9th Annual Risk Americas 2020

Geoffrey (“Geoff”) Craddock joined MassMutual as Chief Risk Officer in October 2017 from its asset management subsidiary, OppenheimerFunds. In his role, Geoff is responsible for driving a holistic risk management approach across MassMutual and its subsidiaries, managing operational and reputational risks while setting the strategic priorities of the Enterprise Risk Management (ERM) function. Geoff is responsible for anticipating changes in the environment, proactively limiting MassMutual’s risk and quickly reacting to disruptions, playing a critical role in achieving the company’s strategic objectives. He is a member of the MassMutual’s Executive Leadership Team.
Geoff holds an MBA from Cranfield School of Management and a BA/MA from Magdalene College, Cambridge, both in the United Kingdom.

Oliver joined MUFG from UBS’ Investment Bank, where he was the Global Head of Market Risk. Prior to UBS, Oliver held various risk management positions in New York and Toronto over the last 23 years. He started his career in Bankers Trust’s Market Risk Department.
Oliver graduated from Karlsruhe University (Germany) with a diploma in Industrial Engineering. Oliver holds a CFA designation.

Joshua Kotok will be presenting at Risk Americas 2020.

Mr. Anthony Peccia is Managing Director and Chief Risk Officer for Citibank Canada. He is responsible for credit, market, liquidity, operational and pension fund risk management. Prior to that he was Managing Director of Operational Risk at Citi, responsible for the development and implementation of operational risk policy and standards globally and managing the global AMA implementation plan

Mr. Peccia has extensive experience in all the major risk types, including credit portfolio management, market, operational, and liquidity risk management. Mr. Peccia has had leadership roles in asset liability management, capital market financing, structured derivatives, securitization and corporate insurance.
Prior to joining Citi, Mr Peccia has consulted to major global banks on operational risk management. He has started up and managed operational risk departments at BMO and CIBC. At CIBC he developed the industry first AMA op risk model. Prior to that, he was head of Treasury Option hedging at CIBC. Previously he was Assistant Treasurer at RBC, in charge of domestic and international long term debt and equity financing.
Mr. Peccia has an MBA and MSC in physics.

Tatiana Segal is a Managing Director and a Chief Risk Officer at Morgan Stanley Investment Management. Prior to joining MSIM, she was a partner and the Head of Risk Management at SkyBridge Capital. Prior to joining SkyBridge, she was a Managing Director and Chief Risk Officer at Cerberus Capital Management. Before joining Cerberus, she held positions of progressive seniority at Goldman Sachs Asset Management, Nomura Securities, and Citi Alternative Investments. She began her career at BlackRock Financial Management after graduating from Columbia University with a B.A. in Economics. Tatiana serves on the boards of New York Landmark Conservancy and Tenement Museum, and is an advisory board member for Alpha Quotient LLC. She is also a co-chair of the Risk PAG NY for 100 Women in Finance.

Nick Silitch is senior vice president, chief risk officer of Prudential Financial, Inc. In this role, Silitch oversees Prudential’s risk management infrastructure and risk profile across all business lines and risk types. Under his direction, his team develops models, metrics, frameworks and governance to manage risk, and works with internal corporate partners and business groups to identify, assess and prioritize risk across the company.

Vivek is global head of risk management for Transaction Banking in the Investment Banking Division. He joined Goldman Sachs in 2019 as a managing director. Prior to joining the firm, Vivek served as Division Risk Executive at SVB Financial, Bank of America, JP Morgan and Citigroup, where he was responsible for the overall risk management across credit, market, liquidity, operational, compliance and regulatory risks. Earlier in his career, Vivek served as head of Global Banknotes at Bank of America, and as transactor in Structured Finance at Citigroup. Vivek earned an MBA from the Fuqua School at Duke University and a BCom from the Shri Ram College of Commerce at Delhi University.

Paul Barkan will be presenting will be presenting at Risk Americas 2020.

Scott Bridgen serves as a GRC Consulting Director for OneTrust GRC – a purpose-built software designed to operationalise integrated risk management. In his role, Scott is responsible for driving the development and delivery of OneTrust’s integrated risk management product as well as driving the refinement of the toolset and offerings. He advises companies throughout their risk management implementations to establish processes to support operations and align with their enterprise objectives, including adopting industry best practices and adhering to requirements relating to relevant standards, frameworks, and laws (e.g. ISO, NIST, SIG and more).

Scott works with clients to realise the extent of their risk exposure, helping clients to map their digital infrastructure, assess risks, combat threats, monitor ongoing performance, and document evidence throughout the risk lifecycle.

Nasser Fattah will be presenting at Risk Americas 2020.

Ruchi Gupta is VP II of Global Risk Analytics at HSBC based in New York in Wholesale Credit Risk team. With 8 years of experience in analytics and 7 years of experience in telecommunication, Ruchi is tasked at HSBC to lead model development and validation of statistical models for Stress testing and AIRB.

Prior to joining HSBC, Ruchi worked in small analytics startup firm in New York. Before moving to Finance, Ruchi worked in telecommunication sector for 7 years working for Motorola and Aricent (now acquired by Altran) where she worked extensively on various cutting edge technologies with teams spread across various countries – India, USA, UK and Germany.

Ruchi is a statistical specialist with extensive experience in quantitative model, data science and cutting edge technologies. She holds MBA in Statistics and Finance from City College of New York and Bachelors in Electronics and Communication Engineering from Indian Institute of Technology, Roorkee.

Bob Hill will be presenting at Risk Americas 2020.

Ty Lambert will be presenting at Risk Americas 2020.

Markus Lammer is the Chief Operating Officer of the Ultra High Net Worth business for Credit Suisse in the US. He launched the Ultra High Net Worth coverage platform in Investment Banking and Capital Markets. Markus is also the Chief Operating Officer for the Financial Institutions and the Oil & Gas Groups.

Previously, he was the Chief Operating Officer for Credit Suisse Germany and Central Europe, and also the Head of the Board of Credit Suisse Germany. Markus received his Mag. Degree from University of Graz in Austria, and his LLM from Yale University as a Fulbright Scholar.

As Director for Client Experience Strategy Martin is leading cross-functional teams in developing compelling new experiences. He is driving the enterprise-wide adoption of client-centric methods for research, ideation, concepting and strategy articulation. He is focused on evolving the CX practice through education, training and applying it in strategic service and product design initiatives.

Prior to joining BNY Mellon Martin held various digital strategy roles at Ogilvy & Mather, a global marketing services company. In these roles he has been helping Ogilvy’s clients navigate the challenges and opportunities that spring from digital transformation. He also led Ogilvy’s global mobile marketing practice where he was responsible for integrating mobile strategy programs into the business programs for Ogilvy’s clients. He has been responsible for the launch of the global DuPont digital platform and led the retail, digital and CRM account for British Airways in North America.

Martin started his career at digital agency “argonauten G2” in Germany as project manager, consultant and ultimately as managing director of their Berlin office.

In his career he ran digital strategy and platform initiatives for companies like Coca-Cola, Merck, Nestle, Volkswagen, and Allianz.

His speaking engagements range from the Cannes Lions Festival, Mobile World Congress to Harvard Business School. He is a published author and winner of WPP’s Atticus Award. He has been honored to be a jury member for the Mobile category at the Cannes Lions Festival in 2013.

Martin holds a degree as “Diplom Kaufmann” (equivalent to MBA) from the Westfaelische-Wilhelms Universitaet in Muenster, Germany.

BNY Mellon is a year and half into their digital transformation journey and are also in the
middle of establishing a CX strategy practice to support their robust digital agenda. Martin
Lange, BNY’s Director of Client Experience Strategy will be bringing his perspectives on
practices, teams, ways of working, and pitfalls and feature examples from his work at the
organization.

Ryan is a leader within the banking practice at DataRobot, helping financial institutions leverage AI and Machine Learning for predictive analytics and data mining. Ryan has over 25 years experience in management consulting and banking, with broad banking domain knowledge and deep expertise in data and analytics. Previous positions included COO of a retail bank, management consultant at McKinsey & Company and over a decade leading analytical  teams at American Express. Ryan is a graduate of the Kellogg School of Management at Northwestern University where he received a MBA and Tufts University where he received a Bachelor of Science in Electrical Engineering.

Yogesh Mudgal is Director and Head of the Emerging Technology Risk & Risk Analytics at Citi; the goal of the program is to enable responsible innovation. He is responsible for leading the program globally, which includes identification of risks, evangelizing risks with emerging technologies, influence building of guardrails and frameworks, and risk assessments of emerging technologies. The program designs and manage risks analytics platform used by various teams to conduct risk assessments. Recently, he has been actively evangelizing, and collaborating with various institutions on AI risks. Yogesh has experience working at various financial institutions, where he built and influenced various information security initiatives.

Jeff Prelle will be presenting at Risk Americas 2020.

Manan Rawal will be presenting will be presenting at Risk Americas 2020.

Richard Robinson is a Principal Sales Engineer at Apttus leading solution development for Financial Services and Insurance. He works with prospects and clients to design and develop technology-enabled workflows using a methodology of “clicks, not code” to drive agile and scalable solutions that are managed with minimal IT intervention. Prior to joining Apttus, he held leadership roles in FinTech, including S&P Global’s Capital IQ division where he was the Global Head of Integrated Solutions focused on deploying innovative workflow and data architectures. Leveraging his experience in financial technology & data, consulting, equity research, and banking, Richard has become a trusted advisor for Apttus’ top clients in the financial industry looking to transform operational requirements into effective technical frameworks.

Jimmy Yang is currently Managing Director, head of Credit and Operational Risk Analytics at Bank of Montreal. He is in charge of the analytical decision center which covers all credit and operational risk related analytics for BMO globally.

Before Jimmy joined BMO, he is managing director at MUFG Union Bank. He is in charge of: Basel II/ III, Retail, Small Business, Wholesale, investment portfolios, PD/LGD/EAD scorecards, Loss forecasting, ALLL Reserve analytical support, Stress testing, Economic Capital, Acquired portfolio valuation, Limit Setting, Portfolio Optimization, Dynamic Dashboard reporting and Risk infrastructure (analytical data mart, wholesale spreading system, scorecard system and CRE property management system etc.).

Before that, he was Executive Vice President for First Horizon National Corporation. He was responsible for the center of Analytics and Strategy.

Before that he was with Wachovia bank in Charlotte, NC as Senior Vice President in charge of Basel II and credit risk analytics.

He also had prior experience managing Model validation, Operational risk and Enterprise risk management.

Jimmy was a Peking University graduate in computational mathematics and he also has a PhD in applied mathematics and an honor graduate of Southwestern Graduate School of Banking.

Jennifer Bisceglie is the founder, CEO, and driving force behind Interos’ revolutionary new vision for third party risk management. With 25 years of industry experience managing risk in the global economy, Jennifer founded Interos as a supply chain and vendor risk consultancy, providing unique analyst-driven risk management. In 2018, Jennifer recognized the emerging power of artificial intelligence and machine learning, transforming the company into a product- driven organization and establishing the Interos Platform: a game-changing technology that automates the discovery and response to third party risk in every tier of global supply chains.

Rajat Baijal is the Managing Director – Global Head of Enterprise Risk at Cantor Fitzgerald. In this role, he is responsible for designing and embedding a robust Risk Framework across the firm. This includes articulating and implementing an effective Risk & Control Self-Assessment (RCSA), Risk Event Management, Key Risk Indicators etc. and ensuring that the Board is suitably informed about all material risk issues.
Rajat has an MBA in Finance and has worked across the UK and the US for firms such as Lloyds Banking Group, American Express, Aviva and Kensington Mortgages. Rajat is a regular speaker at risk conferences across London and New York and has authored a number of articles for risk journals/textbooks.

Chris leads the day to day operations of Milliman’s Cyber Risk Solutions CRS practice. The CRS team uses innovative solutions to quantify the financial impact of cyber and other operational risks. He has over 15 years of professional experience.  His experience includes work in the banking, insurance, capital markets and card sectors helping clients assess and mitigate risk. Additionally, Chris served as an active duty Naval Officer and has multiple overseas deployments.

Richard Cech will be presenting at Risk Americas 2020.

Mahi Dontamsetti will be presenting at Risk Americas 2020.

Three-time “The Risk Universe Magazine” Cover-front Author, Mark Elkommos works at HSBC USA as Financial Crime Risk Assurance Manager, is a seasoned FCC AML professional with more than 10 years of banking experience. Mark also is an avid technology & compliance reader, and evidently, one of the world most popular authors of FCC, AML and FinTech topics. He wrote numerous articles on many Risk Management Magazines, also he is a regular LinkedIn blogger. Visit his LinkedIn page and website to know more.
LinkedIn: www.linkedin.com/in/markelkommos .

Bart Everaert is Director, Product Management, Risk and Finance, for Wolters Kluwer’s Finance, Risk and Reporting-Americas business. In this role, he is responsible for the vision and strategic outline of the group’s risk and finance offerings. Everaert started his career in 2005 with Wolters Kluwer’s Professional Services team, where he led various projects in the U.S., Europe and Middle East on capital adequacy, liquidity, stress testing, IFRS 9 and regulatory reporting initiatives. This experience has made him a big believer in the need for an integrated framework across an organization’s finance, risk and reporting areas.

George Grahovac will be presenting at Risk Americas 2020.

Sonya Hamad is the Business Development Manager for the Financial Services sector at Comarch.  She has a proven track record around both Leadership and Sales Management.  She has over 10 years of experience in the Banking Industry working with Top Tier Clients.  Sonya obtained her degree in Finance at Illinois State University.  She has gained a significant amount of experience around outside Business Development and new Client Acquisition with some of the Top financial institutions in the US; Including both JPMorgan Chase, and US Bank.

Supervisory Special Agent Milan R Kosanovich has worked for the FBI for over ten years specializing in white collar criminal investigations. He is a graduate of Syracuse University (BS) and Georgetown University (JD). He has worked in the New Haven and Cleveland field offices. He served as a detaileé to the Commodity Futures Trading Commission while working as a supervisor in the Economic Crimes Unit at FBIHQ. Kosanovich has lectured and presented on behalf of the FBI in Estonia, Netherlands, Canada, Israel, Seychelles, Mauritius, Singapore, Malaysia and the United Kingdom. He is currently assigned to the White Collar Crime squad in Cleveland and serves in multiple collateral duties as a member of the nationwide Corporate Fraud Response Team and as a Hostage Negotiator.

Paweł Kryszkiewicz is The Product Manager dedicated to the systems that fight against financial crime in financial institutions, at Comarch. He holds a license of a Securities broker. In addition, he is also an expert in the field of counteracting money laundering and terrorist financing (ICA International Advanced Certificate in Anti Money Laundering). Paweł, apart from his experience in many areas of AML, implemented complex government projects in cooperation with NGOs. His creative approach and questioning the status quo allow to introduce new technological solutions that bring significant savings to the organizations.

Allan Liska is an intelligence analyst at Recorded Future. Allan has more than 15 years of experience in information security and has worked as both a security practitioner and an ethical hacker. Through his work at Symantec, iSIGHT Partners, FireEye, and Recorded Future, Allan has helped countless organizations improve their security posture using more effective intelligence. He is the author of “The Practice of Network Security, Building an Intelligence-Led Security Program,” and “Securing NTP: A Quickstart Guide” and the co-author of “DNS Security: Defending the Domain Name System and Ransomware: Defending Against Digital Extortion.”

As Senior Vice President and Chief Risk Officer for Ulster Savings Bank, located in Kingston, NY, I am responsible for oversight of all Bank risk management functions, including the Bank’s Legal and Compliance departments; I also serve as the Chief Information Security Officer. I previously served as Vice President and Risk Manager at Bankwell in Bridgeport, CT, as First Vice President and Audit/Compliance Officer at Naugatuck Valley Savings and Loan in Naugatuck, CT, and as Senior Attorney with the FDIC. I hold a Master of Business Administration degree from the University of Rhode Island, a Juris Doctorate from the University of Houston, and a Bachelor of Arts degree in Economics from Tulane University.

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 with TIAA Bank’s Enterprise Risk Management Group for seven 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. Chris is actively involved with diversity and inclusion initiatives, having served as Co-Chairman for TIAA Bank’s Veterans-based Employee Resource Group, Our Corps.

Debbie is responsible for the rollout of the unified data management framework and managing relationships with regulatory agencies and internal audit. She has more than 25 years of experience in financial services and technology and has advised on market trends, product positioning and strategy as well as guiding financial institutions on technology adoption.

Prior to joining BNY Mellon, Williams directed the marketing and business development efforts for the Risk Analytics business at S&P Capital IQ. Prior to S&P Capital IQ, she held significant roles as Head of Marketing and Business Development at R2 Financial Technologies, Director of the Basel II Program for RBS Citizens Bank, and co-founder and COO of Meridien Research.

Williams is based in New York and holds a bachelor’s in Economics from Vassar College and a master’s in Business and Entrepreneurship from Babson F. W. Olin Graduate School of Business. She is a member of the steering committee and previous regional director for the Boston region and a founding member of PRMIA (Professional Risk Management International Association).

Xiaoling (sean) Yu will be presenting at Risk Americas 2020.

Thomas Braun is the Head of CUSO Liquidity and Funding Risk for UBS, where his team oversees the risk management infrastructure and risk profile across all business lines and risk types for UBS Group’s US branches and subsidiaries.
Prior to joining UBS in 2019, Thomas was Head of Liquidity Analysis at Societe Generate, where he developed the company’s liquidity and interest risk infrastructure, leading the implementation of liquidity risk framework including the firm’s liquidity stress testing covering a $200 billion sheet.
Previously, Thomas worked at Lehman Brothers within their ALM team and within AT&T Corp. Treasury, where he worked across Capital Market functions.
He holds a BS in Finance and Accounting from New York University.

José J. Canals-Cerdá is a Senior Special Advisor at the Federal Reserve Bank of Philadelphia in the Supervision, Regulation, and Credit Department. His areas of expertise are Financial Risk Management, Financial Econometrics, Retail Credit Risk and Loss Models. He has made significant contributions to the development of systems and databases at the Federal Reserve for the analysis of regulatory stress tests. He was the principal developer of the Federal Reserve System methodology for Stress Testing of cards portfolios leading a group of Ph. D. economists and analysts. He is a lead quantitative expert in credit risk, securitization, ALLL/CECL, Economic Capital, Stress Testing, Basel, Credit Scoring and Model Risk Management. He has lead quantitative benchmark studies in several areas of interest to the Federal Reserve System related to Stress Test, Basel II and ALLL/CECL.

Vineet Gumasta is Head of Balance Sheet Risk Management North America at Rabobank. He has 18+ years’ experience in market risk, balance sheet risk management and extensive exposure to several regulatory environments spread across Asia Pacific and North America. He is a member of Risk Management Committee North America and a permanent invitee to ALCO North America besides representing region on the individual entity risk committees. His team is responsible for Balance Sheet risk reviews, frameworks, balance sheet risk related to new business initiatives, interest rate risk management and governance around EPS requirements with respect to liquidity risk management for the combined US operations. Prior to joining Rabobank Mr. Gumasta has worked with HSBC.

Mr. Gumasta holds a Master’s degree in financial management from Jamnalal Bajaj Institute of Management Studies, Mumbai University and an FRM certification from GARP.

Fred Han is Director, CECL Execution & Analytics at the Royal Bank of Canada. In this role, he is responsible for leading the implementation of CECL for the IHC. Prior to this role, Fred was Director, IFRS 9 Scenario Design and Reporting where he was responsible for scenario design, risk identification and scenario weighting as well aggregation and analysis of results and external financial reporting.

Prior to joining RBC, Fred worked at the Office of Superintendent of Financial Institutions (OSFI), the Canadian federal banking regulator. At OSFI, he was responsible for leading the supervisory stress test, conducting macroprudential and financial stability research and reviewing banks’ implementation of the AIRB approach for credit risk capital. Fred started his career at Ernst & Young, focusing on retail and wholesale lending and ALLL.

Fred graduated from the University of Toronto with a bachelor’s degree in management. He is a CFA Charterholder, and holds the FRM and CPA designations.

Alex Leytman has more than 30 years of experience leading technology and international commodity trade projects. He has successfully delivered projects and programs in finance, risk, and regulatory compliance domains for such companies as Lehman Brothers, Nomura Securities, Citigroup, TD Bank, DTCC, and TIAA.

Furthermore, for over the past 10 years Alex has been delivering project management content throughout North American academic institutions. He has earned his BA in Comparative Literature from New York University, MBA from Regis University, and Doctorate in Management Information Systems from University of Maryland University College.

Steve is Senior Vice President and head of Quantitative Risk Analytics at Regions Bank, where his current responsibilities focus on quantitative aspects of forecasting and stress testing, risk ratings, valuation, reserve methodologies, economic capital, portfolio construction, credit strategy, credit portfolio management, and BSA/AML. Steve has over 20 years of industry experience in quantitative modelling and risk management and has prior experience building portfolio management and analytics infrastructure at Merrill Lynch, Bank of Montreal and ABN AMRO. Steve has a Ph.D. in applied physics from Northwestern University, a B.S. in physics from University of Colorado in Boulder, and has held Series 7 and Series 63 certifications.

Anthony Mancuso is Head of Risk Modeling and Decisioning in the RQS division of SAS. In that capacity, he has ultimate responsibility for market strategy, product requirements, project implementation, and advisory consulting for all Risk solutions relating to model development, deployment, modeling and governance. In addition, he works closely with internal and external colleagues to develop product pipeline, support presales activities, and provide training and knowledge transfer.

Anthony has worked at SAS for 14 years, in a variety of roles. Initially an educator for risk solutions and econometrics, he moved to Research and Development, where he became a technical lead and a development manager. Moving to a customer-facing role, Anthony participated and led multiple projects, including model development and calibration, market risk, IFRS9/CECL, and IFRS17. In general, his experience spans credit risk, stress testing, ALM, regulatory capital, and general risk analytics.

Anthony has a Masters in Statistics and PhD in Economics (econometrics concentration), both from North Carolina State University.

Emilie Mazzacurati is the founder and CEO of Four Twenty Seven (427mt.com), a leading provider of data on physical climate and environmental risks and an affiliate of Moody’s. Emilie has published extensively on climate risks disclosure (TCFD), on the impacts of climate change on equity and US muni bonds markets, and on adaptation finance opportunities. Previously, Emilie was Head of Research at Thomson Reuters Point Carbon. She also served as a policy advisor to the Mayor of Paris on environmental policy. Emilie holds a Master’s of Political Science from the Institut d’Etudes Politiques de Paris and a Master’s of Public Policy from UC Berkeley.

Anna has spent her career advancing corporate strategy around the globe at major multinationals. Anna currently leads BGO’s global Environmental, Social, and Governance (ESG) platform ($49 Billion AUM USD) integrating risk management and value creation practices into investment decisions and asset management. Anna holds an MBA and law degree.

Anna is the Co-chair of the United Nations Environment Programme Finance Initiative (UNEP FI) Investment Committee Property Working Group and Founder of the non-profit Young Women in Energy. Notable accolades include: Canada’s Top 40 Under 40, Top 100 Women in Canada, Canada’s Clean50 and the Making a Difference for Women Award.

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.

Julio Rivera will be presenting at Risk Americas 2020.

Oskar Rogg is Head of Treasury, Americas for Credit Agricole CIB. He joined the bank in 2006 after stints at Ernst & Young/Cap Gemini, a fin-tech boutique and 10 years running a human services consulting firm. Oskar began his career at First Boston (now Credit Suisse) where he worked in municipal finance and traded repo. He has authored 15 books and articles, including chapters on repurchase agreements in the Handbook of Fixed Income Securities and the Handbook of Treasury Securities. He is a graduate of Cornell University.

John Schiavetta is a Senior Vice President and Co-Chief Risk Officer for AB, overseeing aspects of risk management to ensure that risks being taken are well understood and appropriately managed. He joined AB in 2008 as director of risk management, with responsibilities for fixed-income risk, liquidity risk, counterparty risk and valuation. Previously, Schiavetta was at Fitch Ratings for 15 years, most recently as group managing director, responsible for managing the agency’s global structured credit ratings group. Prior to that, he was product manager at pension-consulting firm CDA Investment Technologies. Schiavetta began his career at the Dreyfus Corporation. He holds a BA in economics from Bates College and is a CFA charterholder. Location: Nashville, TN

Abhi Adukia manages model risk governance for AllianceBernstein (AB). He is responsible for executing all aspects of model governance activities including model due-diligence reviews, periodic reviews and model error assessments for all covered models used in the investment processes at AB. Prior to assuming this role in 2013, he worked for AB’s Internal Audit Group for 3 years. Before joining AB in 2009, Abhi has worked for AIG’s Financial Services Unit, doing reviews of credit derivatives valuation models. He holds a MBA in finance from University at Buffalo and a bachelor in accounting from Mumbai University. Abhi is a CFA charter holder and has CPA and FRM certifications.

Liming Brotcke leads the Model Validation Group under MRM at Ally. Before joining Ally Liming led the Risk Modeling and Analytics at the Federal Reserve Bank of Chicago and was the functional head of MRM for six large and foreign banks in the 7th district. She co-led the quantitative review of the retail card portfolios for years and was a key member of the LISCC supervision retail team. Prior to Chicago Fed, Liming worked at Citi Group and Discover as portfolio manager and model developers for various business lines, respectively. She has built extensive quantitative skills and business knowledge. Liming holds a Ph.D. degree in Economics from the University of Illinois at Chicago.

Manuj Gupta will be presenting at Risk Americas 2020.

Michael S Harmon will be presenting at Risk Americas 2020.

Seyhun Hepdogan is SVP, Senior Director of Risk Modeling at Santander Holdings USA. In his role he oversees AML, fraud, operational risk and C&I credit risk models in Banco Santander’s US entities. Prior to Santander Bank, he has worked in banking and financial services companies including Fannie Mae and Merrill Lynch covering pricing and model development for collections, stress testing, economic capital, retail and wholesale credit risk. Seyhun holds a PhD in Operational Research from University of Central Florida.

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.

Ajeeth is the U.S. Head of Model Risk Management for Scotiabank. Prior to joining Scotia in 2018, Ajeeth led the U.S. Regulatory Risk function at Credit Suisse. He previously built out the Model Risk function at Mitsubishi’s UFJ Trust and Banking Corporation and began his career in Finance at Lehman Brothers.

Ajeeth earned an MBA from the Ross School of Business at the University of Michigan and holds a B.S. in Computer Engineering from Carnegie-Mellon University.

Katherine Taylor is a quantitative analyst who specializes in the applications of advanced analytics in financial services and risk management. Her main area of interest is the adaptation of machine learning methods in financial risk management, considering the analytics advantages as well as the practical hurdles. Katherine is active in the field of machine learning model interpretability and model governance, particularly as it concerns financial institutions. Katherine holds degrees in economics, political science, and financial mathematics.

Peng Wu is heading the Model Risk Function at PayPal, where he has global responsibilities to manage models risks in ML/AI applications, financial models, and credit underwriting models. Before joining PayPal, he was Senior Vice President 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.

Katherine Zhang is a MD and the head of Integrated Analytics Team at State Street. She is currently leading this centralized analytic team within ERM & Compliance to provide either quantitative analysis or model development services to all business units, and led the model validation team for three years after she joined State Street in 2015.
Prior to joining State Street, Katherine Zhang has 20+ years of experience in model risk management, either model development or model validation to support Basel II compliance, regulatory and economic capital, stress testing, allowance and pricing, and underwriting and equity/derivative trading experience in the early career. She worked for JPMorgan Chase and GE Capital before. Katherine Zhang is a graduate of University of Chicago with a MBA with concentration in analytics.

Oscar is currently the Head of Global Risk Model Validations at BNP Paribas USA. He has more than 10 year experience in the financial industry. First, he started his career with the risk neutral models for IRFX derivatives in Tokyo. Then, he moved to the market and counterparty risk models, first in London and then in Brussels. For his current role, he came to the US in 2016. His long-term engagement in the risk management across regions has led him to an extensive coverage of the trading risk management, capital regulations and model risk management principles.
Oscar, FRM holder, has a master’s degree from the French school – Mines ParisTech in the quantitative finance and executive engineering, on top of his degrees from the university Paris Sciences and Lettres.

Simone  leads the financial services sector team at Eigen, providing subject matter expertise, user experience feedback and guiding the development of the firm’s NLP product. Simone is an expert on how advanced technology can be applied at scale within the front, mid, and back offices of FS institutions. Prior to joining Eigen, Simone was a consultant for Monitor Deloitte specialising in FS, TMT, and healthcare. She has also previously worked for McKinsey & Company and the European Commission. Simone holds a PhD from the LSE in International Relations focusing on international trade finance, and investment in emerging markets.

Mark Cabana is the head of US Short Rates Strategy at BofA Merrill Lynch 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. He has been with the firm and in this role since 2015.
Before joining the firm, Cabana worked as an officer in the Markets Group at the Federal Reserve Bank of New York, which he joined in January 2007, analyzing global macroeconomic conditions and financial markets. Prior to that role, he was a senior trader/analyst on the Fed’s Treasury Market Policy staff.
Cabana earned a bachelor’s degree in political science and Asian studies at Furman University and a master’s degree from Johns Hopkins University in international relations. He is a CFA charterholder.

Chris  Ekonomidis will be presenting will be presenting at Risk Americas 2020.

Gennadiy Goldberg is a US Rates Strategist at TD Securities, conducting research and providing market commentary on interest rates and the US economy. Gennadiy focuses on Treasuries, swaps, TIPS, supranationals and agencies, as well as the SOFR transition. Prior to joining TD in 2012, Gennadiy worked as a Fixed Income Strategist at independent research firm Continuum Economics (formerly 4Cast Inc), concentrating on trade idea generation in the US interest rate space. In addition, Gennadiy contributed to the firm’s Federal Reserve outlook and provided insight on the US budget and Treasury issuance dynamics.

Chris is responsible for SIFMA’s securitization advocacy and other activities related to housing and securitization. SIFMA has a special focus on agency MBS markets and maintains a collection of market standards and trading practices governing the TBA market. For the last few years, primary mandates in this area have been regulatory reform, the implementation of a single security for TBA trading, FINRA 4210 margin requirements, securitization capital requirements, and the broader world of GSE/housing finance reform.

In the fall of 2018 Chris took over SIFMA’s corporate credit activities in addition to the securitization responsibilities. This includes issues such as fixed income market structure and execution of SIFMA’s Insurance and Risk-Linked Securities Conference.

He is also the primary staffer for SIFMA’s activities related to LIBOR and the transition to alternative reference rates in the US and participates on the Federal Reserve’s Alternative Reference Rates Committee and a number of its subcommittees.

He also helps to coordinate SIFMA’s activities related to fintech.

Chris joined the Bond Market Association (predecessor to SIFMA) in 2005 as the analyst for the MBS and Securitized Products Division. He became head of the Securitization Group in 2013. Prior to joining SIFMA, he was an accountant in the Retail Securitization Accounting and Investor Reporting group at JPMorgan Chase & Co., and was responsible for investor reporting and other administration of auto, student loan, and mortgage securitization transactions.

Chris holds Bachelor’s Degrees in Economics and Government from Franklin and Marshall College.

Priya Misra is head of Global Rates Strategy at TD Securities. Based in New York, Priya is responsible for the US and global interest rate markets and provides investment advice for clients. She ranked in the top three for U.S. Governments Strategy and Federal Agency Debt Strategy in Institutional Investor’s All-America Fixed Income Research team surveys in 2014 and 2015 and from 2003 to 2008. Priya joined TD Securities in September 2015. Prior to this she ran US rates strategy research at BofA Merrill Lynch for 6 years. From 2001 to 2008, she worked at Lehman Brothers as an interest rate strategist, at Barclays Capital as a mortgage strategist and at Nomura Securities, where she was head of U.S. rates strategy. Priya graduated from the Lady Sri Ram College, University of Delhi, with a bachelor’s degree in economics. She has a postgraduate diploma in management, majoring in finance, from the Indian Institute of Management, Bangalore, India.

Alexis Pederson is Senior Company Counsel in the Wells Fargo Legal Department where she leads a team of attorneys responsible for providing counsel to the company-wide LIBOR Transition Office, a program office established to develop and direct a coordinated strategy to transition numerous LIBOR-linked Wells Fargo products and processes to new benchmarks. Alexis represents Wells Fargo on the Alternative Reference Rates Committee (ARRC) and a number of the ARRC’s working groups, as well as other industry working groups focused on benchmark reform.

Alexis joined the company in 2006 and most recently served as Capital Markets Counsel in the Derivatives & FX Section of the Legal Department where her primary responsibilities included support of the swap dealer business on regulatory and transactional matters. She is a graduate of the University of Pennsylvania Law School and Cornell University. She is a member of the New York Bar and is based in New York City.

Tess Virmani is Associate General Counsel & Executive Vice President, Public Policy of the Loan Syndications and Trading Association (LSTA).

Tess focuses on developing market standards and maintaining LSTA documentation. She also leads the LSTA’s sustainable finance and ESG efforts. In addition, Tess participates in the LSTA’s policy initiatives, including market advocacy and spearheading industry solutions to market developments, such as the transition to replacement benchmarks.

Prior to joining the LSTA, Tess practiced as a finance attorney at Skadden, Arps, Slate, Meagher & Flom LLP in New York. She received a B.S. in International Politics from the Walsh School of Foreign Service at Georgetown University and a J.D. from Fordham University School of Law. She is admitted as an attorney in New York.

Tom Wipf is Vice Chairman of Institutional Securities.
Tom is responsible for Morgan Stanley’s transition efforts to alternative reference rates to replace LIBOR through the firm’s Global LIBOR Transition Steering Committee. This group, spanning ISG, Wealth Management and Investment Management, will ensure that all businesses and infrastructure organizations have a consistent set of Firm-level guidelines, their own transition plans and accountability for transition readiness before year-end 2021.

Additionally, Tom leads the firm’s Global Business Continuity Management Organization, which is responsible for strategic planning and risk management for potential cyber and physical disruptions.. He is a member of the firm’s Securities Operating Committee, Risk Management Committee and Asset/ Liability Management Committee.

Prior to being named Vice Chairman, Tom was the Global Head of the Bank Resource Management Division where he was responsible for the firm’s secured funding, securities lending, global hedging and collateral management activities. Beginning his career in the industry in 1977, Tom joined Morgan Stanley in 1986 and has been engaged in the Firm’s funding, collateral and hedging activities throughout his career at the firm. Based in New York, Tom has also completed multi-year assignments in Morgan Stanley’s London and Tokyo offices.

In April, 2019, Tom was named Chair of the Alternative Reference Rates Committee (ARRC) by the Federal Reserve Board. The ARRC is a group of private-market participants convened to help ensure a successful transition from USD LIBOR to a more robust reference rate.

Tom was appointed Chair of the US Commodity Futures Trading Commission’s Market Risk Advisory Committee (MRAC) Interest Rate Benchmark Reform Subcommittee in October, 2018.

Tom served as Chair of the Treasury Market Practices Group (TMPG) until May 2019. The TMPG is sponsored by the New York Federal Reserve and is an industry group committed to supporting the integrity and efficiency of the U.S. Treasury and Agency Mortgage Securities Markets. Tom serves on the board of directors of International Swaps and Derivatives Association, Inc. (ISDA). Tom was appointed to the Alternative Reference Rate Committee, sponsored by the Board of Governors of the Federal Reserve in 2014. Tom previously served on the Financial Research Advisory Committee to the US Treasury Office of Financial Research from 2012 to 2017.

Yes, the Center for Financial Professionals are happy to discuss speaking opportunities at the Risk Americas Convention. For further information on this please contact alice.kelly@cefpro.com or call us on +1 888 677 7007.

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

There are ample opportunities for networking and interaction throughout the virtual Convention, such as

• Roundtables
• Virtual networking capabilities
• Virtual business cards (you will be in control of what information is visible)

You have the option to attend either the whole event or just one session. Throughout the four day virtual gathering you can log in and out where necessary. You will need to pre-register for the gathering on our registration page.

After the virtual event we will create a post-event website where you can access some of the materials. The sharing of presentational material is subject to speaker approval.

Yes, our technology developers recommend to use Google Chrome for the best experience.

Yes there are plenty of opportunities for the Center for Financial Professionals to share thought-leadership to the attendees of  Risk Americas Convention 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 Convention. Visit the Sponsor tab for further information or contact sales@cefpro.com / +1 888 677 7007 . Risk Insights Feature your content on our Risk Insights website and supporting Risk Insights monthly newsletter.

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 more flexible with what we can offer however, we usually offer:

• Provide a discounted rate to attend
• Place your logo and profile on the Convention website
• Place your logo on the Convention brochure
• Place your logo on promotional content where applicable
• Distribute your media/marketing at the Convention
• Promote through social media channels

To discuss this further please contact amy.greene@cefpro.com or call +1 888 677 7007