FRTB USA Masterclass

IMPLEMENTATION

Reviewing implementation challenges and timelines for FRTB

GLOBAL APPROACHES

Reviewing global approaches and how FRTB interacts with broader scope of regulation

DATA

Collecting and aggregating quality data and implementing effective data governance strategies

NMRF

Identifying modellable and non-modellable risk factors

Pavan Dinavahi

Pavan Dinavahi
Global Head-Market & Treasury Risk Data Analysis and Reporting
UBS

Ramesh Jonnadula

Ramesh Jonnadula
Head of FO Market Data & Quantitative Analysis
Wells Fargo tbc

Anton Matskovski

Anton Matskovski
FRTB Consultant
Natixis

Man

Suresh Srinivasan
FRTB Americas Implementation Lead
HSBC

Register here

8:20 Registration and breakfast

IMPLEMENTATION

9:00 Reviewing implementation challenges and timelines for FRTB

Session details 

  • Parallel runs ahead of final implementation
  • Demonstrating compliance with new requirements
  • Lessons learnt from European implementation
  • Gaining regulatory approval ahead of time
  • Consistent implementation across institutions
  • Managing jurisdictional preferences and disparities
  • Impact across business lines
  • Reviewing the impact on individual desk structures
  • Technology requirements to adapt to new frameworks
  • Developing robust and flexible systems to test implications

Suresh Srinivasan, FRTB Americas Implementation Lead, HSBC

MARKET CHANGES

10:00 Understanding the potential effect of market volatility and stress events on FRTB outputs

Session details 

  • Impact of market volatility from the pandemic
  • Testing potential events
  • Reviewing impact of transition to standardized approach
  • Developing agile analysis and reporting tools
  • Testing modeling assumptions
  • Scenario analysis capabilities

10:30 Morning refreshment break and networking

GLOBAL APPROACHES

11:00 Reviewing global approaches and how FRTB interacts with broader scope of regulation

Session details 

  • Reviewing global approaches and interpretations
  • UK vs. EU vs. US
  • Impact of differing timelines across jurisdictions
  • Alignment with CECL and LIBOR changes
  • US interpretation of Basel 4 package
  • Aligning processes across requirements
  • Developing a holistic view of regulation
  • Cross functional solutions
  • Managing cross border trading and aligning balance sheet

DATA

12:00 Collecting and aggregating quality data and implementing effective data governance strategies

Session details 

  • Collecting reliable data
  • Managing uncertainty with limited regulatory feedback
  • Developing data aggregation capabilities
  • Data governance processes
  • Managing increased data requirements
  • Aggregating different types of data from across systems

Ramesh Jonnadula, Head of FO Market Data & Quantitatiive Analysis, Wells Fargo tbc

12:45 Lunch break and networking

CAPITAL IMPACT

1:45 Understanding changes to capital calculations and internal requirements under model approaches

Session details 

  • Adapting internal systems
  • Build or buy?
  • Impact on uncleared derivatives
  • Calibrating frameworks to align with US capital adequacy standards
  • Capital floor and disclosure requirements
  • Capital optimization strategies
  • Developing a capital allocation methodology
  • Maintaining transparency within calculations

NMRF

2:45 Identifying modellable and non-modellable risk factors

Session details 

  • Application of tests to capture risk factors
  • Challenges handling non modellable risk factors
  • Impact to capital requirements
  • Defining modellable vs. non-modellable risk factors
  • Data sources for modeling
  • Operationalizing risk factor eligibility tests

Pavan Dinavahi,Global Head-Market & Treasury Risk Data Analysis and Reporting, UBS

3:30 Afternoon refreshment break and networking

MODEL APPROACHES

4:00 How standard is standard approach? Gray areas and unintended consequences

Session details 

Anton MatskovskiFRTB Consultant, Natixis

5:00 End of Masterclass

CeFPro, in accordance with the expected guidelines for live in-person meetings, will ensure that all official and recommended procedures are adhered to in regard the Masterclass. We wish to ensure that this Masterclass enables engagement, discussion, and debate among the attendees.

As such, CeFPro will limit the number of attendees to adhere to recommended guidelines and ensure attendee interaction and debate.

Register here
Pavan Dinavahi

Pavan Dinavahi
Global Head-Market & Treasury Risk Data Analysis and Reporting
UBS

Biography

Pavan is speaking at FRTB USA

Ramesh Jonnadula

Ramesh Jonnadula
Head of FO Market Data & Quantitative Analysis
Wells Fargo tbc

Biography

Ramesh is speaking at FRTB USA

Anton Matskovski

Anton Matskovski
FRTB Consultant
Natixis

Biography

Anton is speaking at FRTB USA

Man

Suresh Srinivasan
FRTB Americas Implementation Lead
HSBC

Biography

Suresh Srinivasan is currently the Americas FRTB implementation lead and GMS / CCAR program manager at HSBC. Before his career in HSBC, Suresh worked as a Management Consultant in EY and assisted several major US banks in their GMS initiatives. Suresh has held several leadership roles and has worked with multiple functional units in the Traded Products and Investment Banking domain. Suresh earned his MBA in Finance from Zicklin School of Business, New York and Bachelors in Engineering from India.

Please keep checking back as more speakers will be added for the Masterclass soon.

Register here

RISK AMERICAS

11th Annual Risk Americas | May 10-11, 2022 | New York City

GEOPOLITICAL TRENDS

Reviewing global geopolitical trends and emergence from the global pandemic

ESG

Reviewing ESG standards and disclosure requirements

REGULATION

Reviewing the future of regulation and preparing for change

RISK MANAGEMENT

CRO perspective: addressing the fintech risk management – best practices and key considerations

AI & MACHINE LEARNING | DIGITALIZATION | DATA PRIVACY | CRYPTOCURRENCY | FINTECH | CLIMATE RISK

CYBER RISK | FRAUD | THIRD PARTY RISK | CLOUD | BUSINESS CONTINUITY | RESILIENCE

MARKET RISK | INTEREST RATES | ESG | LIBOR | LIQUIDITY | BALANCE SHEET OPTIMIZATION

CRYPTOCURRENCY | DEPLOYMENT OF ADVANCED TECHNOLOGIES | CECL CONTINUED | DATA GOVERNANCE

Frank-Morisano-BW-120x120

Frank Morisano
Chief Risk Officer
ICBC

Jay-120x120

Jay Cook
Chief Risk Officer, International
Lloyds Banking Group

Amy butler

Amy Butler
CRO
Legal & General

Sarah Chapman

Sarah Chapman
Global Chief Sustainability Officer
Manulife

Nich Silitch

Nicholas Silitch
CRO
Prudential

Sabeena Liconte

Sabeena Liconte
Deputy Chief Operating Officer, Chief Legal Counsel
BOC International (USA) Holdings Inc., member of Bank of China Group

Markus Lammer

Markus Lammer
COO, Ultra High Net Worth Business
Credit Suisse

paige-wisdom-120x120

Paige Wisdom
Board Director
Morgan Stanley Bank N.A

Ty Lambert 2015 Professional Pic

Ty Lambert
Senior Executive Vice President & Chief Risk Officer
BancorpSouth

Vivek Tyagi

Vivek Tyagi
CRO – Transaction Banking
Goldman Sachs

Register here
DOWNLOAD BROCHURE
Machine Learning Model Validation

 

Topics include:

 

Machine learning explainability

Designing inherently interpretable model

Deep ReLI networks as interpretable models

Outcome testing

Exploring implementation and changes within FRTB

 

Topics include:

 

Implementation

Global approaches

Data

NMRF

.

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

Panel Discussions

PANEL DISCUSSIONS

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

Presentations

PRESENTATIONS

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

Networking

NETWORKING BREAKS

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

meet the speakers

MEET THE SPEAKERS

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

Register here
USA - INSIGHTS
4th May 2022

FRTB: What we’ve learned so far from actual implementations

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. […]
16th June 2021

Fintech advances and financial services – what does the post-covid road hold?

27th September 2019
Sandeep Bhorkar, Director, IBOR Transition, Société Générale

Understanding how firms can develop internal transition plans, systems and modelling to ensure they are operationally ready

By Sandeep Bhorkar, Director, IBOR Transition, Société Générale Disclaimer: All of the views, opinions and interpretations presented herein are solely those of the speaker and should […]
11th September 2019

Discussing international variations in timelines, approaches, model adoption and the potential for harmonisation

By Brandon Davies, Non-Executive Director, Obillex Limited
4th July 2019

Fundamental Review of the Trading Book (FRTB)

By Shearin Cao, Technical Specialist, Traded Risk Management, Standard Chartered Bank
VENUE

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

We have secured a preferential rate from $385++ per night. Please click here or use the link below to secure your accommodation.

Please note; this rate will expire on April 15, 2022 and we only have a limited number of rooms. We advise to book your sleeping rooms prior to this date to avoid disappointment.

If multiple rooms are required please register each room one at a time with the number of nights and guests in each room.

https://book.passkey.com/e/50092731

Can I present at the Masterclass?

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

Are there any rules on the dress code?

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

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

We offer incentives for ‘early bird’ registrants of the Masterclass, 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.

Where can I find the Masterclass documentation and speaker presentations?

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

* 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.

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.

Will there be opportunities to network with other attendees?

There are ample opportunities for networking and interaction throughout the Masterclass, 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 Masterclass?

Yes there are plenty of opportunities for the Center for Financial Professionals to share thought-leadership to the attendees of Masterclass 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 Masterclass. Visit the Sponsor tab for further information or contact [email protected] / +1 888 677 7007

Are media partnerships available for the Masterclass?

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 Masterclass website
  • Place your logo on promotional content where applicable
  • Distribute your media/marketing at the Masterclass
  • 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 Masterclass 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.

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

FRTB USA
May 9, 2022

LAUNCH
RATE

$499

SAVE $200

Registrations before March 4

SUPER EARLY
BIRD

$499

SAVE $200

Registrations before April 8

EARLY
BIRD

$599

SAVE $100

Registrations before April 22

STANDARD
RATE

$699

 

Registrations after April 22

FRTB USA & Risk Americas
May 9-11, 2022

LAUNCH
RATE

$1,298

SAVE $700

Registrations before March 4

SUPER EARLY
BIRD

$1,398

SAVE $600

Registrations before April 8

EARLY
BIRD

$1,598

SAVE $400

Registrations before April 22

STANDARD
RATE

$1,998

 

Registrations after April 22

Register here

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

FRTB USA
May 9, 2022

LAUNCH
RATE

$899

SAVE $500

Registrations before March 4

SUPER EARLY
BIRD

$999

SAVE $400

Registrations before April 8

EARLY
BIRD

$1,099

SAVE $300

Registrations before April 22

STANDARD
RATE

$1,399

 

Registrations after April 22

FRTB USA & Risk Americas
May 9-11, 2022

LAUNCH
RATE

$2,598

SAVE $1,500

Registrations before March 4

SUPER EARLY
BIRD

$2,998

SAVE $1,100

Registrations before April 8

EARLY
BIRD

$3,498

SAVE $600

Registrations before April 22

STANDARD
RATE

$4,098

 

Registrations after April 22

Register here

Why not extend your learning and also attend one of our main events?

*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

REGISTER BY EMAIL

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

Email: Lauren.carter{@}cefpro.com

Contact us Directly

CONTACT US DIRECTLY

Call us on
+1 888 677 7007

Download PDF registration page

DOWNLOAD PDF REGISTRATION FORM

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.
Member of the Fraud Leadership Team across Natwest for 5 years; previous fraud prevention responsibilities have covered various products, customer journeys and fraud typologies. Currently accountable for the overall prevention and strategy of First Party Fraud (covering onbook, mules and application fraud) Previous roles include Operations Manager for Debt Management and Head of Customer Experience for Ulster Bank.
Praveen Singh will be presenting at the 10th Annual Risk EMEA Summit.
Gary Savill is Head of Enterprise Risk for Saga Group and has over 12 years of extensive risk management expertise, working previously in general and medical insurance for AXA UK for 10 years and as Deputy Head of Operations for Sanlam Investment Management for 4 years. Gary is a Chartered Management Accountant, qualifying whilst working for Nestle UK and is also a Specialist member of the IRM and member of the Institute of Management.
Alex Rothwell will be presenting at the 10th Annual Risk EMEA Summit.
Andrea Pozzi will be presenting at the 10th Annual Risk EMEA Summit.
Ozgur Ozel will be presenting at the 10th Annual Risk EMEA Summit.
Vikas Munshi will be presenting at the 10th Annual Risk EMEA Summit.
Diane Menville will be presenting at the 10th Annual Risk EMEA Summit.
Maciej is a seasoned banking professional with 20+ years of experience ranging from financial control, credit risk management to corporate banking, derivatives and fixed income, combined with experience of regulatory topics and passion for tackling the climate transformation. He joined NatWest Markets in June 2020 where he’s primarily responsible for setting up and managing risk hub to support investment banking of NatWest Group. Before (since June 2014) he worked in ECB Banking Supervision (aka Single Supervision Mechanism – SSM) as Head of Section & Joint Supervisory Team (JST) Coordinator, responsible for consolidated supervision one of the largest banks in the Netherlands. As JST Coordinator, he led risk identification and implementation of risk-based and forward-looking Supervisory Examination Program. He took part in the start-up phase that included recruitment as well as fine-tuning of tools and processes. Prior to the ECB, Maciej worked in various roles in a number of banks: PKO Bank Polski 2008-2014 (Head of Credit Risk Assessment Department, member of Bank’s Credit Committee, Advisor to CEO), HSBC 2008 (Head of Structured Finance) and Citi in Poland and Hungary 1996-2008 (Debt Capital Markets, Derivatives Sales, Financial Control). Maciej has graduated from Warsaw School of Economics and holds a Master Degree in Banking and Finance. In 2020 he graduated from University of Edinburgh Climate Change Transformation Program. He is a speaker and panelist at conferences on risk and regulatory outlook topics.