Biography Coming soon

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

Mark Cabana is the head of US Rates Strategy at BofA Global Research,
based in New York. In this role, he publishes research and trade
recommendations covering US short-term interest rates and macro
strategy. He also meets regularly with a broad range of clients to discuss
the firm’s views on Fed policy, interest rates, and financial regulation.
Cabana joined the firm in 2015.
Before joining BofA Securities, Mark worked as an officer in the Markets
Group at the Federal Reserve Bank of New York. He spent nearly 9 years
on the Open Markets Trading Desk which spanned the duration of the
financial crisis. While at the NY Fed, Cabana was closely involved with
the design and implementation for a number of asset purchase / QE
programs and also managed a team focused on analyzing global
macroeconomic conditions and financial markets.
Cabana earned a bachelor’s degree from Furman University and a
master’s degree from Johns Hopkins University in finance and
international relations. He is a CFA charterholder.

Head of Transition Risk Model Development (Climate Modeling Analytics) within Modeling Change & Innovation
In my current role I am supporting Citi’s firmwide agenda on Climate Risk, by leading the team that is developing the models that are required to estimate the stresses to financial institutions, properties or sectors which arise from shifts in policy, consumer and business sentiment, or technologies associated with the required changes necessary to limit climate change.

Biography coming soon.

Biography coming soon.

Rafic Fahs is a highly experienced strategic risk management leader with a strong background in all types of risk, including model risk, and extensive quantitative expertise across all asset classes and model types. He has a track record of transforming modeling capabilities using innovative processes, advanced software, and AI/ML techniques. Fahs is currently the Chief Model Risk Officer at Fifth Third, having previously held the same role at Santander US, where he successfully built a model risk management function and repaired damaged relationships with regulators. Prior to Santander, Fahs was the head of Global Consumer Model Development center of excellence at GE and held senior executive positions in Model Development and Model Risk Management at JPMorgan Chase. He holds a Ph.D. in Econometrics and an M.S. in Mathematics and Statistics from Washington State University.

Haibo Huang is a Managing Director and Global Head of Credit Stress and Portfolio Analytics at Morgan Stanley. His team is responsible for developing credit risk models, including credit stress testing models, credit allowance methodologies, climate risk credit methodology, credit limit setting framework and other credit portfolio analytic solutions. Prior to joining Morgan Stanley in 2013, he was a Senior Director and Head of Dual Risk Rating Modeling team at Capital One, in charge of developing credit risk models for the bank’s wholesale portfolios. Before joining Capital One, he was the Quant Team Head and Head of US Forecasting team at PPR, a commercial real estate advisory firm in Boston. Haibo is a CFA charter holder since 2008 and holds a PhD degree in Economics from University of Texas at Austin. During spare time, he enjoys playing soccer, and is the proud captain of a Morgan Stanley Coed Team that won the Kicker’s Cup in America SCORES Cup tournament, which is the largest charity soccer event in NYC to raise funds for under resourced communities.

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.

Shahab Khan currently works for HSBC Holdings Plc. as Head of Liquidity Policy in New York. Prior to this, he was at JP Morgan Chase & Co. in the Capital & Liquidity Policy Group as a subject matter expert. Before this, he worked at various financial institutions and was associated with one of the big four accounting firms in the financial advisory space at the beginning of his career. During his professional career, he has held various positions in Treasury, M&A and Finance groups. For the last several years, he has been dealing with regulations related to Capital, Liquidity, RWA, Market Risk etc. that are applicable in the U.S. In addition to MBA, he is also a certified Treasury Professional. He is an avid reader and loves to travel.

Biography Coming soon.

Santosh Mishra heads the Credit Modeling function for KeyBank’s entire Loan and Lease portfolio. He is currently responsible for development and implementation of Stress testing and CECL models. Additionally, he also leads the Commercial Risk Rating, Economic Capital, functions and is architect of numerous commercial analytics initiatives to support KeyBank’s strategic goals. Last but not the least, Santosh is leading KeyBank’s Climate analytics including Financed emissions and Scenario analysis.

Bernardo is currently the Head of the Credit Risk Review function at ICBC, overseeing wholesale credit focused reviews covering myriad lines of business (including CRE, Project Finance, Fund Finance, general corporate C&I, and leveraged lending). As a Director at KPMG he led large scale projects to implement enhancements to credit risk processes, remediate regulatory issues and conduct co-sourced credit reviews for his financial services clients. Previously, Bernardo covered wholesale credit risk as a senior examiner in large bank supervision at the OCC – examining complex SNCs, CCAR/DFAST modelling, CECL, and credit / market risk functions, across multiple LOBs and industries.

Varun Nakra is an accomplished expert with over 15 years of experience in analytics developing statistics / machine learning / credit risk models across US, Australia, Singapore and India. He is currently holding the position of Vice President Risk methodology at Deutsche Bank, New York. He has an extensive knowledge of credit risk models such as Probability of Default, Loss Given Default, scorecards, etc. and machine learning techniques such as Classification, Regression, Decision Trees, Gradient Boosted Trees, Random Forests, Neural Networks, Bayesian Analysis and Markov Chain Monte Carlo (MCMC) and more.

Phil Ohana, CFA joined UBS Audit group in 2018 as a market risk subject matter expert. Previously, he was an executive director at Morgan Stanley focusing on market risk and regulatory risk topics.
Prior to Morgan Stanley, Phil worked at Societe Generale as a risk manager covering Fixed Income desks and later as the Risk COO in the Americas. Phil holds an MBA from the NYU Stern School of business and a master in applied mathematics from ENSEEIHT, France.

Biography Coming Soon,.

Alisa Rusanoff is a Head of Credit at Crescendo Asset Management where she runs a trade finance strategy focusing on Supply Chain finance, Asset Backed Lending, Factoring, Embedded Finance and other structured debt solutions for her clients.
She is an experienced executive in Fintech, Embedded Finance, Credit, Marco Risks and has been a guest speaker at NYU, Bloomberg, the New School Venture Lab, Antler VC, GC4Women Certificate Program, Global Trade Review (“GTR”), ITFA, Money 2.0 Conference, etc. In 2021, she got a 40Under40 Award in Underwriting by Secured Finance Network, in 2020 she was named top 25 women by Opus Connect, received a Leadership Award in Finance by Money 2.0 Conference and was included ‘Women in Fintech Powerlist 2022’ by the Innovate Finance. Alisa is a contributor to the upcoming textbook ‘Cases in Financial Management: Financial Analysis for Corporate Financial Management’.

Biography Coming Soon.

Alberto Scalari has over 20 years of front line risk management experience in Equities, Credit and Commodities with responsibility for all aspects of Market Risk, including the approval of sizeable trades, new products and pricing models, drafting risk policies, limits, designing stresses.
In his first years in Investment Banks, he led projects on stress test, VaR methodology, and model risk at Societe Generale in Paris and at Citigroup in London. Subsequently, he joined Barclays, where he became the regional head of Equity Market Risk in Europe (London), Asia Pacific (Hong Kong) and the US (New York). In this capacity, he was responsible for the market risk of the regional Equity portfolios, deciding on sizeable trades such as blocks, corporate derivatives and exotics, setting risk limits, and representing the Bank to the regional regulators.
His working experience includes a year with KPMG where he documented the Barra models for the Investment Management Group of Morgan Stanley.
Over the past three years Scalari has been in charge of designing and implementing the Capital Markets and Counterparty Credit Stress testing Framework at Bank of Montreal (BMO).
Scalari holds a Ph.D. in Mathematics with a thesis in Several Complex Variables and has five publications in international journals. His work relates to the propagation of solutions of differential equations on manifolds embedded in several dimensional complex spaces.

Biography Coming soon.

Workiva (NYSE:WK) created Wdesk, a cloud-based productivity platform for enterprises to collect, link, report, and analyze business data with control and accountability. Thousands of organizations, including over 65% of the 500 largest U.S. corporations by total revenue, use Wdesk.

Opensee empowers Risk Managers and Quants to consume an unprecedented volume of historical and real time data for their most complex calculations, and for the analysis associated with these metrics.

Combining the power of Cloud Computing, AI and modern architectures with decades of expertise from the Trade and Risk departments of global banks, Opensee brings the new generation of Risk Analytics, with ability to recalculate, compare, drill down, roll up, run what if scenarios across billions of data points.

Deployed across global leaders of the sell and buy-side for Credit Risk, Market Risk / FRTB (SA/IMA), Liquidity & ALM, ESG and Collateral Management, Opensee challenges the limitations of legacy Risk Systems and brings a new impetus to analytics with key ability to deliver hyper fast calculations, advanced analytics, versioning and data quality – abstracting the complexities to focus on valuable analysis effort, with full control of cost and deployment model.

Deliver your key metrics (VAR, Expected Shortfall, Default / Incremental Risk Capital,  NRMF Stress Tests…) at your fingertips and never compromise again on the volume and quality of data you need for your regulatory and non-regulatory analysis!

Quantitative Risk Management (QRM) is the world’s premier consulting firm focused on balance sheet management and mortgage analytics. Since 1987, QRM has partnered with institutions from the banking, finance, and insurance industries to enhance their ability to achieve higher risk-adjusted returns. We develop industry-leading risk management principles, practices, and models, and provide our clients the advice, knowledge, and tools necessary to leverage our innovations toward better decision making and improved operational efficiency. With offices in Chicago, London, and Singapore, QRM has established over 250 long-term engagements with top financial institutions worldwide.

FIS is a leading provider of technology solutions for financial institutions globally. Our employees are dedicated to advancing the way the world pays, banks and invests, through our trusted innovation, system performance and flexible architecture. It’s crucial in today’s environment to develop strategies to optimize earnings, liquidity and capital, while meeting increasing regulatory demands and avoiding balance sheet surprises. FIS’ Balance Sheet Management solutions give risk leadership the means needed to address these challenges, including interest rate risk, liquidity stress, capital management, profitability, loss allowance forecasting and more. Headquartered in Jacksonville, Florida, FIS is a member of the Fortune 500® and the Standard & Poor’s 500® Index.

Oracle Financial Services provides solutions for retail banking, corporate banking, payments, asset management, life insurance, annuities, and healthcare payers. With our comprehensive set of integrated digital and data platforms, banks and insurers are empowered to deliver next generation financial services. We enable customer-centric transformation, support collaborative innovation and drive efficiency. Our data and analytical platforms help financial institutions drive customer insight, integrate risk and finance, fight financial crime, and comply with regulations. To learn more visit our website at https://www.oracle.com /financial-services.

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