The OCC
Liming Brotcke, Senior Director, Head of Model Validation, Ally
Dave Trier, Vice President of Product, ModelOp
Stephen Hsu, SVP, Head of Model Risk Management, Pacific Western Bank 

3:10 Afternoon refreshment break and networking

3:40 Models and algorithms in Broker-Dealer – Challenges and solutions

Session details 

  • New and traditional applications within BD
  • Regulatory requirements in the industry across Europe and the US
  • Expectations for model risk management
  • Successful strategies for model automation
  • Outlook and challenges ahead

Julian HorkyHead of Risk Controlling, Berenberg Capital Markets

ESG

4:20 Quantifying climate risk

Session details 

  • Literature review of 2021 FRB NY Climate Stress Testing paper
  • Case studies of practical approaches in incorporating climate risk in:
    • Credit Underwriting
    • Portfolio Stress Testing and ACL CECL

Arsa OemarDirector, MUFG Union Bank

PANEL DISCUSSION

5:00 Modeling climate risk and determining exposure to ESG

Session details 

  • Identifying models to use
  • Determining approach with internal or external models
  • Feedback and expectation from regulators
  • Building independent models
  • Defining climate risk to advance model processes

Meet Shah, Executive Director, Operational Risk, UBS
Moez Hababou, Director, Model Risk Management, BNP Paribas
Nav Vaidhyanathan, Head of Model Risk Management, M&T Bank

5:40 Chair’s closing remarks

5:50 End of day one and drinks reception

DOWNLOAD BROCHURE
Register here

8:50 Chair’s opening remarks

Mike Guglielmo, Managing Director, Darling Consulting Group

CULTURE

9:00 Establishing a strong risk culture to manage AI and machine learning models

Session details 

  • Culture to manage development and deploying of models
  • Developing culture to attract talent
  • Implementing a technology culture
  • Evolution of models and treatment within financial services
  • Incorporating model risk at the heart of risk management

Liming Brotcke, Senior Director, Head of Model Validation, Ally

INTERPRETABILITY

9:35 Incorporating explainability and interpretability into AI and machine learning models

Session details 

  • Regulatory expectation of explainability
  • Conceptual soundness evaluation
  • Explainable machine learning
  • Designing inherently interpretable models
  • Incorporating constraints
  • Adverse action reason code

Agus Sudjianto, EVP, Head of Corporate Model Risk, Wells Fargo 

10:10 Navigating the 'black box': leading validation strategies for evolving BSA/AML models

Session details 

  • Introduction to the importance of BSA/AML models
  • Types of BSA/AML models: rules-based vs. decision-making
  • Use of machine learning and AI techniques in BSA/AML models
  • Evolution of model risk management as modeling techniques get more complicated
  • Ensuring high data quality and eliminating biases
  • New validation techniques for machine learning and AI models applied to BSA/AML
  • Case study: navigating a challenging “black box” suspicious activity monitoring model validation

Sam Chen, Quantitative Consultant, Darling Consulting Group

10:45 Morning refreshment break and networking

VALIDATION – PANEL DISCUSSION

11:15 Integration of AI and machine learning tools under model risk management for effective validation

Session details 

  • Recalibrating AI models
  • Frequency of validation
  • Managing model risk to accommodate changes to validation
  • Understanding models in order to validate them
    • Increased use across risk siloes
  • Parameter and algorithm tuning
  • Testing bias in data sets and model inputs

Seyhun Hepdogan, Director, Model Risk Management, Discover Financial Services 
Michael Jacobs, Lead Modeling & Quantitative Analytics Expert, PNC Financial Services
Shawn Tumanov, Director, BMO Financial Group
Anantha Sharma, Director – Innovation & Data Science, Synechron 

WORKFORCE/TALENT RETENTION

12:00 Reviewing the evolution of expectations on staff and retention of talent in a competitive market

Session details 

  • Changes to work force with remote and hybrid environments
  • Limitations of institution dependent policies
  • Attracting academic talent with machine learning expertise
  • Mitigating talent migration and staying competitive
  • Quantifying value added by workforce
  • Talent to understand and use tools available in the market

Wei Ma, Head of Model Risk and Validation, Sumitomo Mitsui Banking Corp

12:35 Lunch break and networking

AI

1:35 Validation considerations for AI models

Session details 

  • AI model overview
  • Predictive uncertainty
  • Model robustness
  • Perspectives on interpretability and explainability
  • Perspectives on fairness

Greg Kirczenow, Senior Director, AI Model Risk Management, RBC

REGULATION

2:10 Borrower level models for stress testing corporate probability of default and the quantification of model risk

Session details 

  • Introduction and motivation: The importance of quantifying model risk for stress testing
  • Review of relevant literature and industry practice
  • Hazard rate model framework for stress testing of wholesale obligor PDs
  • The principle of relative entropy for measurement of model risk
  • Modeling data and econometric results
  • Model risk bounds on CECL forecast scenarios

Michael Jacobs, Lead Modeling & Quantitative Analytics Expert, PNC Financial Services

2:45 Afternoon refreshment break and networking

3:15 Model risk and model risk audit – Auditing model risk management

Session details 

  • Three lines of defense model and Internal Audit’s role specified in SR 11-7
  • Testing and Evaluating Model Risk Governance
  • Testing and Evaluating Model Development Process
  • Testing and Evaluating Model Validation Process
  • Validating Remediation of Regulatory Matters
  • Aggregation of Audit Findings and SR 11-7 Gap Analysis
  • Challenges in Model Risk Management and Model Risk Audit

Jane Zheng, Director, Model Risk Audit, BNY Mellon

AUTOMATION – PANEL DISCUSSION

3:50 Automating model risk management activities to increase efficiency

Session details 

  • Automating validation on an ongoing basis
  • Model governance to monitor models
  • Ongoing performance monitoring of models
  • Enhancing efficiency of model risk teams
    • Reducing human intervention on manual tasks
  • Leveraging AI to automate tasks whilst retaining human oversight
  • Identifying areas that can be automated effectively

Jing Zou, Managing Director, Model Risk Management, Royal Bank of Canada
Mitchell Button, SVP, Model Validation, US Bank 
Florentino Rico, Senior Manager, Model Risk Management, Discover Financial Services
Wei Ma, Head of Model Risk and Validation, Sumitomo Mitsui Banking Corp
Andreza Barbosa,
Global Head of Model Governance, Goldman Sachs 

4:35 Chair’s closing remarks and end of Congress

DOWNLOAD BROCHURE
Register here
Picture 1[1]

Imir Arifi
Head of Methodologies and Models in the Americas
UBS 

Biography

Imir Arifi manages three operating units within Group Compliance at UBS spanning centralized AI development activities in US, model development activities in the Americas, and Global Model Governance (vendor model) activities.

Prior to joining UBS, he served in various leadership roles in model development & validation covering credit risk, market risk, operational risk, PPNR, and compliance modelling. Over the last five years he has focused on Artificial Intelligence and Machine Learning, executing use cases for banks, insurance companies, and institutional grade hedge funds. He holds a PhD from the Illinois Institute of Technology in Chicago where his research fused financial engineering with operations research, covering Credit Risk management and predicting CDS spreads.

1516234370735

Andreza Barbosa
Global Head of Model Governance
Goldman Sachs 

Biography

Andreza will be speaking at Advanced Model Risk USA 2022

Rick Boesch[1]

Rick Boesch
Head of Model Risk Management Automation
Evalueserve

Biography

Rick Boesch has over two decades of experience in the financial sector and is currently Head of Model Risk Management Automation at Evalueserve. Most recently he built and ran the Value-at-Risk Model Validation group at JP Morgan in New York City, prior to which he held positions as CRO for two broker-dealers, oversaw convertible bond modeling for Deutsche Bank’s proprietary desk, and led Credit Suisse’s derivatives modeling group in New York City. He has provided quantitative modeling and risk expertise to growing financial software companies in various market sectors, and in general has created software/technology solutions for rapid derivative modeling and reporting architectures both for the sell-side and financial software companies. Rick has a Ph.D. in theoretical physics and has published in that field for several years prior to transitioning to finance.

Brotcke_Portraitv2

Liming Brotcke
Senior Director, Head of Model Validation
Ally

Biography

Liming Brotcke leads the model validation group of the MRM function at Ally since February 2019. Before joining Ally Liming worked at the Federal Reserve Bank of Chicago as the head of MRM for the 7th district and the Risk Modeling and Analytics team. She co-led the quantitative review of the CCAR Credit Card and was a key member of the LISCC supervision retail team. Prior to Chicago Fed, Liming developed extensive modelling skills and business knowledge between Discover and Citi Group. Liming holds a Ph.D. degree in Economics from the University of Illinois at Chicago. She has multiple publications on quantifying model risk and machine learning governance.

 

Mitchell button

Mitchell Button
SVP, Model Validation
US Bank 

Biography

Mitchell is speaking at Advanced Model Risk USA 2022

 

Sam Chen[1] copy

Sam Chen
Quantitative Consultant
Darling Consulting Group

Biography

As a Quantitative Risk Consultant at Darling Consulting Group, Sam has validated a variety of risk models for large financial institutions—including credit risk rating, stress testing, CECL, BSA/AML, and fraud models. Sam used his background in statistics and machine learning to develop DCG’s advanced BSA/AML model testing approaches. Sam also has experience building models in multiple areas of financial risk, including a suite of credit models currently implemented at a top U.S. bank.

 Sam graduated cum laude with a bachelor’s degree in economics with mathematical applications from Princeton University. While at Princeton, he was the recipient of the John Glover Wilson Memorial Award for his thesis studying the economics of bargaining.

OlgaCollins

Olga Collins 
ED, Global Head of Model Risk Infrastructure and Reporting
Morgan Stanley

Biography

Olga Collins is a senior leader with over 20 years of experience in Liquidity and Model Risk Management. Olga joined Morgan Stanley in 2017 and currently heads Model Risk Reporting and Infrastructure globally. In her current role, Olga is responsible for model risk assessment, executive and regulatory reporting, model validation platform development and process automation. Prior to this, Olga was Head of Model Risk Management at New York Community Bank, Bank Risk Officer at Sterling Bank and Director of Liquidity at PNC. Her background encompasses Enterprise Risk, Asset & Liability Management, Deposit Pricing, Funds Transfer Pricing, Liquidity Management, Stress Testing, and Systems Development & Integration. Olga Collins holds a Master’s degree in Finance from Case Western Reserve University.

Mike Guglielmo low rez -serious

Mike Gugliemo
Managing Director
Darling Consulting Group

Biography

With over 30 years of experience in strategic risk management, Mike Guglielmo has provided technical and strategic consulting to a diverse group of financial institutions. Mike is also a frequent author and top-rated speaker on a variety of balance sheet and model risk management and operational risk management topics. He is the Immediate Past Chairman for the Financial Managers Society and is a faculty member for the FMS Institute.

During his tenure at DCG, Mike has served in various capacities, including director of financial analytics. In addition, he is a technical resource for the ongoing development of many of DCG’s quantitative and strategic risk management products and services. Prior to joining DCG, Mike managed the ALCO and strategic planning processes for a regional bank in the northeast. Mike is a graduate of Fairfield University with a degree in economics.

Moez-AMR

Moez Hababou
Director, Model Risk Management
BNP Paribas

Biography

Moez Hababou heads Model Risk Management for BNP Paribas US for the Credit, Financial Security, and Capital Planning workstreams. He is responsible for all model validation activities in the areas of Wholesale Credit, CCAR, and BSA/AML. More recently, he is focusing on best ways to account for climate risk in credit risk management and validating machine learning models. Prior to his current role, Moez Headed CCAR Modeling for CIB BNPP US. Moez held similar analytical and modeling roles at UBS Wealth Management, Barclays and Royal Bank of Scotland. Moez has also numerous publications in academic journals. Moez holds a Ph.D. in Management Science from York University (Toronto, Canada) and a Master degree in Finance from Laval University (Quebec City, Canada).

Seyhun-Hepdogan-120x120-1

Seyhun Hepdogan
Director, Model Risk Management
Discover Financial Services 

Biography

Seyhun Hepdogan is Senior Director of Model Risk Management for Discover Financial Services. He is responsible for all business-as-usual models including originations, portfolio risk, collections, marketing, fraud and AML models. Under his direction, his team oversees the model risk across the company. He and his team play an integral role in transitioning to machine learning models. Prior tohis Discover Financial Services experience, Seyhun was Senior Director of Model Risk for Santander Holdings USA, responsible for fraud, AML, operational risk, commercial credit risk. Seyhun holds a Ph.D. in Industrial Engineering from University of Central Florida and is certified anti-money laundering specialist.

 

JulianHorky

Julian Horky
Head of Risk Controling
Berenberg Capital Markets

Biography

I am the Head of Risk Controlling at Berenberg Capital Markets, responsible for its risk management program and selected high-profile projects. Before returning to the industry, I worked as a Senior Manager in the Enterprise Risk and Quantitative Advisory practice of a large US consulting firm. I gained significant experience working for global financial institutions throughout my career, both in Europe and the United States, where I focused mainly on technology transformation and modeling projects in finance, risk, treasury and model risk management departments across the industry.

I have the technical skillset needed to clearly communicate the requirements associated with large and complex automation projects, and I regularly present on the topics of model risk management and model implementation.

Steve wo tie

Stephen Hsu
SVP, Head of Model Risk Management
Pacific Western Bank 

Biography

Stephen Hsu is currently the SVP Head of Model Risk Management for Pacific Western Bank. He has extensive experience in model governance, risk and capital management. In this role, Stephen oversees end-to-end model risk management function in the Bank and leads the Bank’s model risk management strategy, initiative and practice including model governance, model risk appetite, model inventory, risk assessment, model validation, model risk reporting, etc.

Before joining Pacific Western Bank, Stephen was a Director in KPMG, leading model validations for CCAR/DFAST PPNR and credit loan loss models in top-tier US and global banks. Prior to KPMG, Stephen worked for MUFG in several roles, including Director of Economic Capital, Operational Risk Management (AMA), etc. Prior to MUFG, Stephen was a VP for Bank of America in Capital Portfolio and Risk Analysis Group. Stephen holds his PhD in Economics from University of California, Los Angeles (UCLA).

 

 

Michael Jacobs

Michael Jacobs
Lead Modeling & Quantitative Analytics Expert
PNC Financial Services

Biography

Mike is a lead model development and analytics expert across a range of risk and product types, having a focus on wholesale credit risk methodology, regulatory solutions and model validation. Currently Mike is an SVP and Lead Quantitative Analytics & Modeling Expert at PNC Financial Services Group, Model Development Department, where he leads 1st Line Wholesale Model validation.  Mike has 25 years of experience in financial risk modeling and analytics, having worked 5 years at Accenture and Big 4 consulting as a Director in the risk modeling and analytics practice, with a focus on regulatory solutions; 7 years as a Senior Economist and Lead Modeling Expert at the OCC, focusing on ERM and Model Risk; and 8 years in banking as a Senior Vice-President at JPMC and SMBC, developing wholesale credit risk and economic capital models.  Skills include model development & validation for CCAR, PPNR, CECL, credit / market / operational risk; Basel and ICAAP; model risk management; financial regulation; advanced statistical and optimization methodologies.  Mike holds a doctorate in Mathematical Finance from the City University of New York / Zicklin School of Business, and is a Chartered Financial Analyst.

 

saqib

Saqib Jamshed
MD, Model Risk Management
The OCC

Biography

Saqib Jamshed currently serves as Managing Director – Model Risk Management at the Options Clearing Corporation in Chicago. He has held senior Risk Management positions at State Street Corporation and GE Capital. Saqib spent the bulk of career at the Royal Bank of Scotland where he started out as a Programmer and then moved on to become a trader on the fund derivatives desk. He earned a Masters in Electrical Engineering from University of Michigan and an MBA from the University of Connecticut.

Irfan Kazi

Irfan Kazi
Director, Advanced Analytics, Internal Audit
CIBC

Biography

Mr. Kazi leads the  Advanced Analytics team within the Internal Audit group at Canadian Imperial Bank of Commerce. He leads his team to provide advanced analytical support for audits within the bank’s Model Risk, Capital Markets, Treasury, Finance, among others in various regions of the world. Kazi has over 20 years of experience as commercial banker, university professor, researcher, and auditor (Models and Capital Markets Risk Management). He holds a PhD in Finance/Applied Econometrics from Paris Nanterre University, M.Sc. in Software Development from University of Huddersfield and an MBA from University of Sindh.

Greg Kirczenow
Senior Director, AI Model Risk Management
RBC

Biography

Greg is Senior Director of AI Model Risk Management at RBC. He leads a team focused on all things Machine Learning: validation, governance, R&D, and IT. Areas of focus include algorithmic fairness, explainability, robustness, and ML Ops. Greg holds a Masters of Mathematical Finance for University of Toronto and has worked in risk management at RBC for over a decade.

Steve Lindo

Steve Lindo
Course Designer and Lecturer
Columbia University MS in Enterprise Risk Management

Biography

Steve Lindo is a financial risk manager with over 30 years’ experience managing risks in ALM, funding, banking and trading portfolios. In addition to his role as Lecturer and Course Designer in Columbia University’s MSc in Enterprise Risk Management program, he is currently Principal of SRL Advisory Services, an independent consulting firm specializing in risk governance, education and strategy, and Co-Principal of Intelligent Risk Management LLC, an executive education and advisory partnership using analytical methods pioneered by the CIA. Mr. Lindo is a regular presenter at conferences, webinar host and author of risk management articles and case studies.

Screenshot 2022-03-21 at 09.51.15

Xiaobo Liu
Managing Director, Corporate Model Risk Management
Wells Fargo

Biography

Xiaobo Liu is currently a Managing Director in Wells Fargo Corporate Model Risk Management and heads Markets Model Validation with responsibilities for derivative pricing, market risk and counterparty credit risk models. He was previously head of Model Risk Management in Americas for Deutsche Bank and co-head of Model Validation at Citigroup. He has a PhD in Mathematics and is a CFA charter holder. His other working experiences include supporting Commodity Business at Morgan Stanley, FX Business at JP Morgan, and being an Assistant Professor at Clarkson University.

Wei Ma

Wei Ma
Head of Model Risk and Validation
Sumitomo Mitsui Banking Corp 

Biography

Wei Ma is head of model risk and validation in SMBC U.S., in which capacity he oversees the development and continuous enhancement of MRM framework across SMBC U.S. operations as well as lead the strategic development and operations of various model risk teams. ​

Before joining SMBC in 2013, Wei worked for five years at AIG where he managed structured product portfolios composed of CDO, RMBS, and CMBS assets with a notional amount of over $60 billion. He also led the development of structured product risk analytic capabilities at AIG Asset Management and led work streams in stress testing and model risk management initiatives. ​

Prior to AIG, Wei was a structurer at Merrill Lynch and PriceWaterhouseCoopers with a focus on CLO. He also spent two years working as a risk management consultant at PwC during which period he advised banking clients on risk management solutions. ​

Wei received an M.B.A. degree from NYU Stern School of Business. He also holds degrees in computer science from top universities in China. He is a certified financial risk manager by GARP. ​

Kathleen Maley

Kathleen Maley
Vice President, Analytics, Product Management
Experian

Biography

Kathleen Maley is Vice President for Analytics Product Management for Experian Decision Analytics North America, where she leverages more than 15 years of deep expertise in business intelligence, analytics, predictive modeling and machine learning to maximize the impact of business-centered analytical solutions for Experian clients.

An analytics thought-leader who charts the vision and course for modern analytics strategy, Kathleen has held various executive roles across the banking industry including regional banks in the Midwest and top-10 financial institutions like Bank of America.

Kathleen is a member of the International Institute for Analytics’ expert network, a volunteer statistician for Turner Syndrome Society of the United States, and a published writer and frequent speaker. She holds degrees in Mathematics and Applied Statistics. Previously, Kathleen taught high school mathematics and statistics in Costa Rica, Mexico and China.

Arsa Oemar

Arsa Oemar
Director
MUFG Union Bank

Biography

Arsa leads the Americas Wholesale Credit Model Risk Management at MUFG Union Bank. His team covers the entire spectrum of credit risk models including credit ratings, Basel AIRB, CCAR/DFAST stress testing, Economic Capital, ALLL, CECL, and IFRS 9. Arsa has 17 years of experience in the financial industry; previously he was in Morgan Stanley, Bank of America, and Goldman Sachs in various credit risk modeling and analytics roles. Arsa holds a BS in Computer Science and MS in Computational Finance from Carnegie Mellon University

David-E.-Palmer-Photo

David Palmer
Senior Supervisory Financial Analyst
Federal Reserve Board

Biography

David Palmer is a senior supervisory financial analyst in the Division of Banking Supervision and Regulation at the Federal Reserve Board. He focuses on several primary topic areas, including banks’ capital planning practices, banks’ model risk management practices, banks’ and supervisors’ stress testing activities, validation of supervisory stress testing models, and banks’ credit risk capital models. He engages in both policy-related projects as well as on-site examinations. David was a primary author of the Federal Reserve’s Supervisory Guidance on Model Risk Management (SR 11-7), issued in April 2011 jointly with the OCC (and more recently with FDIC), and continues to lead the implementation of that guidance within the Federal Reserve. He was also a key contributor to the Federal Reserve’s supervisory guidance on capital planning for large firms issued in December 2015 (SR Letters 15-18 and 15-19), as well as to the Federal Reserve’s final rules to implement Dodd-Frank stress testing requirements and the Federal Reserve’s Capital Plan Rule.  More recently, David has been involved in evaluating supervised firms’ use of fintech, including artificial intelligence/machine learning.

 

He has a bachelor’s degree from Oberlin College and a master’s degree from Georgetown University.

Florentino Rico

Florentino Rico
Senior Manager, Model Risk Management
Discover Financial Services

Biography

Florentino is an experienced professional in the area of data science, predictive modelling and model risk management. Currently, Florentino is a senior manager for underwriting model validation, AML/BSA, fraud models, among other applications.

 

Meet Professional Picture[1] copy

Meet Shah
Executive Director
UBS

Biography

Meet is a seasoned financial industry executive leading strategic change initiatives by designing, implementing, and executing risk, capital, compliance, data, digitalization, and technology programs. Currently, he is an Executive Director at UBS leading Operational Risk Stress Testing and Capital Planning program with front to back oversight of operational risk identification, model development, legal estimations, and scenario analysis. Prior to UBS, he worked as a consultant for several years serving financial institutions with strategic risk transformation programs including CCAR, BCBS 239, OCC Heightened Standards and Dodd-Frank.

 

Anantha Sharma copy

Anantha Sharma
Director – Innovation & Data Science
Synechron

Biography

Anantha Sharma is a Technology Director at Synechron, managing Innovation and Data Science initiatives for Synechron and its clients; with over 18 years of experience, he has built deep expertise in Enterprise Architecture, Analytics & Data Science. Anantha has led Synechron’s Data Science practices across the globe and has published numerous technical papers with his team.

In recognition of his team leadership and mentorship, Anantha recently won the top prize for ‘Team of the Year’ in the inaugural edition of the US FinTech Awards 2021.

To learn more about Anantha, please visit https://www.synechron.com/profile/anantha-sharma

Manoj Singh

Manoj Singh
MD and Model Risk Officer
Bank of America

Biography

Manoj Singh is a Managing Director and Model Risk Officer at Bank of America, leading Model Risk Management teams covering CFO Quantitative Finance group models, Capital, PPNR and climate risk models, among others. Prior to this he was a Senior Vice President at American Express where he headed the market risk oversight and enterprise model validation teams. He has held executive leadership positions in business and risk management as Senior Vice President at Freddie Mac, Senior Managing Director at Bear Stearns, and Senior Vice president at Lehman Brothers. Manoj has also served as an Associate Director at the US Federal Housing Finance Agency where he played a leadership role in overseeing changes in the framework of housing finance via securitization. He started his career as an assistant Professor of Finance at Boston College and is the author of several academic papers. Manoj holds a B. Tech in Mechanical Engineering from IIT Kanpur and a M.S. in Engineering and a PhD in Finance from Purdue University.

Chris Smigielski Headshot - LI

Chris Smigielski
Model Risk Director 
Arvest Bank

Biography

With over 30 years of financial services industry experience, Chris has an in-depth knowledge of model governance, model validation, financial model development, market risk modeling, Asset Liability Management, and team development. Chris is currently the Director of Model Risk Management at Arvest Bank and was previously Vice President, Director of Model Risk Management at TIAA Bank for five years. His experience includes leadership roles at Diebold and Fiserv, where he consulted with financial institutions nationally and internationally to design and implement financial strategies to maximize productivity and growth, as well as Asset/Liability Management and quantitative analysis at HSBC and First Niagara Banks.

Agus

Agus Sudjianto
EVP, Head of Corporate Model Risk
Wells Fargo 

Biography

Agus Sudjianto is an Executive Vice President and Head of Corporate Model Risk for Wells Fargo where he leads a highly technical team to manage model risk across the enterprise.

Prior to his current position, Agus was the Modeling and Analytics Director and Chief Model Risk Officer at Lloyds Banking Group in the United Kingdom where he was responsible for the enterprise development and oversight of all risk management models (Retail and Wholesale Credits, Market, Regulatory Capital, Stress Testing, Asset Liability Mangement, Insurance).

Before joining Lloyds, he was a Senior Credit Risk Executive and Head of Quantitative Risk at Bank of America. Prior to his career in banking, he was product design manager at Ford Motor Company where he led engineering teams designing engine systems and components using complex engineering models.

Agus holds numerous US patents in both Finance and Engineering fields. In addition to publishing numerous technical papers, he is also a co-author of a statistics book in Design and Analysis of Computer Experiment. His technical expertise and interest include Quantative Risk, especially credit risk modeling and statistical finance, statistical methods for fighting financial crimes, and computational statistics.

He holds graduate degrees in Engineering and Management from Wayne State University and Massachusetts Institute of Technology.

Dave Trier

Davie Trier
Vice President or Product
ModelOp

Biography

Dave Trier serves as Vice President of Product at ModelOp. He is charged with defining and executing on strategy for ModelOp Center, paving the way for customers to overcome their ModelOps challenges and unlock the value of AI.

Prior to joining ModelOp, Dave held several technology and data leadership roles, VP of Advanced Analytics Services at Teradata, and Chief Technology Officer at Powered by Action. As a manager and consultant at Accenture, he led large-scale enterprise transformation projects and helped pioneer the space of ModelOps through various Accenture consultancy tools and solutions.

With over 15 years of technology and product management experience and multiple patents in his name, Dave helps ensure ModelOp continually delivers cutting edge innovation, helping enterprises implement and drive business transformation with ground-breaking technologies—from AI, big data, and cloud computing to IoT solutions.

Dave holds a Bachelor of Science in Electrical Engineering from University of Notre Dame.

Shawn Tumanov - BMO1 copy

Shawn Tumanov
Director, Data & Analytics
BMO Financial Group 

Biography

Shawn Tumanov is a Director of Data & Analytics Governance at BMO. In this role, Shawn is advancing the enterprise Artificial Intelligence practices to implement an efficient and effective process for identifying, validating, and implementing AI solutions. One of his key projects is implementing the Enterprise Data & Analytics, working group. Shawn has over 20 years of financial experience, starting as a bank examiner at the OCC.  Shawn held several increasing senior roles in risk management throughout his career, including Model Risk compliance and controls. He has an MBA from Northern Illinois University and is a Certified Internal Systems Auditor.

 

Nav Vaidhyanathan

Nav Vaidhyanathan
Head of Model Risk Management
M&T Bank

Biography

Nav Vaidhyanathan is the head of the Model Risk Management Department at M&T Bank. His team is responsible for validation and governance of all models in the Bank. Nav has over 15 years of modeling and model risk management experience in the industry. Prior to M&T Bank, Nav built the model risk management function for Wintrust Financial Corporation. Before Wintrust, Nav had roles in model development and model validation in Northern Trust and Discover Financial Services. Nav has Bachelors in engineering from IIT Kanpur and Masters in engineering and an MBA from Purdue University.

 

JaneZheng[1] copy

Xiangyin (Jane) Zheng
Audit Director
BNY Mellon

Biography

Jane Zheng is an audit director in BNY Mellon. She leads the model risk audit team in Internal Audit (IA) department and is responsible for supporting IA for all model risk audit projects which cover model risk management framework and a diverse array of model types including pricing, market risk, credit risk, operational risk, liquidity risk, interest rate risk, counterparty risk, capital planning / stress testing, Basel, CECL, IFRS9, compliance, and investment management.

Jane holds a PhD in quantitative field and three professional designations: Financial Risk Manager (FRM), Chartered Financial Analyst (CFA), and Chartered Alternative Investment Analysts (CAIA).

 

Jing-zou-120x120

Jing Zou
Managing Director, Model Risk Management
Royal Bank of Canada

Biography

As Managing Director in Enterprise Model Risk Management (EMRM), Jing Zou is responsible for validating models in Securitized Products, Pre-Provision Net Revenue, interest rate, VaR, retail mortgages, and insurance. She also developed Comprehensive Capital Analysis and Review (CCAR) model fragility analysis, which quantifies the impact of model uncertainty on capital ratios. She is an invited speaker for many industry conferences.

Jing joined RBC in 2014 as a Director in local model risk manager, where she was responsible of engaging the business about model risks. Later on, she was promoted to a Senior Director and then a Managing Director. Prior to joining RBC, Jing worked at Goldman Sachs, Wells Fargo, and Fannie Mae in various quantitative analytics roles covering front office quant, market risk, and model risk areas.

Jing has a Ph.D. in Applied and Computational Mathematics from Princeton University and a B.S. and M.S. in Computational Mathematics in Xi’an Jiaotong University.

DOWNLOAD BROCHURE
Register here

WHY SHOULD YOU ATTEND A CEFPRO CONFERENCE?
HEAR FROM PAST ATTENDEES AND SPEAKERS…

PANEL DISCUSSIONS

Interactive panel discussions are designed to include attendees by running a live Q&A throughout the session

PRESENTATIONS

Hear industry experts provide detailed insights on a range of vendor risk issues, challenges and opportunities

NETWORKING BREAKS 

 Networking opportunities including breakfast, lunch and refreshment breaks on both days, access to all streams and sessions.

MEET THE SPEAKERS 

Continue discussions beyond the auditorium and interact with speakers and attendees after their session.

DOWNLOAD BROCHURE
Register here
20th April 2022

Digitalization: driving a new era in model risk

The views and opinions expressed in this article are those of the thought leaders as individuals, and are not attributed to CeFPro or any particular organization. […]
14th February 2022

Automating model risk management activities to increase efficiency

The views and opinions expressed in this article are those of the thought leaders as individuals, and are not attributed to CeFPro or any particular organization. […]
10th February 2022

Models and algorithms in Broker-Dealer – Challenges and solutions

The views and opinions expressed in this article are those of the thought leaders as individuals, and are not attributed to CeFPro or any particular organization. […]
10th February 2022

Establishing a strong risk culture to manage AI and machine learning models

The views and opinions expressed in this article are those of the thought leaders as individuals, and are not attributed to CeFPro or any particular organization. […]
20th January 2022

Reviewing the evolution of model risk and scoping future decisions

Disclaimer: Opinions are of Chris Smigielski as an individual, not attributed to any particular organisation. Chris Smigielski, Model Risk Director, Arvest Bank
12th January 2022

Understanding how Covid-19 has impacted fraud and financial crime and future approaches

The views and opinions expressed in this article are those of the thought leaders as individuals, and are not attributed to CeFPro or any particular organization. […]
15th December 2021

Incorporation of fraud within financial crime and convergence for enhanced oversight of risks

The views and opinions expressed in this article are those of the thought leaders as individuals, and are not attributed to CeFPro or any particular organization. […]
13th September 2021

Increasing public and private collaboration and sharing of data to identify trends and tackle risk across the industry

The views and opinions expressed in this article are those of the thought leaders as individuals, and are not attributed to CeFPro or any particular organization. […]
8th September 2021

Managing the impact on the working environment and internal controls

The views and opinions expressed in this article are those of the thought leader as an individual, and are not attributed to CeFPro or any particular […]
31st August 2021

Implementing a Trade Surveillance Program to increase fraud detection

The views and opinions expressed in this article are those of the thought leaders as individuals, and are not attributed to CeFPro or any particular organization. […]
12th August 2021
Jeff Simmons

Adapting business strategy to boost margins in the aftermath of the pandemic

The views and opinions expressed in this article are those of the thought leader as an individual, and are not attributed to CeFPro or any particular […]
9th August 2021

Mitigating against the inappropriate dissemination of data outside of the company as data increases in value

The views and opinions expressed in this article are those of the thought leaders as individuals, and are not attributed to CeFPro or any particular organization. […]

Non-Financial Risk Leaders 2022

Non-Financial Risk Leaders strives to provide insights, support, and benchmarks for organizations as the traditional operational and non-financial risk arena continues to evolve, expand, and gain significance.

Take part in our survey and contribute your knowledge towards one of the most comprehensive business reports in the industry, recognized by experts as a go-to resource.

All respondents have an option to receive a complimentary copy of the final report.

Darling Consulting Group is a leading provider of risk management consulting and strategic advisory services to the banking industry. DCG’s services include independent strategic ALM consulting, model risk management and validation, education, and decision-making support tools. With over 40 years of experience, our expert strategic advice is tailored specifically to each institution’s profile and risk tolerances.

Evaluserve are sponsoring CeFPro’s Advanced Model Risk USA Congress 2022.

Experian are sponsoring CeFPro’s Advanced Model Risk USA Congress 2022.

ModelOp, enables large enterprises to address the critical governance and scale challenges necessary to fully unlock the transformational value of enterprise AI/ML investments. Core to any AI orchestration platform, companies use ModelOp Center to govern, monitor and orchestrate models across the enterprise and deliver reliable, compliant, and scalable AI initiatives.

Synechron is a leading digital transformation consulting firm focused on the financial services industry and is working to Accelerate Digital initiatives for banks, asset managers, and insurance companies around the world. Synechron uniquely delivers these firms end-to-end digital, consulting, and technology capabilities with expertise in wholesale banking, wealth management, and insurance as well as emerging technologies like Blockchain, Artificial Intelligence, and Data Science. The company has presence across key financial markets and 22 offices around the globe, with over 13,000 employees producing over $800M+ in annual revenue. For more information on the company, please visit our website or LinkedIn community.

Level of Sponosr Text

SHARE YOUR THOUGHT LEADERSHIP

Share Your Expertise

SHARE YOUR EXPERTISE

get your brand seen...

GET YOUR BRAND SEEN

Connect with senior leaders

CONNECT WITH SENIOR LEADERS

CAN YOUR ORGANIZATION CONTRIBUTE?

Please contact the Center for Financial Professionals today to discuss how we can deliver your thought-leadership at the event, help you generate leads, and provide you with unique networking and branding opportunities. For more information on what we can offer, please contact [email protected] or call us on +44 (0) 20 7164 6582 where a member of the team will be happy to tailor the right package for you.

DOWNLOAD SPONSORSHIP PACKAGES

New York Marriott Downtown – 85 West Street,
New York, NY 10006,
United States

Will breakfast, lunch and refreshment be provided?

Yes. As with all of our events, the Center for Financial Professionals will be providing brilliant coffee, breakfast, lunch, refreshments, and smaller bites during the networking breaks.

Where can I find the Congress documentation and speaker presentations?

All registered attendees will receive an email with access to documentation and speaker presentations after the Congress*. We will work with our presenters to include as many presentations as possible on our App during the Congress.

* Please note that our speakers often have to gain permission from their relevant compliance departments to release their presentations. On rare occasions compliance may not allow presentations to be distributed.

What is the cost and what is included in the registration fee?

We offer incentives for ‘early bird’ registrants of the Congress, as outlined on our pricing structure. Registration includes breakfast, refreshment breaks, lunches, the cocktail reception at the end of the day, full access to the sessions and exhibition area. Presentations from the sessions are also available, subject to speaker approval.

Are there any rules on the dress code?

Business attire is requested. The Congress is a formal opportunity to network with like-minded professionals and to gain knowledge from the industry’s finest risk management experts.

Can I present at the Advanced Model Risk 2022 Congress?

Yes, the Center for Financial Professionals are happy to discuss speaking opportunities at the Advanced Model Risk 2022 Conference. For further information on this please contact [email protected] or call us on +1 888 677 7007.

Will there be opportunities to network with other attendees?

There are ample opportunities for networking and interaction throughout the Congress, such as:

  • Breakfast, lunch and refreshment breaks
  • Cocktail reception at the end of the day (subject to confirmation)
  • Q&A, panel discussions and audience participation technology
Are there opportunities to share my thought-leadership at the Advanced Model Risk 2022 Congress?

Yes there are plenty of opportunities for the Center for Financial Professionals to share thought-leadership to the attendees of Advanced Model Risk 2022 Congress and our wider risk professionals community. At the event we can distribute your material to the attendees, offer you an exhibition booth, and provide speaking opportunities so that you may enjoy a more prominent presence at the Congress. Visit the Sponsor tab for further information or contact [email protected] / +1 888 677 7007

Are media partnerships available for the Advanced Model Risk 2022 Congress?

Yes. As part of a media partnership we can offer a variety of options to increase the branding and awareness of your association, company, certificate, publication or media. We are flexible with what we can offer however we usually:

  • Provide a discounted rate to attend
  • Place your logo and profile on the Congress website
  • Place your logo on promotional content where applicable
  • Distribute your media/marketing at the Congress
  • Promote through social media channels

To discuss this further please contact [email protected] or call +1 888 677 7007.

What can I do if I can't attend the event due to Covid-19?

If you are unable to attend the Congress due to national/Covid restrictions, CeFPro would be more than happy to offer you a refund, credit note or the option to transfer the ticket to a colleague who is able to attend.

CAN YOUR ORGANIZATION CONTRIBUTE?

Please contact the Center for Financial Professionals today to discuss how we can deliver your thought-leadership at the event, help you generate leads, and provide you with unique networking and branding opportunities. For more information on what we can offer, please contact [email protected] or call us on +44 (0) 20 7164 6582 where a member of the team will be happy to tailor the right package for you.

DOWNLOAD SPONSORSHIP PACKAGES

Representing a financial institution or government body – (E.g. Bank, Insurance company, Asset Manager, Regulator)

Advanced Model Risk March 22-23 2022

EARLY
BIRD

$899
 SAVE $200

Registrations before February 25

STANDARD
RATE

$1,099


Registrations after February 25

Representing an information/service provider (E.g. Consultant, Vendor, Executive Search Firm, Law Firm)

Advanced Model Risk March 22-23 2022

EARLY
BIRD

$1999
 SAVE $500

Registrations before February 25

STANDARD
RATE

$2,499


Registrations after February 25

*To qualify for the preferential ‘early bird’ rates, registration must be received by the close of the ‘early bird’ working day, and payment can be made at the time of registering, or up to a week after registration is made an invoice sent. CeFPro reserves the right to increase rates should payment be delayed significantly. Should a delegate register at a rate that is inaccurate, CeFPro reserves the right to issue an additional invoice for the outstanding amount.

Covid Assurance Policy 

If you are unable to attend the Summit due to national/Covid restrictions, CeFPro would be more than happy to offer you a refund, credit note or the option to transfer the ticket to a colleague who is able to attend.

REGISTER BY EMAIL

CONTACT US DIRECTLY 

DOWNLOAD PDF REGISTRATION FORM

Simply email us with your
Full name
Job title
Company & address
Contact number

Email: [email protected]

Call us on +1 888 677 7007

Click here to complete the form and submit by email

USA - DOWNLOAD THE BROCHURE

Jeremy is NatWest Markets’ Chief Risk Officer, having joined the bank in 2018. He has an extensive experience as a trader and risk manager. His roles in risk management include running regional and global market risk teams at a variety of firms including Commerzbank, UBS, Investec and Nomura, and the role of Chief Risk Officer, EMEA at Nomura since 2015. Jeremy holds a Masters in Economics Cambridge University.
Jeremy is NatWest Markets’ Chief Risk Officer, having joined the bank in 2018. He has an extensive experience as a trader and risk manager. His roles in risk management include running regional and global market risk teams at a variety of firms including Commerzbank, UBS, Investec and Nomura, and the role of Chief Risk Officer, EMEA at Nomura since 2015. Jeremy holds a Masters in Economics Cambridge University.
Søren Agergaard Andersen is the Chief Risk Officer for Nordea Asset Management, the biggest asset manager in the Nordics with more than € 250bn AuM. Søren is responsible for the overall enterprise risk function, managing an international team of risk professionals in Denmark, Sweden and Luxembourg. Before joining the asset management industry, Søren held leading positions within risk in banking and pension/life insurance. One of his main priorities is to define and uphold a strong and yet flexible governance and risk framework, which can support a sound overall risk culture. Søren holds a M.A. in Mathematics and Economics and a PRM certification.
Kimberley brings more than a decade of executive leadership experience in the Governance, Risk and Compliance space, building brand recognition, thought-leadership and revenue-accelerating marketing programs at companies including Thomson Reuters, SAI Global, the Global Association of Risk Professionals, Practical Law Company and Compliant. As part of her role at Aravo, Kimberley develops thought leadership content designed to help third party risk professionals benchmark their programs, share best practice, elevate their conversations to the Board, and build the business case for investment in the development of their programs. Kimberley is originally from New Zealand, and has also lived and worked in London and New York. She now lives in San Francisco, and in her spare time enjoys exploring and al fresco dining with her husband and bulldog.
Louise Waite is the Supply Chain Management & Assurance Director at Lloyds Banking Group. She leads a team of 50, delivering a group-wide approach to supplier risk assessment, supplier assurance and supplier management. Louise and her team maintain an effective Supply Chain Management framework, run a Centre of Excellence for Supplier Management and conduct hundreds of assurance reviews every year. Having spent several years in the IT and Pharmaceutical industries, Louise is enjoying her return to Financial Services where she started her Procurement career.
Jean-Francois Valette is leading Global Third Party Compliance & Risk management at eBay. Jean-Francois is responsible for enhancing eBay’s legal, risk and compliance program around all third parties impacting eBay’s operations and business activities directly or indirectly. He oversees the development and management of a third-party risk management program across the business units; engaging and supporting the management of the controls functions for the company, including Business Ethics Office, Information Security, Resiliency, Compliance investigations and reporting amongst others. Prior to joining eBay, Jean-Francois worked as the Head of Operations for Volkswagen Payments and held the roles of Head of Outsourcing and Global Third Party Compliance and Risk management for PayPal. He also held different positions in the Banking & Asset Management industry, and holds his Law and Investment Management certifications, specializing in regulatory compliance and outsourcing.
Martin Townsend will be speaking at Vendor & Third Party Risk Europe 2021
Sean Titley will be speaking at Vendor & Third Party Risk Europe 2021
Alex is Head of Supply Chain Risk for Lloyds Banking Group (LBG), responsible for ensuring that the supplier onboarding & management frameworks drive effective risk management and regulatory compliance. Alex has worked with LBG for 10 years, and has over 20 year experience in Sourcing and Supply Chain Risk.
An Alumni of De Monfort University & London Metropolitan University, Desmond is a seasoned Third-Party Risk Management Lead as well as a specialist in Supplier Relationship Management. He has worked both in the Public and Private sectors gaining foundational experience at London Underground over a 17 year career. He has also worked for Deutsche Bank, HSBC and now with Vodafone leading on Third Party Risk programme activities. Desmond is married with two children and enjoys travelling.
Daniel Cameron will be speaking at Vendor & Third Party Risk Europe 2021
Dilbagh is a Partner at Fintegral and leads the firm’s UK practice. He specialises in the areas of traded risk and climate risk, helping banks to enhance their analytics capabilities to better identify, quantify and manage current and emerging risks. He has over 20 years of experience in trading, risk management and quantitative modelling at banks and hedge funds, including Credit Suisse, Man AHL and Nomura. Dilbagh holds a degree in Natural Sciences (Physics) from the University of Cambridge.
Vishwas has deep international FS consulting and risk management experience across Europe, US, Middle East and SE Asia. Vishwas has led complex risk transformations for G-SIBS, challenger banks and fintechs in the UK and EMEA, focusing on prudential regulation, capital and stress testing. Vishwas has also led a number of banking authorisations, fintech and Brexit applications and has experience of helping clients deliver to regulatory expectations and their internal performance targets. Vishwas also has experience in thought leadership and eminence, having led a number of conferences, speaker sessions and panel discussions with regulators and industry participants
Charis is a Risk Management generalist with 13+ years of experience in investment and retail banking. He is currently the Chief Risk Officer of SIB (Cyprus) Ltd, Sberbank Group, where he is responsible for developing the Risk Management framework, overseeing regulatory initiatives and driving strategic projects related to risk. His interests include Fintech and innovation in Risk Management. He holds an MBA and a Master’s in Financial Mathematics. He is also a CFA charterholder and a certified Financial Risk Manager.
Stuart Burns currently has the role of Senior Technical Specialist at the PRA, working in the team reviewing and approving IRB models. He has responsibility for aspiring IRB firms. He previously ran the IRB risk weight analysis in the Annual Cyclical Scenario (ACS) stress test, challenging firms’ stressed projections and recommending capital responses. Stuart has over 20 years experience delivering credit risk, stress testing and economic capital models. This includes roles as: Head of Model Validation for S&P Europe. Head of Models for the Rainbow Business at Royal Bank of Scotland. Head of Credit Risk Methodology at Barclays Capital, where he rebuilt the team following the departure of the previous head, and managed all IRB related regulatory issues. Head of Corporate Analytics at HSBC, where he was responsible for Credit Risk Modelling and saw the bank achieve Advanced IRB status. He also introduced credit risk stress testing and economic capital. Head of Economic Capital and Model Risk Management at Standard Chartered Bank, where his responsibilities included building an offshore validation team, and coordination of stress testing across portfolios and risk types. Advanced IRB status was delivered on the strength of these areas.
Over the last 3 years, I have provided trusted advice and guidance to a variety of organisations looking to change their approach to GRC. The organisations I have worked with have often been looking to advance their approach to GRC through the use of modern, intuitive, and insightful technology. My job is to help these businesses and people with this often daunting task, and make it as seamless as possible.
Rob is responsible for New Business Sales and Account Management in EMEA. Based out of our London office, Rob helps guide organisations through the vendor evaluation process, remaining a key point of contact through the implementation process and throughout the ongoing relationship. Rob joined Riskonnect in September 2017 and has over 7 years experience in Governance, Risk and Compliance solutions helping a range or organisations from different industries including Telecommunications, Financial Services, Maritime and Infrastructure Projects, and more, evaluate, select and implement highly successful solutions.
David Cassonnet is Director of Business Development at ActiveViam, leading the creation of new solutons and use cases for the company. In his role, David ensures that the new product features developed by the company's R&D team translate into innovative and actionable use cases that deliver tangible value to the clients' business. With over twenty years of experience in financial markets, David has a double expertise in business development and solutions implementation. Previously he was Managing Director of ActiveViam in APAC where he and his consulting team were involved in several front-office and risk management projects with large local and international banks. David also held several roles at Mysis and Summit Systems.
Benjamin Westwood will be presenting at the 10th Annual Risk EMEA Summit.
Suresh Sankaran will be presenting at the 10th Annual Risk EMEA Summit.
Nigel Milbank is a Cambridge University graduate and Chartered Accountant having trained with Arthur Andersen and Deloitte. Nigel has held audit positions in Schroders and Credit Suisse as an Audit Director, following which he helped set up the Operational risk function and Product Control global assurance at Credit Suisse. Nigel was Director of Enterprise and Operational Risk at Santander UK from 2006 to 2011 and joined RBS in 2012 to run the Group ICAAP function. He has held various stress testing delivery and improvement roles at RBS/ Natwest Group and since 2020 has been Programme Manager on the Climate Programme building climate stress capability and embedding climate financial risk management.
Alistair McLeod will be presenting at the 10th Annual Risk EMEA Summit.
Melissa Longmore will be presenting at the 10th Annual Risk EMEA Summit.
Libor Krkoska will be presenting at the 10th Annual Risk EMEA Summit.
Pradyumna specializes in Market Risk and Counterparty Risk with experience spanning both the Front Office and Risk Management functions at two of the largest global investment banks. In his current multi-dimensional role he is the market risk manager for JPM’s differential discounting desk, the banking book loan portfolio and also is the head of CVA stress testing. He is also involved in developing a climate risk management framework for JPM’s trading book. Outside of work, he is a bit of a musician and is working on his first album.
Jérôme Henry is Principal Adviser at the ECB, in the financial stability area. He led Quality Assurance for SSM stress tests and was a BIS fellow. Originally from the Banque de France, Mr Henry started at the ECB leading its modelling team and thereafter its projection exercise. Mr Henry has a number of research publications, eg the ECB STAMP€ e-book. An ENSAE graduate, he holds an Economics PhD and a History BA from Paris Sorbonne.
Per Hansson is a Director and Head of CCR Exposure Management within Credit Risk Management at Deutsche Bank, responsible for the bank’s IMM and pre-deal exposure models for counterparty credit risk. Per is additionally responsible for capital planning and the bank’s Pillar 2 capital model for credit risk. Previously, Per worked in Market Risk Management for Credit Trading and CVA at Deutsche Bank and JP Morgan and was also a risk manager in JP Morgan’s prime finance business. Per has an MSc in Engineering Physics from Lund University, Sweden.
Atanas Dimov will be presenting at the 10th Annual Risk EMEA Summit.
Ashish Bansal, a certified Chartered Accountant from India, is the Head of Finance & Regulatory Reporting in Union Bank of India (UK) Limited. In his 8 years of industry know-how, his range of experiences span from application of operational aspect of conventions at grassroot, to administering and formulating policy blueprints at the executive stratum. His in-depth technical understanding of banking products and demonstrated cognizance of RBI’s as well as Bank of England’s regulatory governance, adds to his industry’s proficiency.
Yingbo Bai currently heads up the global valuation methodologies team at UBS, where he is also a D&I ambassador . Previously, he worked in a number of quantitative roles at Morgan Stanley and JP Morgan, after starting his career at CICC. Yingbo graduated from Oxford University with MSc in Mathematical Finance and London Business School with Masters in Finance, with undergraduate at Tsinghua University.
Sean Titley will be presenting at the 10th Annual Risk EMEA Summit.