Imir is speaking at Advanced Model Risk USA 2022

Andreza will be speaking at Advanced Model Risk USA 2022

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 7^th 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 is speaking at Advanced Model Risk USA 2022

Olga Collins will be presenting at Advanced Model Risk USA

Suman Datta will be presenting at Advanced Model Risk USA

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.

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.

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).

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 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 Kaziwill be presenting at Advanced Model Risk USA

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.

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. ​

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 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 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 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.

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 is speaking at Advanced Model Risk USA 2022

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.

Sean (Xiaoling) Yu is a SVP and Director of Model Validation at KeyBank. He has over 10 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, Risk Analytics, and Model Governance.  Prior to Key, Sean was 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.

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).

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.

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.

Chris Jones will be speaking at ALM Model Management and Performance Bootcamp.

Jeff Prelle is the SVP of Risk Analytics and Head of Data Governance since joining BancorpSouth in April of 2020. Prior to joining BancorpSouth, Jeff was the head of Modeling, Model Validation, and Financial Consulting at Situs AMC and ran the legacy McGuire Solutions product service offerings. He has worked for TD Ameritrade and Moody’s Analytics leading model development, stress testing, data governance, and balance sheet management functions. He has extensive experience in enterprise risk management, compliance, quantitative analytics, artificial intelligence, balance sheet management, credit risk management, capital stress testing, and corporate planning.

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.

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.

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.

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.

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 Alice.kelly@cefpro.com or call us on +1 888 677 7007.

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

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 sales@cefpro.com / +1 888 677 7007

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 amy.greene@cefpro.com or call +1 888 677 7007.

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.