Advanced Model Risk

Advanced Model Risk

Enhancing model risk practices and leveraging advanced technology capabilities

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ADVANCED MODEL RISK

March 24-25, 2021

Key topics include

MODEL VOLATILITY
How models reacted to the turbulence of 2020 and 2021 outlook

REGULATION
Regulatory update with increased use of technology and automation

AUTOMATION
Potential uses of automation and role of model risk teams

ETHICS AND BIAS
Removing bias from AI models and maintaining oversight

NON-QUANTITATIVE INPUTS
Treatment of unconventional models and inputs

INVENTORY
Tracking entire model inventory for oversight of usage

VALIDATION
Validation techniques for diversity of models and applications

DEEP LEARNING
New techniques and opportunities of deep learning capabilities within risk teams

View the full agenda here
Agus Sudjianto

Agus Sudjianto
EVP, Head of Corporate Model Risk
Wells Fargo

Moez Hababou

Moez Hababou
Director, Model Risk Management
BNP Paribas

Seyhun Hepdogan

Seyhun Hepdogan
Director, Model Risk Management
Discover Financial Services

Jens Jakob Rasmussen

Jens Jakob Rasmussen
Head of Model Risk & Validation
Nordea

David Palmer

David Palmer
Senior Supervisory Financial Analyst
Federal Reserve Board

NIKOLAI-KUKJARKIN-120x120

Nikolai Kukharkin
MD, Head of Model Risk Management
TIAA

Datta Suman

Suman Datta
Head of Portfolio Quantitative Research
Lloyds Bank – Group Corporate Treasury

Fares Triki

Fares Triki
Head of Model Risk Management
MUFG Securities EMEA plc

View the full speaker line up
Sponsorship

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 sales@cefpro.com or call us on +1 888 677 7007 / +44 (0) 20 7164 6582 where a member of the team will be happy to tailor the right package for you.

Day One | March 24, 2021

Chaired by: Angus Allan, Business Development, Workscope

MODEL VOLATILITY – PANEL DISCUSSION

10:00 Reviewing model reaction to COVID-19 and assessing the impact of volatility in 2021

  • How models adapted to changing environment in 2020
  • Impact of changes to market behaviors and macroeconomic variables
  • Managing capital models
  • Maintaining models as variables continue to change

Mohit Dhillon, Managing Director, Quantitative Analytics, Barclays
Alexey Smurov, SVP, Balance Sheet Analytics and Modeling, PNC Bank
Moez Hababou, Director, Model Risk Management, BNP Paribas
David Bloch, Director, Data Science Strategy, Domino Data Lab

10:35 Banks’ use of AI/ML and its relation to existing MRM frameworks

  • Identifying risks from use of AI/ML
  • Including AI/ML in existing MRM frameworks
  • Addressing both safety and soundness and consumer protection

David Palmer, Senior Supervisory Financial Analyst, Federal Reserve Board

11:00 Factoring in climate-related and environmental risks – a new challenge in model risk management

  • Characteristics of climate-related and environmental risks (CER)
  • Materiality of CER risk-drivers in conjunction with credit risk, market risk, etc.
  • Translation of CER risk-drivers into changes of the model-specific risk factors
  • Identifying blind spots in the risk models
  • Upgrading of risk models and model risk management tools to address CER

Andreas Peter, Managing Partner, Fintegral

11:25 Model Risk Management Through Entire Life Cycle

  • Definition of End User Computing (EUC) Models
  • Risk Metrics for EUC Models
  • Regulatory expectations
  • A Model Risk Management Framework

Sanjay Agrawal, President and CEO, CIMCON Software

11:50 Networking break

MODEL RISK MEASUREMENT

12:00 Quantification of model risk and tiering of models for a risk sensitive approach

  • Risk sensitive model risk management
  • Model information and risk drivers
  • Risk measurement and model tiering – with AI challenges
  • Risk appetite statement metrics

Fares Triki, Head of Model Risk Management, MUFG Securities

VALIDATION

12:25 The risk manager’s role in combatting model risk through model validation

  • What is a model and what does it mean for model risk management
  • The challenges of introducing model governance
  • Validation of non-regulatory models: a new era of model validation
  • Procedure ,Challenges and Lessons learned during model validation
  • Challenges related to AI/ ML Model Validation
  • Impact of Covid on Model Validation
  • Future of Model Risk Management

Ayan Mukherjee, Product Owner, Data Science Model Validation, ING

12:50 Updating validation approaches and techniques with continued advances in model inventory and definition

  • Expanding model risk to incorporate AI/ML applications
  • Integrating control framework approach to non-models
  • Improving efficiencies through AI and machine learning adoption
  • Monitoring the pace of change to benefit customers
  • Strengthening risk and accelerating adoption
  • Balancing quantitative and risk thinking in a model risk team
  • Streamlining model risk practices to manage risks with emerging practices and applications
  • Model risk as a key contributor to risk management

Chris Smigielski, Director, Model Risk Management, Arvest Bank

INVENTORY – PANEL DISCUSSION

1:25 Ensuring completeness and accuracy of model inventory to monitor uses across all areas

  • Identifying what models are in use in different areas
  • Cross section of model population for specific exercises
  • Ensuring model owners understand guidance and frameworks
  • Understanding all uses for a specific model
    • Validation requirements when using a model for purposes it was not built for

Jens Jakob Rasmussen, Head of Model Risk & Validation, Nordea
Suman Datta, Head of Portfolio Quantitative Research, Lloyds Bank – Group Corporate Treasury
Nikolai Kukharkin, MD, Head of Model Risk Management, TIAA

2:00 Closing remarks and end of day one

Day Two | March 25, 2021

AUTOMATION

10:00 Automation in model risk management

  • Global Drivers of Automation
    • Technology shift, skilled labor and regulatory environment
  • Automation in model risk management
    • Development, implementation, data lifecycle, process design & automation
    • Validation: AI/ML & SR11-7 & Framework, continuous validation and COVID-19 backlog
  • Cloud and model as a service

Julian Horky, Head of Risk Controlling, Berenberg Capital Markets

ETHICS AND BIAS – PANEL DISCUSSION

10:25 Ethics and machine learning: Removing and continuously monitoring for bias in applications

  • Regulations across institutions and industries
  • Protecting customers from bias
  • Model explainability to understand outputs
  • Reporting results to regulators

Seyhun Hepdogan, Senior Director, Model Risk Management, Discover Financial Services
Peng Wu, Head of Corporate Model Risk and Responsible AI Strategy, PayPal
Xiaoling (Sean) Yu, Director, Model Validation, KeyBank

AUTOMATION

11:00 Path to automation in model validation and monitoring

  • Why and what to automate?
  • How to prioritise opportunities for automation?
  • How best to scale up automation?
  • What are the trade-offs between in-house and external development?

Anna Slodka-Turner, PhD, Global Leader, Risk and Compliance Practice, Evalueserve
Steve Lindo, Course Designer & Instructor, MSc in Enterprise Risk Management, Columbia University
Richard Boesch, Head of MRM Automation, Evalueserve

11:25 Networking break

EXTENDED INDUSTRY SESSION
WELLS FARGO CASE STUDY

11:40 Advanced interpretable machine learning

Wells Fargo will undertake an extensive and intensive masterclass on the practical application of machine learning for effective model risk management. Using practical examples and insights, the extended session will allow for a deep-dive and interaction with industry professionals. 

Led by:

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

  • Deep ReLU networks as interpretable and self-explanatory machine learning models

Aijun Zhang, Quantitative ResearcherWells Fargo

  • Interpretable convolutional neural network NLP models

Vivien Zhao, Quantitative Analytics Specialist, Wells Fargo

  • Interpretable ensemble machine learning models

Jie Chen, MD, Corporate Model Risk, Wells Fargo

1:10 Closing remarks and end of Advanced Model Risk Forum 2021

Speakers
Angus-Allan

Angus Allan
Business Development
Workscope

Biography

Angus leads business development activities for Workscope. With over 13 years in senior business development roles, he focuses on technology that drives efficiency and reduces risk across the enterprise. At Workscope, Angus works with financial services organisations to deliver technology that helps risk assess and understand the significance of spreadsheet estates so that institutions can establish standard taxonomies and solve business priorities related to governance, operational resilience and data-lineage. He holds a BA in Economics and History from the University of Leeds.

Sanjay Agrawal

Sanjay Agrawal
President and CEO
CIMCON Software

Biography

Sanjay Agrawal has 25+ years of experience in managing risk from models that use End User Computing Applications such as spreadsheets, Access databases, Python/R/SQL/SAS/RPT files and similar other formats.  After founding CIMCON in 1996, Sanjay has played an important role in the development and advancement of this market.  Under his leadership, CIMCON pioneered several innovations in EUC-based model risk management across the entire spectrum of model life cycle including discovery, risk assessment, policy compliance, model validation, inventory, monitoring and disposition. Before founding CIMCON, Sanjay was a risk and validation consultant for 4 years.  He has a Masters degree from the University of Massachusetts, Amherst.

David Bloch

David Bloch
Director, Data Science Strategy
Domino Data Lab

Biography

David Bloch is a data science professional with 20 years experience working in data and analytics roles. He recently joined Domino Data Lab in the position of data science evangelist where he is tasked with boosting awareness of the platform and product and assisting customers drive adoption of models and machine learning. David has a particular focus in assisting businesses to build out their community of expertise in data science and coaching data science leaders on how to build high performing teams. David previously held executive leadership roles in companies such as Fonterra, Vodafone and Unleashed Software.

 

Richard Boesch-min

Richard Boesch
Head of MRM Automation
Evalueserve

Biography

Rick is an expert in financial risk modeling and providing vision for business transformation in financial services, coming to EVS with 2+ decades of experience. His career includes leading Credit Suisse’s derivative modeling group in New York, overseeing modeling for Deutsche Bank’s proprietary convertible bond desk, as well as producing novel tools for financial software entities. These include creating SaaS pricing and risk reporting for the commodities industry, and real-time Value-at-Risk for a large broker dealer. Cross-functionally, he’s guided business growth by leading and provided vision for Product Development and Client Advisory. Most recently he headed JP Morgan’s VaR Model Validation function in New York. Rick holds a Ph.D. in Theoretical Physics from Boston University.

JIE-CHEN

Jie Chen
MD, Corporate Model Risk
Wells Fargo

Biography

Jie Chen is Managing Director in the Advanced Technologies for Modeling (AToM) Group of Corporate Model Risk at Wells Fargo. She is leading the Statistical Modeling and Machine Learning team, focusing on development of cutting-edge models, algorithms, and a computing platform to advance the Bank’s practice in the areas of credit, operational, and market risk management. She has over ten year experience on machine learning, artificial intelligence and advanced statistics in the banking industry.  Jie holds a Ph.D. in Statistics from the Stewart School of Industrial and Systems Engineering at the Georgia Institute of Technology.

SUMAN-DATTA

Suman Datta
Head of Portfolio Quantitative Research
Lloyds Bank – Group Corporate Treasury

Biography

I head up the Portfolio Quantitative Research function within Lloyds Banking Group Markets division and am responsible for strategic cross-asset portfolio analytics covering FRTB, Prudential Valuation, Initial Margin, PnL Attribution and Stress Testing. I am also the business/IT partner for architecting the next-generation risk and valuation platform to be used by trading, risk and finance functions. My background is in quantitative finance, technology and business strategy and my key areas of interest are in bank regulation, digitisation and application of quantitative methods in new areas within finance

Mohit D

Mohit Dhillon
MD, Quantiative Analytics
Barclays

Biography

Mohit Dhillon is a Managing Director in Barclays, leading a broad and diverse group within the Quantitative Analytics function. Mohit’s remit includes overseeing all credit risk modelling for Barclays International Consumer portfolios with a strong focus on AIRB, IFRS9, CECL, CCAR and credit decision models.
Mohit is based in New York and has been with Barclays for 14 years. He has covered the complete risk life-cycle and all asset classes.

MOEZ-HABABOU

Moez Hababou
Director Model Risk Management
BNP Paribas

Biography

Dr. Hababou is Director, Independent Risk & Control at BNP Paribas. He heads Model Risk Management activities for the Capital Planning, Credit Risk, Financial Security at CIB Americas. He has a BA from IHEC Carthage (Tunisia), a Master in Finance from Laval University (Quebec City, Canada) and a Ph.D. in Management Science from York University (Toronto, Canada). His professional experience spans various areas including Model Risk Management, Credit Risk, Decision Sciences, AI/ML, Predictive Modeling, and Marketing Research. He has previously worked for UBS, Barclays Capital, Royal Bank of Scotland, Shorebank Corp, and Manugistics. He has published in several journals including Omega, Political Sciences, Customer Needs and Solutions, the Journal of Productivity Analysis and the Federal Reserve Conference Proceedings.

Seyhun

Seyhun Hepdogan
Senior 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 and develops models, frameworks and governance. He and his team play an integral role in transitioning to machine learning models. Prior to his Discover Financial Services experience, Seyhun was Senior Director of Model Risk for Santander Holdings USA, responsible for fraud, AML, operational risk, commercial credit risk. He holds a Ph.D. in Industrial Engineering from University of Central Florida.

JULIANHORKY

Julian Horky
Head of Risk Controlling
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.

NIKOLAI-KUKJARKIN

Nikolai Kukharkin
MD, Head of Model Risk Management
TIAA

Biography

Nikolai Kukharkin is Managing Director, Head of Model Risk Management at TIAA. His team is responsible for TIAA’s Model Risk Management program, including model validation and governance activities such as risk rating of models, model performance review, and reporting and oversight of model risk.
Mr. Kukharkin has over 20 years of experience in risk management. He joined TIAA in 2017 after 14 years with UBS, where most recently he was the Global Head of Model Risk Management & Control, leading the design and implementation of a firm-wide Model Risk Management framework. Previously, Mr. Kukharkin served as a VP, Model Risk Officer at JPMorganChase Model Review Group for 5 years.
Mr. Kukharkin holds PhD in Plasma Physics from Moscow Institute of Physics and Technology and started his career in 1990s as a research physicist at the National Research Center “Kurchatov Institute” in Moscow, and later in the Department of Mechanical and Aerospace Engineering at Princeton University.

Steve Lindo

Steve Lindo
Course Designer & Instructor, MSc in Enterprise Risk Management
Columbia University

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.

AYAN-MUKHERJEE

Ayan Mukherjee
Product Owner, Data Science Model Validation
ING

Biography

I joined ING in February 2020 as the Senior Product Owner of the Model Validation chapter which is responsible for the validation of the non-regulatory models within the bank covering areas like Know Your Customer, Loan Pricing and other Advanced Analytics model, and lies within the umbrella of MoRM. As a PO, I am responsible for the backlog and project management as well as stakeholder management for the entire chapter.

Prior to joining ING, I was working as the Senior Manager and Client Relationship Manager for Genpact and was based out of Boston, USA. My team was responsible for validation of the client bank’s Credit Risk and Stress Testing models. In total, I have 12 years of experience in banking and financial services domain.

David Palmer

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.

Dr Andreas Peter

Andreas Peter
Managing Partner
Fintegral

Biography

Andreas is the Managing Partner at Fintegral. He has 25 years of professional experience in the financial services industry. His vast project experience in risk management ranges from model risk management, stress testing, strategic capital & liquidity management, recovery & resolution planning to risk governance. Since 2008, Andreas has successfully delivered numerous model risk management projects for clients of different sizes and business models. He has previously worked for Deutsche Bank and EY. Andreas studied Physics at the University of Gießen and the University of Washington in Seattle and holds a PhD from the University of Gießen.

JENS-JAKOB-RASMUSSEN

Jens Jakob Rasmussen
Head of Model Risk & Validation
Nordea

Biography

Jens Jakob Baltzer Rasmussen, Director and Head of Model Risk and Validation at Nordea, has 20+ years’ experience within the baking sector. Have held various positions across all three lines of defence in Nordic banks. Joined Nordea’s Wholesale Banking division in 2004 working primarily with credit, rates and inflation pricing models and product structuring. In 2016 moved to a role as head of Pricing Model Validation in Nordea’s 2nd line Group Risk function. Now heading the Model Risk and Validation unit with responsibility for model validation across all model areas as well as defining and maintaining model risk frameworks across the Group.

Anna Slodka

Anna Slodka-Turner, PhD
Global Leader, Risk and Compliance Practice
Evalueserve

Biography

Anna Slodka-Turner is the Global Leader for EVS’ Risk and Compliance Practice. She is a banking expert with over 15 years of experience as a consultant, initially with McKinsey and Company, and then with EY. She has worked across functions and business units, and worked on some of the most exciting projects in Europe – large transformations, mergers and de-mergers, post GFC rescues and bad banks. She led industry’s largest research study into the relevance of retail banking. She’s is passionate about the role banks have to play in the society. Anna holds a PhD from University of Lodz.

Chris Smigielski

Chris Smigielski
Director, Model Risk Management
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.

Alexey

Alexey Smurov
SVP, Balance Sheet Analytics and Modeling
PNC Bank

Biography

Alexey Smurov has over 15 years of experience in the financial services industry and is a frequent speaker at industry conferences. He currently serves as a Senior Vice President at PNC Bank, where his group is responsible for development of Mortgage and Home Equity models for the purposes of stress testing (CCAR/DFAST), financial reporting (CECL) and regulatory capital (Basel). He also serves as an Adjunct Professor at the Department of Finance at George Washington University. Prior to that, Alexey spent 6 years at Capital One as a Senior Director and Head of Capital Model Validation in the areas of Credit, Counterparty, Operational and Market risk. He also worked as a Director or Credit Analytics at Fannie Mae and taught economics at the University of Georgia from which he earned his PhD in Economics in 2004. He also holds the Chartered Financial Analyst (CFA), Financial Risk Manager (FRM), Energy Risk Professional (ERP) and Professional Risk Manager (PRM) designations.

Agus Pic

Agus Sudjianto
EVP, Head of Corporate Model Risk
Wells Fargo

Biography

Agus Sudjianto is an executive vice president, head of Model Risk and a member of Management Committee at Wells Fargo, where he is responsible for enterprise model risk management.

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. Before joining Lloyds, he was an executive and head of Quantitative Risk at Bank of America.

Prior to his career in banking, he was a product design manager in the Powertrain Division of Ford Motor Company.

Agus holds several U.S. patents in both finance and engineering. He has published numerous technical papers and is a co-author of Design and Modeling for Computer Experiments. His technical expertise and interests include quantitative risk, particularly credit risk modeling, machine learning and computational statistics.

He holds masters and doctorate degrees in engineering and management from Wayne State University and the Massachusetts Institute of Technology.

FaresTriki

Fares Triki
Head of Model Risk Management
MUFG Securities

Biography

Fares Triki is currently Head of Model Risk Management at MUFG Securities EMEA. He has an extensive risk and pricing quantitative modelling experience. Previously he worked at Credit Suisse, Markit, BNP Paribas, Fitch Ratings, and Banque de France, in quantitative measurement of products and risks, in topics ranging from market, counterparty and credit risks to systemic risks and macroprudential regulations. He holds an MPhil in Economics, an MSc in Finance, and is graduated from a leading French institution in science and technology from Institut Polytechnique de Paris. Fares has multiple contributions in academic journals and industry conferences.

PENGWU

Peng Wu
Head of Corporate Model Risk and Responsible AI Strategy
PayPal

Biography

Peng Wu is heading the Model Risk Function at PayPal, where he has global responsibilities of developing responsible AI strategy and managing models risks in AI/ML applications, financial models, and credit underwriting models. Before joining PayPal, he was SVP of Model Development with Santander US Holdings. He previously worked as principal economist with Fannie Mae and held modeling leadership roles with GE Capital and Exelon. He received his Ph.D. in operations research from the University of California at Davis.

XIAOLING-YU

Xiaoling (Sean) Yu
Director, Model Validation
KeyBank

Biography

Xiaoling (Sean) Yu is an SVP and Director of Model Validation at KeyBank, with 15 years of experience in the financial services industry in different quantitative modeling roles. His areas of functional expertise include Consumer and Commercial Credit Risk, Stress Testing, Allowance/Reserve, Capital Modeling, Fair Lending, AML, Risk Analytics, and Model Governance. Prior to Key, Sean was a Sr. Group Manager of Quantitative Analytics and Model Development in PNC Financial Service Group. He started his financial services career in National City Bank as a Sr. Capital Allocation Analyst after worked as a Research Consultant at the Center for Regional Economic Issues of Case Western Reserve University. Sean has a Ph.D. in Economics from Case Western Reserve University, and a Master in Management Science and a Bachelor in Industrial Economics from Tianjin University.

AijunZhangProfile[1]

Aijun Zhang
Quantitative Researcher
Wells Fargo

Biography

Aijun Zhang recently joined Corporate Model Risk at Wells Fargo as a quantitative researcher. His research interests include machine learning and explainable artificial intelligence. He received his Ph.D. degree in Statistics from the University of Michigan at Ann Arbor in 2009. Dr. Zhang has published over 25 papers in professional conferences and journals.

VIVIEN-ZHAO

Vivien Zhao
Quantitiative Analytics Specialist
Wells Fargo

Biography

Wei Zhao is a Quantitative Analytics Specialist in the Advanced Technologies for Modelling (AToM) Group of Corporate Model Risk at Wells Fargo. She is focusing on development of cutting-edge Artificial Intelligence models and algorithms to advance the Bank’s practice in the areas of credit and operational risk management. She holds a Ph.D. in Statistics from North Carolina State University, and a bachelor’s degree in Statistics from Beijing Normal University.

CIMCON


Uncertain economic conditions have created the need for dynamic and flexible Models, that in turn, has increased the reliance on Spreadsheets and other End User Computing (EUC) tools such as Python/R/SQL/SAS files and Access databases. With greater flexibility comes increased risk, possibility of errors and invalid model outputs that can result in business losses, regulatory penalties and worst, reputational loss. This is not a myth – losses due to spreadsheet incidents make news headlines with surprising regularity.

CIMCON’s EUC Insight is an intelligent, automated and unique software platform that reduces Model Risk across the entire Model Life Cycle. Its Discovery, Inventory, Monitoring and Disposition modules identify new models and assess risk, inventory them, monitor for high risk changes and dispose as needed. A single user interface integrates all modules and file types. XLAudit is a visual, easy to use Excel plugin that performs quick validation, logic and error checks on spreadsheets and documents the results.

Whether your models are already on the Cloud or will be, CIMCON tools and services can help. We support all major Cloud repositories and can help fix links that break when moving to Cloud. We can also migrate your legacy Access database Models to a web application on cloud.

CIMCON has a wide range of consulting, technology and reseller partners around the globe. With 25 years of experience, 500 customers in 30 countries, and a #1 ranking by Gartner, CIMCON can be a valuable partner for your Model Risk Management needs.

Evalueserve


Evalueserve is a leading analytics partner to Fortune 500 companies. Powered by mind+machine™, Evalueserve combines insights emerging from data and research with the efficiency of digital tools and platforms to design impactful solutions. A global team of 4,000+ experts collaborates with clients across 15+ industries.

We use process re-engineering and automation to transform the way you manage risk.

Our services cover MRM, Risk Data and Analytics, Risk Managed Applications. Our tools support delivery of ongoing operations and automate several regulatory requirements (e.g., FRY15, FR 9YC, SCCL, SR 11/10, SR 11/7, BCBS 239) with the use of a centralized data warehouse and reporting tool infrastructure.

Our clients benefit from high quality domain expertise, a tailored approach to suit each bank’s unique infrastructure, and project management located in key financial centers across the US, UK and Europe; low-cost highly skilled teams supporting from delivery centers in Chile, Romania and India.

We number 60 of the world’s leading financial institutions among our valued clients.

Fintegral


Fintegral helps banks to develop, enhance and validate their most sophisticated risk models and analytics. As a quantitative risk consultancy focusing solely on the finance sector, we have supported hundreds of clients over the last 15 years, with specialist expertise covering trading book, banking book, enterprise, non-financial, climate and model risk.

Fintegral’s model risk experts design and implement bank-wide model risk frameworks, optimise and automate validation and model monitoring processes, and provide both collaborative and independent validations of our clients’ models.

Associate Sponsors

Domino Data Lab


Domino Data Lab empowers data science teams with the leading, open data science platform that enables enterprises to manage and scale data science with discipline and maturity. Model-driven companies including Allstate, Dell Technologies, and Bayer use Domino as a data science system of record to accelerate breakthrough research, increase collaboration, and rapidly deliver high-impact models. Founded in 2013 and based in San Francisco, Domino is backed by Sequoia Capital, Coatue, Bloomberg Beta, Dell Technologies Capital, Highland Capital Partners, and Zetta Venture Partners.

Workscope


Workscope offers an operational resilience and insights platform for managing end-user computing spreadsheet assets.

Spreadsheet models drive critical decisions and hidden business processes. Workscope allows organisations to maintain visibility across all assets via a dynamic inventory platform – without any manual overhead or intervention.

Workscope analyses the structure, data dependencies, complexity, integrity and usage behaviour associated with each file so that organisations can reveal operational risks and fully understand the value and significance of each file asset.

Exhibitor

Arthur


Arthur is the machine learning model monitoring platform that gives organizations the confidence and peace of mind their AI deployments are performing as expected. Arthur provides performance monitoring, algorithmic bias detection, and explainability so data science teams can quickly detect, diagnose, and fix issues with their production AI deployments. Arthur is cross-platform and works with all model types, so teams have the freedom to use the deployment frameworks and engines they prefer with the knowledge that they’ll never miss a beat.
Sponsorship
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 sales@cefpro.com 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.

6th May 2021

Taking a proactive approach to risk adjusted performance management

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 […]
6th May 2021
Armel Romeo Kouassi

Managing increase in liquidity on balance sheets and boosting profitability

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 […]
4th May 2021
Abhisekh Adukia

Integration of model risk management from data through to validation

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 […]
4th May 2021
Victor Lessoff

Designing and implementing an effective internal fraud detection system

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 […]
22nd April 2021
Jeremy Resler, SVP, Director, Third Party Risk Management and Governance, U.S. Bank

Assessing regulatory changes ahead and the impact on third party and vendor risk management

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 […]
20th April 2021
Sean Miles, Head of Risk, Motor Insurers Bureau

Regulatory developments within data privacy and monitoring transfer across borders

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 […]
20th April 2021
Chris Smigielski Model Risk Director Arvest Bank

Maintaining model risk programs and functionality in a stress environment

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 April 2021
Phil Masquelette, SVP/CRO, Ulster Savings Bank

Driving profitability in a heavily regulated environment and future regulatory change

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 […]
8th April 2021
Jing Zou, Managing Director, Enterprise Model Risk Management, Royal Bank of Canada

Reviewing model reactions to COVID-19 and capabilities through recovery

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. […]
6th April 2021
Jeff Simmons, Chief Risk Officer, MUFG Securities (Europe) N.V.

Driving profitability in a heavily regulated environment and future regulatory change

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 […]
1st April 2021
Harsh Singhal Quantitative Analytics Manager / Senior Vice President Head of Decision Science and Artificial Intelligence Validation Wells Fargo & Company

Leveraging AI technology to drive digital transformation and enhance customer experience

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 March 2021
James McIntosh, Executive Director, Head of Enterprise Risk Management Programs, CIBC

Robotic Process Automation and Low-Code Applications, perspectives from a citizen developer

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 […]
29th March 2021
Michael Jacobs, Jr., Lead Quantitative Analytics and Modeling Expert, PNC

Model validation methodologies for corporate probability of default (PD) modeling

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 […]
26th March 2021
Roderick Powell, Head of Model Risk Management, Ameris Bank

Developing a Robotic Process Automation (“RPA”) tool risk management program

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 […]
25th March 2021
Markus Lammer, COO, Ultra High Net Worth Business, Credit Suisse

Lessons learnt from COVID-19 pandemic: Looking ahead to business after 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 […]
25th March 2021
Ebbe Negenman , CRO & Member of the Executive Board, Knab

Lessons learnt from COVID-19 pandemic: Looking ahead to business after 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 […]
24th March 2021
Darius Grinvaldas, Head of Model Risk & Validation, Luminor Group

Elevating Model Validation towards holistic MRM discipline: learnings, challenges, most important aspects

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 […]
23rd March 2021
Adam Behrman, Head of Model Risk, Investors Bank

Building models based on historic data and impact on forecasting

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 […]
19th March 2021
Aruna Joshi, VP, Model Risk Management, Visa

Building models based on historic data and impact on forecasting

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 […]
12th March 2021
By Ayan Mukherjee, Product Owner, Data Science Model Validation, ING

The risk manager’s role in combatting model risk through model validation

The views and opinions expressed in this article are those of the thought leader and not those of CeFPro. By Ayan Mukherjee, Product Owner, Data Science […]
8th March 2021
Nikolai Kukharkin, MD, Head of Model Risk Management, TIAA

Ensuring completeness and accuracy of model inventory to monitor uses across all areas

The views and opinions expressed in this article are those of the thought leader and not those of CeFPro. By Nikolai Kukharkin, MD, Head of Model […]
5th March 2021

CeFPro’s Fintech Leaders 2021 Summary

25th February 2021
Mohit Dhillon Speaker Q&A Banner

Reviewing model reaction to COVID-19 and assessing the impact of volatility in 2021

The views and opinions expressed in this article are those of the thought leader and not those of CeFPro. By Mohit Dhillion, Managing Director, Quantitative Analytics, […]
25th February 2021
Fares Triki, Head of model risk Management MUFG securities

Quantification of model risk and tiering of models for a risk sensitive approach

The views and opinions expressed in this article are those of the thought leader and not those of CeFPro. By Fares Triki, Head of Model Risk […]
22nd February 2021
Julian Horky, Head of Risk Controlling, Berenberg Capital Markets

Automation in model risk management

The views and opinions expressed in this article are those of the thought leader and not those of CeFPro. By Julian Horky, Head of Risk Controlling, […]
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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.
Amit Lakhani has varied experiences in managing operational risks at organisations of all sizes. He started his career working as a consultant with Accenture where he developed and deployed multi-million dollar programmes involving compliance and risk elements, especially information security and cyber risks. Further, Amit worked at large multinational organisations in his role at KPMG driving strategic decision-making, investments and risk reduction programmes.
Cecilia Gejke will be presenting at the 10th Annual Risk EMEA Summit.
Beate Born has 17 years of experience in the financial services industry in Switzerland, Europe and Asia and has run her own consulting practice. She is currently Head of Strategic Projects at UBS Wealth Management in Zürich. Many of her 13 years at UBS she spent in Operational Risk and Capital Markets running global regulatory initiatives such as MiFID I&II as well as large initiatives such as Brexit and platform programs for Wealth Management. She is member of the leadership team of the Enterprise Data Management Council (EDMC) Women in Data Network as well as the EDMC ESG Committee. In September 2021 Beate will complete a Master’s Degree in Sustainability Leadership from the University of Cambridge with a focus on ESG data reporting and carbon disclosure comparability. Further Academic degrees include an MBA from Clark University, a DESS from the Sorbonne, an executive MBA from the Swiss Finance Institute and a certificate of advanced studies in Financial Market Regulation from the University of Zürich.
Andrew Barnett will be presenting at the 10th Annual Risk EMEA Summit.
Sucharita Banerjee Lodha is the Head of General Insurance International Operational Risk and Governance, ERM. She has held various operational risk management positions within GI International supporting effective roll out of operational risk management tools and concepts within Claims, Finance, Operations and shared service centres. She has led teams across Business Consulting, Outsourcing Risk management, Offshore Development Centers, Technology and Risk Management. She has a proven track record of managing global teams and leading regulatory change initiatives. Sucharita holds an MBA from London Business School and an MS in Quality Management from Birla Institute of technology. She is also a six sigma Black belt and has a B.tech in Information Technology. She chose non-financial risk management as a career to pursue her passion for healthy risk culture in organizations. She has worked with Deloitte, American Express, Tata Consultancy Services in her professional career. She has worked with consulting and Financial services firms in India, the US and is currently based in London, UK. Sucharita is also the chair of Gender Equality Matters Employee resource group in AIG.
Sunil Verma will be presenting at the 10th Annual Risk EMEA Summit.
Stéphane Malrait is Managing Director and Global Head of market structure and innovation for Financial Markets at ING Bank. Stephane is working with advocacy groups, policy makers and regulators to follow market structure and industry challenges impacting the financial market industry. He is also leading innovation activities in the capital market space within ING and developing external partnership with Fintech companies. He actively contributes in industry working groups to represent ING Bank.Stéphane joined ING in 2015 to lead the bank e-commerce initiatives across all financial market products and to develop the financial market group’s cross-asset ecommerce strategy
Maurice Lisi will be presenting at the 10th Annual Risk EMEA Summit.
Katrina-May Kwan will be presenting at the 10th Annual Risk EMEA Summit.
Niels Kaas will be presenting at the 10th Annual Risk EMEA Summit.
Ange is responsible for Cloud and Technology Change Risk at Lloyds Banking Group. Prior to working at Lloyds, Ange led transformation teams and programmes at Deutsche Bank including: Cloud Security, Risk and Compliance, Anti-Financial Crime Analytics, Data Quality People Change and Money Markets Finance, Risk and Regulatory Reporting.Before joining Deutsche Bank, Ange worked as a Senior Manager at EY across Asia Pacific and EMEIA within the Financial Services Organisation focusing on Corporate Banking and Capital Markets transformation and advisory programmes. Ange started her career at IBM in Australia working as a developer, tester, designer and then business analyst and project manager.Ange has an honours degree in Mechanical Engineering (Mechatronics / Robotics) and Computer Science from the University of Melbourne, Australia.
Aleksi Grym is Head of Digitalisation at the Bank of Finland. He manages a portfolio of cross-departmental projects related to the digital transformation of the financial industry, covering topics such as FinTech, payment technologies, digital currencies, and cyber security. Before joining the Finnish central bank he worked in the consulting and technology investment industry for 15 years in London and Helsinki.
Francis Gross will be presenting at the 10th Annual Risk EMEA Summit.
Terri Duhon went from a Math degree at MIT to a derivative trader on Wall Street then on to become an entrepreneur and author. She is now an educator, often guest lecturing at Oxford University where she is an Associate Fellow, and a board member of a number of large institutions such as Morgan Stanley International and Rathbone Bros a FTSE 250 UK Wealth Manager. She is passionate about diversity and culture and often speaks about Empowerment and Reinvention.
Quantitative leader, specialist in machine learning, numerical methods and algorithm development: most applications based on applied math for valuation of financial products, risk model building and risk measurement. Trained to apply techniques and tools for enhancement of financial analysis and decision making.I love to work with teams from different disciplines, it’s the best way to really develop new powerful ideas.
Leanne Bridges will be presenting at the 10th Annual Risk EMEA Summit.
Carole is an actuary with wide experience in leading product, financial and proposition developments who has held a number of senior positions within savings and insurance for Legal & GeneralHer current role is CRO, LGI leading the second line activity for the UK Retail and Group Protection and associated Fintech businesses of Legal & General.Prior to its sale in 2019, Carole’s role also included being CRO for L&G’s GI company for 4 years.
Michael Sparks will be presenting at the 10th Annual Risk EMEA Summit.
Jeff Simmons joined MUFG Bank in June 2014 as the Head of Enterprise Risk, tasked with creating the function. He has been involved intensively with the enhancement of the Risk Management framework in MUFG Bank (Europe). This has involved him in the formation of an Enterprise Risk function in Amsterdam tasked with delivering the full range of regulatory submissions. In April 2018 he transitioned to MUFG Securities to become involved in the Brexit project. In this capacity he is the CRO for MUFG Securities (Europe) N.V. the Dutch subsidiary of MUFG Securities (EMEA). Prior to joining the bank he spent some 20 years specializing in best practice Risk Management including Market Risk, Credit Risk, Risk Model Validation and Regulatory Risk consulting. As well as have line management responsibilities in various institutions he has also gained extensive experience in implementing Risk Management frameworks from both a technical and operating model based perspective.
Wei Shi will be presenting at the 10th Annual Risk EMEA Summit.
Ebbe Negenman is the Chief Risk Officer (CRO) of Knab. As a member of the executive board he is co-responsible for the management of the bank. Till 2017 Ebbe worked as Head of Regulatory Risk at ABN Amro and was highly involved in the innovative strategy of the bank. Till 2010 Ebbe was employed as a Managing Director Risk Management at ING Bank in Amsterdam and was several years based in Hong Kong where he had responsibility for the Asia Pacific region he started his career at the Dutch merchant bank MeesPierson. Ebbe has over 20 years risk management experience, including strong expertise in Regulations.Ebbe has two MSc’s (mathematics and econometrics) and a PhD in Operations Research and considers the ability to learn faster than your competitors as the only sustainable competitive advantage.
David Glendinning is the UK Head of Risk. With Société Générale since 2004, David was previously Head of Group Credit Risk Provisioning. He began his career in Internal Audit and Inspection.
Sophie is the Chief Risk and Compliance Officer of Gulf International Bank (UK) Limited. She is responsible for driving an effective risk culture throughout the company, designing the risk and compliance frameworks and overseeing risk management and regulatory compliance practices. Sophie joined GIB UK with extensive experience in the field, having previously served as Executive Director for Compliance and Operational Risk Control at UBS Asset Management. Before this, she was Global Head of Operational Risk at Barings, and non-Executive Director of the Baring-Coller Secondaries Fund. Sophie was also an Operational Risk Manager and the Group Head of Investment Risk Framework at Schroders.Sophie graduated from Université Lumière Lyon 2 with a Master’s degree in Economics and Finance. She is a member of the Chartered Institute for Securities & Investment.
Fabrice Brossart is the Chief Risk Officer (CRO) for AIG International General Insurance and oversees AIG’s risk management function in 70+ entities outside of North America, ensuring these operations have a risk management system proportionate to their exposures and in line with local regulatory and corporate governance requirements.Fabrice joined AIG in February 2011 as Chief Actuary for the European region, subsequently taking additional responsibilities for risk management and leading the Solvency II program. Between 2014 and 2015 Fabrice worked in several risk management roles at the AIG head office in New York, enhancing significantly the Group capital model. Returning to London in 2016, Fabrice played a key role in AIG’s response to Brexit and the standing up of AIG Europe SA. More recently he has focused on business resilience, risk culture and conduct, climate risk and transformation.An alumnus of France’s Ecole Polytechnique, Fabrice holds actuarial qualifications in France and the UK as well as the Chartered Enterprise Risk Actuary designation. Previous employers include AXA Insurance UK and Willis Towers Watson. Fabrice has represented AIG at the CRO Forum and supported two AIG Group CEOs in their engagement with the Geneva Association. He is a member of AIG’s Executive Diversity Council and has co-led ERM’s Diversity and Inclusion Council since 2017. Fabrice was named CRO of the year by Insurance ERM in January 2018.
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.