AMR – FINAL DRAFT

ADVANCED MODEL RISK 

22-23 February, 2022 | Global Virtual

MODEL DEFINITION
Managing expanded scope of models including AI and qualitative

EVOLUTION
Reviewing the evolution of model risk and future scope

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

QUANTIFICATION
Quantifying model risk and managing increased volatility

ETHICS & BIAS
Managing ethical decision making and mitigating risk of bias

COMPUTER VISION
Leveraging technology advances in digital banking

MODEL ALGORITHMS
Challenges and solutions of model algorithms in broker dealer

ESG
Modeling climate risk and ESG exposure

OlgaCollins

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

Irfan Kazi

Irfran Kazi
Director, Advanced Analytics and Data Management
CIBC

Justyna-vanBarneveled

Justyna Van Barneveld
Head of Framework and Reporting, Model Risk Management
ING

Xiaoling YU

Xiaoling Yu
Director of Model Validation
Keybank

AF photo

Allan Forrest
Senior Manager Advisory, Model Risk Oversight
Bank ABC

David-E.-Palmer-Photo

David Palmer
Senior Supervisory Financial Analyst
Federal Reserve Board

CAN YOUR ORGANIZATION CONTRIBUTE?

Please contact the Center for Financial Professionals today to discuss how we can deliver your thought-leadership at the event, help you generate leads, and provide you with unique networking and branding opportunities. For more information on what we can offer, please contact chris.simou@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.

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9:50 Chair’s opening remarks

PANEL DISCUSSION

10:00 Reviewing the expanding scope and definition of model risk and increased validation requirements

Session details 

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

Justyna van Barneveld, Head of Framework and Reporting, Model Risk Management, ING
Olga Collins, ED, Global Head of Model Risk Infrastructure and Reporting, Morgan Stanley
Irfan Khan, Director, Advanced Analytics and Data Management, CIBC

EXTENDED SESSION

10:50 Managing proliferation of AI and machine learning models and understanding changing risk dynamic

Session details 

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

David Palmer, Senior Supervisory Financial Analyst, Federal Reserve Board
Irfan Khan, Director, Advanced Analytics and Data Management, CIBC

11:50 Networking break

ETHICS AND BIAS

12:10 Managing ethical considerations and removing bias from data and model output

Session details 

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

INFLATION

12:50 Models and algorithms in Broker-Dealer – Challenges and solutions

Session details 

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

Julian Horky, Head of Risk Controlling, Berenberg Capital Markets

1:30 Closing remarks and end of day one

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9:50 Chair’s opening remarks

EVOLUTION – PANEL DISCUSSION

10:00 Reviewing the evolution of model risk and scoping future decisions

Session details 

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

Christ Smigielski, Model Risk Director, Arvest Bank
Saqib Jamshed, MDModel Risk Management, The OCC

QUANTIFYING MODEL RISK

10:50 Quantification of model risk and managing increased volatility

Session details 

  • Application across model types
  • Common approach to quantify model risk capital
  • Expectations from senior management
    • Communicating to the board
  • Impact on books with model risk uncertainty
  • Quantifying rare but significant events with limited data
  • Managing extreme uncertainty around scenarios
  • Building volatility into models
  • Managing long term change
    • Determining what changes were permanent vs. reactive
  • Lessons learnt from rapid change and adaptation

Alan ForrestHead of Model Risk Oversight, Virgin Money UK

11:30 Networking break

COMPUTER VISION

11:50 Leveraging computer vision as a tool in an increasingly remote environment

Session details 

  • Moving away from traditional banking models
  • Leveraging remote capabilities to serve customers
  • Using selfies and passport photos for authentication
  • Move to digital phone services
    • Use of bots on WhatsApp for customer service

PANEL DISCUSSION

12:30 Modeling climate risk and determining exposure to ESG

Session details 

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

Xiaoling Yu, Director of Model Validation, Keybank

1:20 Closing remarks and end of day two

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OlgaCollins

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

Biography

Olga Collins will be presenting at Virtual Advanced Model Risk

AF photo

Allan Forrest
Senior Manager Advisory, Model Risk Oversight
Virgin Money UK

Biography

Alan Forrest will be presenting at Virtual Model Risk

JulianHorky

Julian Horky
Head of Risk Controling
Berenberg Capital Markets

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

Saqib Jamshed
MD, Model Risk Management
The OCC

Biography

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

Irfan Kazi

Irfan Kazi
Director, Analytics and Data Management
CIBC

Biography

Irfan Kaziwill be presenting at Virtual Advanced Model Risk

David-E.-Palmer-Photo

David Palmer
Senior Supervisory Financial Analyst
Federal Reserve Board

Biography

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

 

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

Chris Smigielski Headshot - LI

Chris Smigielski
Model Risk Director 
Arvest Bank

Biography

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

JvBarneveld-001 (2)

Justyna van Barnevel
Lead Framework & Governance – Model Risk Management
ING

Biography

 Justyna van Barneveld is a Senior Risk Manager with experience in financial services industry – wholesale and retail banking and investment management. She is specialized in Model Risk Management, Non-Financial Risk, Enterprise Risk Management and Compliance/AML. Since 2019, she is working for ING Bank in Amsterdam, where she is leading the Policy and Governance team of the Global Model Risk Management.

 

Xiaoling YU

Xiaoling Yu
Director of Model Validation
KeyBank

Biography

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.

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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.
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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.
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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.
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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.
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.
Julie is an experienced risk manager with 25 years at UBS and specialises in outsourcing and procurement and, more widely operational resilience. She advises senior management on risk management and control globally and on how to improve communications to staff throughout the organisation with respect to her specialisation. Julie leads global investigations on breaches to the firm's policies with respect to outsourcing and procurement and advises the firm on their root cause remediation.
Chris Sparks is Atom banks Chief Risk Officer. Prior to joining Atom Chris had spent over twenty years in financial services working both in the UK and abroad, holding senior positions in Risk and Finance in HSBC, RBS, GE and Virgin Money. His experience has covered a range of risk disciplines with a particular focus on Credit and Data. Chris is a member of the Research Advisory Board at the Credit Research Centre at Edinburgh University Business School. He also holds the title of Professor in Practice in the Departments of Mathematical Sciences and Computer Science at Durham University.
Laura has extensive experience withthin procurement and supply chain, including several years heading up a third party ESG function for a global company. During this time, she established a third party risk programme from the ground up, initiated a Green Supplier programme to drive sustainability throughout the supply chain.Laura is passionate about, and committed to developing new tools and techniques to better manage risk and drive all aspects of ESG with third parties. She is looking forward to continuing to learn from peers, as well as providing her expertise and experience to benefit others.