9th Annual Risk Americas 2020

Michael Alix is Americas Chief Risk Officer for UBS, where he oversees credit, market, liquidity, compliance and operational risks of UBS Group’s US branches and subsidiaries.

Prior to joining UBS in 2018, he was leader of the Financial Services Advisory Risk Practice for PwC, where he advised major financial services firms on risk and regulatory matters, including risk governance and capital and liquidity stress testing.

From 2008 through 2014, he was a senior officer at the Federal Reserve Bank of New York, where he helped manage the FRBNY’s crisis-driven credit exposures, led the risk supervision organization, and served on senior policy and governance committees.

He also served in a variety of senior risk management roles in the financial services industry, including at Bear Stearns, Merrill Lynch, and Irving Trust Company.

He holds a BA in economics from Duke University and an MBA in finance from the Wharton School of the University of Pennsylvania.

Bill Coen served as Secretary General of the Basel Committee on Banking Supervision from 2014 to 2019. The Basel Committee is the international group of central bankers and banking supervisors responsible for setting global banking standards.

As Secretary General, Bill directed the work of the Basel Committee and managed its Secretariat. He served as chair of the Basel Committee’s Policy Development Group, which was responsible for developing and recommending the Basel III post-crisis reforms for endorsement by the Basel Committee and its governing body – the Group of Central Bank Governors and Heads of Supervision (GHOS). He also chaired the Committee’s Task Force on Corporate Governance and the Coherence and Calibration Task Force. Prior to his appointment as Secretary General, Bill served as Deputy Secretary General.

Appointed to that role in 2007, he managed the daily activities and workstreams of the Committee and its Secretariat. His specific responsibilities as Deputy Secretary General focused on the Committee’s response to the financial crisis, including the coordination of the Committee’s various Basel III policy initiatives.

Bill joined the Basel Committee’s Secretariat in 1999 from the Board of Governors of the Federal Reserve System in Washington DC. During his career at the Federal Reserve, he worked in areas related to banking policy, supervision and licensing. Before joining the Federal Reserve, he was a bank examiner for the US Office of the Comptroller of the Currency. Bill began his career as a credit officer of a New York City-based bank, where he served as an Assistant Vice President responsible for consumer credit and retail mortgage lending.

Bill is a member of the board of directors for the Toronto Leadership Centre, an international organization that promotes financial stability and financial inclusion globally by providing practical training to financial sector regulators and supervisors, particularly in emerging markets and low-income countries. He is a member of the Bretton Woods Committee and the IFRS Advisory Council. Bill is a native of New York City and received his Master of Business Administration degree from Fordham University (1991) and Bachelor of Science degree from Manhattan College (1984).

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.

Jacques Longerstaey is the Chief Risk Officer at Nuveen and a member of the TIAA Enterprise Risk Management leadership team. Prior to joining Nuveen, Jacques was the Chief Investment & Model Risk Officer in the Wealth & Investment Management Division of Wells Fargo.

In his over 30 years of experience, he has been the Chief Risk Officer of State Street Global Advisors and Putnam Investments in Boston Prior to joining Putnam in November 2003, Jacques was co-head of the risk management group at Goldman Sachs Asset Management in New York and London. From 1987 to 1998, he held various positions at J.P Morgan and Co. (economist and fixed income researcher for the Benelux, head of the Bond Index Group, developer of the RiskMetrics value-at-risk methodology).

Jacques holds a degree in Economics from the University of Louvain in Belgium. He is a member of the Board of Trustees of GARP (Global Association of Risk Professionals) and chairs the compensation committee. While living in Boston, he was the Honorary Consul of Belgium covering New England.

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.

Doug is an Executive Director in Morgan Stanley’s Legal & Compliance Division. He is responsible for the Firm’s cybersecurity and privacy legal matters. Prior to joining Morgan Stanley, Doug was a director in PwC’s Cybersecurity & Privacy, Financial Crimes and Forensics practices, where he led the Firm’s efforts regarding cybersecurity regulatory change. Before PwC, Doug served as a federal prosecutor in the U.S. Attorney’s Office for the Southern District of New York, where he investigated and prosecuted national security cyber offenses, including economic espionage and national defense and government system intrusions. Prior to joining the bar, Doug was as a software engineer and program manager for Xerox’s Palo Alto Research Center, Microsoft and Hewlett Packard.

Doug is a 2015 recipient of the Attorney General’s John Marshal Award, the highest attorney honor granted by the Department of Justice, and a 2013 recipient of the Federal Law Enforcement Foundation’s Prosecutor of the Year award.

He is an Adjunct Professor of Law at Fordham, where he teaches a course on computer crimes and received a Bachelor’s in Symbolic Systems and a Master’s in Linguistics from Stanford University, and a Juris Doctor, cum laude, from Harvard Law School.

James is Lecturer-in-Discipline, ERM at Columbia University’s School of Professional Studies in the Enterprise Risk Management program. Bone is a risk researcher and author of Cognitive Hack: The New Battleground in Cybersecurity…. the Human Mind and creator of the first cognitive risk framework for Cybersecurity and Enterprise Risk Management.

Bone has served in numerous senior risk positions including Fidelity Investments, Department of Treasure/Freddie Mac, Liberty Mutual and consultant to professional organizations on GRC risk technology and enterprise risk programs.

Bone graduated Drury University with a B.A. in Business Administration, Boston University with Ed.M. in Management and Harvard University with a M.A. in Business Management and Finance.

Mark Frankel will be presenting at the forthcoming Risk Americas Convention.

Michelle Hubertus is a senior risk and capital management executive with over 25 years of experience successfully leading risk management, data governance, regulatory and systems implementation teams and initiatives at multiple global banks.  At present, she is a managing director and heads Risk Data Management and Innovation in the Americas at Deutsche Bank.   Michelle holds an MBA in finance from the Stern School of Business and an AB from Lafayette College in economics and international affairs.  In a personal capacity, she serves as a National Board Member of Hadassah and is married with three children.

Joshua Kotok is the Chief Risk and Compliance Officer at First Savings Mortgage Corporation. Joshua is an accomplished executive with demonstrated performance in leading operational and technology risk management and compliance initiatives. In addition, Joshua has identified and assessed operational and information technology risk from the regulatory and audit perspectives.

Prior to joining First Savings Mortgage Corporation, Joshua was the lead examiner for ongoing monitoring and targeted examinations of Freddie Mac’s Operational Risk program for the Federal Housing Finance Agency (FHFA). Joshua also served as the Senior Manager of Operational and Technology Risk for the Making Home Affordable program where he led the development of the ORM framework and all supporting components. Joshua also has prior experience as a Big Four management consultant where he led several engagements for Financial Services clients specializing in operational, technology and compliance risk reviews, governance and supporting technology implementation (GRC).
Joshua holds a Bachelor of Science degree in Information Systems from Florida State University. Joshua is a Certified Fraud Examiner (CFE) as well as a Certified Information Systems Auditor (CISA). In addition, Joshua has held numerous industry association board positions including serving as the President and Education Director of the ISACA South Florida chapter and Vice President of the iCoast CIO council. Joshua is also a past presenter for the Global Association of Risk Professionals (GARP) and the Operational Risk North America conferences.

Manoj Kulkarni will be presenting at the forthcoming Risk Americas Convention.

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.

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.

Murad is the global head of the Risk Informatics group at Goldman Sachs. Before that, Murad was the global head of Market Risk Analytics and Reporting as well as Market Risk Core Technology, responsible for calculating and reporting firm-wide market risk and capital metrics. In previous roles, also at Goldman Sachs, he managed the Market Risk Modelling team in the Americas driving the development of Market Risk, CCAR and Capital models, he also managed the Corporate Treasury Modelling team developing models of Liquidity risk. He joined Goldman Sachs in 2005 as an associate in Market Risk Technology. Murad was named managing director in 2017.

Previously, Murad worked as a research scientist in Computational Biology at Howard Hughes Medical Institute and Columbia University in New York where he used physical and statistical models as well as machine learning techniques to predict the function of proteins and the manner in which they interact with drugs.

Murad earned an MD from Damascus University in 1990, a PhD in Biophysics from Washington University in St. Louis in 1997, and a Masters in Mathematical Finance from the Courant Institute, NYU in 2016.

Manan N. Rawal, EVP and Head of Model Risk Management of HNAH since September 2017.  He joined HSBC in 2008 and has held positions in client risk management, market risk, and stress testing.  Prior to joining HSBC in 2008, Mr. Rawal has held trading and asset management roles at DKR Capital, Advent Capital, Swiss Re and Deutsche Bank spanning a period from 1994 – 2007.

He has an international executive MBA (Trium – HEC Paris, NYU, and the London School of Economics), M.Sc. in Economics (London School of Economics) and a B.S. in Finance from the Wharton School (University of Pennsylvania). He is also an adjunct faculty member of the New York Institute of Finance (https://www.nyif.com/).

His interests include thinking about the impact of technology / data / analytics on society, wine, traveling, and focusing on the positive.

Gurraj Singh Sangha will be presenting at the forthcoming Risk Americas Convention.

Currently, I am the Global CEO at Mirai Advisory, responsible for all of the operations in the USA, LATAM, and Europe.
Mirai is a niche consulting firm focused primarily in Balance Sheet Management -ALM, Liquidity, FTP, Capital, etc. We have been designing and developing End-to-End solutions across the globe for the past 5 years with great success. In 2016 we decided it was time to drive an evolutionary leap within our areas of expertise and decided to develop a new generation tool. Our goal was to get the most out of the current technologies through the other companies of our group -BI Geek and Tadaima Studio- in a way that would really create a huge step in ALM. MAT is based in real-world experience, in what our clients and ourselves have wanted or dreamed of, it doesn’t come only from a lab.

Azlina Wetmore heads the Policy & Innovation function for Capital One’s Commercial Bank and is currently spearheading efforts to simplify credit policy, leveraging on
technology where possible. She is also responsible for governance as well as regulatory and assurance matters for Commercial Credit Risk Management.

Azlina started out her career as a lawyer and regulator before turning to product and business development. Her experience delivering change within varying regulatory environments in Europe, Asia and the US has led to management roles covering Operational, Enterprise and Credit Risks.

Azlina is passionate about driving transformation that optimizes business value, building motivated teams, volunteering and giving back to the community.

She earned her Master of Commercial Law from Cambridge University and completed her undergraduate studies, also in law, in Warwick University. Azlina has also been called to the Bar of England & Wales.

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.

Paul Barkan will be presenting at the forthcoming Risk Americas Convention.

Responsible for overall supervision and management of the Market, Liquidity and Operational Risk management function at the Intesa Sanpaolo New York Branch . Clarice’s expertise is also on Valuations of securities (for Liquidity purposes as well) and complex derivatives mainly due to her quantitative mathematical background. Senior level Risk Management Manager, with more than 20 years of experience in the Banking industry. Moreover Clarice’s expertise is also on designing and improving Risk Management frameworks. Prior to moving to the Intesa Sanpaolo New York Branch, she was in charge of the Financial Valuation and Risk management of the Structured Credit Portfolio for Intesa Sanpaolo Group in Head Office (Milan).

Richard Cech will be presenting at the forthcoming Risk Americas Convention

Kelley Chamberlain is a member of Wells Fargo’s Global Financial Crimes Intelligence Group where she covers matters relating to cyber-enabled financial crimes. Prior to joining Wells Fargo, Ms. Chamberlain was an Associate at Booz Allen Hamilton supporting cyber threat intelligence, financial intelligence, and open source intelligence endeavors. Ms. Chamberlain is a veteran of the United States Marine Corps, and has held FINRA Series 7 and Series 66, and COMPTIA Security+ certification.

Rajeev (Raj) Davé has over 20 years of Compliance, Information Security, Operational Risk and Financial/IT Audit experience.

Currently, Davé is the Americas Head of Surveillance at Barclays based in New York City. His work is focused on managing functions and compliance risks across E-Communication, Trade and Control Room activities supporting Barclays businesses across the Americas region.

Previously, Davé spent almost 9 years as a VP working in Compliance and Internal Audit with Goldman Sachs in the Chicago, Salt Lake City, New York and Bangalore, India offices. He also spent almost 5 years at the Bank of Montreal Group of Companies in Operational Risk and IT Audit and almost 2 years with KPMG in their Information Risk Management practice. He also practiced risk management at an internet startup venture early in his career and is very interested in researching and deploying enterprise risk techniques to disruptive and emerging technology-centric organizations. Over the course of his career, Davé has developed and delivered live risk management training to over 10,000 individuals on 5 continents.

He thoroughly enjoys classroom engagement with students and is an avid believer in bringing, where applicable, real-life examples into the classroom to enhance group discussions and learning.

Davé is a registered Certified Public Accountant in the state of Illinois (Inactive) status.

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 .

Supervisory Special Agent Milan R Kosanovich has worked for the FBI for over eleven 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, Germany, France 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.

Julia Lo is a Director in Internal Audit at the Prudential Financial Inc. specializing in Enterprise and Investment Risk. She has over 15 years of banking and insurance risk management experience, as well as risk advisory experience focused on driving cross-functional risk collaboration in the financial services industry. In her current role, Julia evaluates Prudential’s risk and investment practices, including enhancements to the Company’s principal risk frameworks, policies and risk reporting. Prior to joining Prudential, Julia served as the Chief of Staff to the Americas Chief Risk Officer, and as a credit officer covering North American Financial Institutions at Standard Chartered Bank. Julia holds an M.B.A. specializing in Financial Analytics, Finance and Marketing from NYU Stern School of Business, and a bachelor’s degree from Boston University.

Arindam Majumdar is the Managing Director of ERM at Bank OZK in Little Rock where he manages the Bank’s Risk Appetite, Top-Down Risk Identification and the Risk Analytics function for the Bank. Arindam previously worked at Discover Financial Services in Chicago. At Discover, Arindam was a key member of the Risk team, helping the institution establish its Enterprise Risk Management practice and Capital Stress Testing program. Arindam has a Bachelor’s degree in Instrumentation Engineering from Jadavpur University, India, an MBA from University of Iowa, a Master’s Degree in Banking and Leadership from Wharton and Risk Certification for Corporate Leaders from Harvard Business School. Arindam is also a twice-published author in the Risk Management Association (RMA) Journal, where he has penned his thought on Risk Identification and Risk Aggregation.

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.

Mr. McIntosh joined CIBC in Toronto, Canada in 2006 and currently works and resides in Chicago where he leads CIBC’s enterprise risk programs for the US region including risk identification, risk appetite and reporting, resolution planning, and risk governance. He previously worked in CIBC’s New York office leading CIBC’s implementation of Enhanced Prudential Standards. In 2016, he spearheaded the creation and implementation of CIBC’s US Region risk identification program. Prior to moving to New York, Mr. McIntosh was a credit risk manager in CIBC’s Canadian large corporate lending business.

Melissa Mellen is an Officer within Procurement Value Management, leading the Policy, Analytics, & Vendor Strategy department. In this capacity, Melissa is responsible for overseeing Procurement Policy related compliance, and advisory client driven services. She also manages the Federal Reserve Bank of New York’s Vendor Management, and Supplier Diversity Program.

Prior to joining the Federal Reserve Bank of New York, Ms. Mellen spent over ten years in the private sector, focused on Procurement, Supplier Diversity and Vendor Risk Management for firms such as: MUFG Union Bank, JP Morgan Chase, OppenheimerFunds, and Mizuho Bank, Ltd.

Ms. Mellen received her Bachelor’s degree in Philosophy from SUNY Albany, and also holds a MBA with a concentration in Risk Management from Saint Peter’s University. She recently earned a Professional Certificate in Diversity & Inclusion from Cornell University. Melissa is currently a Doctoral Candidate at Pace University, with a focus in Business Management.

Nison Nagdimov is a Senior Operational Risk Manager at Citi overseeing the operational risk framework across the U.S. Retail Bank and Mortgage businesses. In his prior role at Citi, he managed operational risk in the Institutional Clients Group globally. He has also previously worked at HSBC U.S. Private Bank and led the identification and management of operational risk for the investment services, insurance, custody, and trust businesses. In this role, he was responsible for assessing plausible risk events, overall control environment effectiveness, and inherent and residual risks related to regulatory compliance, financial crimes, information and cybersecurity, employment practices, tax, legal, operations, safety and infrastructure, and fraud. His other prior experiences have spanned across several roles in project management, finance, and accounting. Nison is a Certified Anti-Money Laundering Specialist (ACAMS) and is an active member of the Association of Certified Anti-Money Laundering Specialists.

Jeremy has over ten years of experience and expertise in the financial services and legal sectors, and is currently a Vice President and the Director of Governance in the Corporate Third Party Risk Management group at U.S. Bank.

Jeremy is responsible for overseeing various functions and teams within the centralized, enterprise TPRM Program, including quality assurance, policy and audit/exam management, fourth party risk, joint venture/strategic alliance risk, merger and acquisition operational risk, and enterprise RCSA third party risk. Jeremy graduated with an Economics degree from the University of Minnesota and a Juris Doctor from the William Mitchell College of Law in St. Paul, MN. Prior to U.S. Bank, Jeremy worked for a legal publishing company and subsequently clerked for a District Court Judge in Hennepin County, MN.

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 modelling, 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 active with Diversity & Inclusion initiatives at Arvest Bank and served as Co-Chairman for Our Corps, TIAA Bank’s Veterans-based employee resource group.

Jack is a Senior Vice President and the US Head of Operational Risk Policy, Framework, Capital, and Stress Testing at HSBC. He is responsible for designing and implementing the Operational Risk Management Framework in the US and manages the firm’s Operational Risk CCAR and scenario analysis programs. Jack also leads the oversight of other second line of defense teams in the US.

Prior to his current role, Jack was the Head of Business Risk and Control for HSBC’s Private Bank, where he implemented a first line risk management program and managed risk and control teams across the US and Latin America. Jack has also held Operational Risk advisory roles at HSBC.

Before joining HSBC, Jack was an internal auditor at the Bank of Tokyo-Mitsubishi and Fidelity Investments. Jack earned his degree in Accounting from the University of Massachusetts, Amherst.

Tom Wells will be presenting at the forthcoming Risk Americas Convention.

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).

Malik is a VP and Head of Audit for Capital Markets, Private Equity and Infrastructure and Ventures at OMERS. Malik has over 15 years of experience having started with Citibank as the Head of Product Control, CFO with Citibank in 2005. Since then he has enjoyed a varied career path including Controller, CFO at Credit Suisse Singapore, Credit Flow and Structured Credit. Malik immigrated to Canada in 2010 and joined the Canadian Imperial Bank of Commerce as a Senior Director, Audit, where he is responsible for Capital Markets, Risk, Treasury, and Finance.

Having worked with large global financial institutions across several countries in Asia Pacific, Middle East & Africa during the last 15 years, Malik brings a wealth of knowledge and global perspective around governance, risk finance, and controls. Malik believes that the work he does in audit & finance cut across many functions and is complex, often requiring effective listening & analytical skills to give sound advice and fulsome assessment.

A CFA Chartered Holder and as Associate CPA CA, Canada, Malik has also served as a Chair of Finance and Accounting Professional Alliance and supports global charities in Asia and Africa for poverty elimination and sustainable living.

Tom Braun will be presenting at the forthcoming Risk Americas Convention.

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.

Ms. Chang is the Chief Risk and Operations Officer at Angel Oak Capital Advisors where she oversees all risk management and operations efforts for the firm. She chairs the firm’s Risk Management Committee and Valuation Committee, as well as serves as the secretary of the Investment Committee and Angel Oak Fund Trust.

Ms. Chang has over 15 years of experience with both buy-side and sell-side firms. Prior to joining Angel Oak, Ms. Chang spent over a decade at Wells Fargo, Evergreen Investments, and legacy Wachovia Securities across various risk management and investment research functions.
Ms. Chang holds a B.A. degree in Finance from Wuhan University and an M.B.A from College of William and Mary, where she graduated with distinction, Beta Gamma Sigma. She holds the Chartered Financial Analyst (CFA), the Financial Risk Manager (FRM), and the Chartered Alternative Investment Analyst (CAIA) designation.

Andrew is a liquidity risk specialist at the Federal Reserve Bank of New York covering a large domestic financial Institution in the Second District. He also participates in the Comprehensive Liquidity Assessment and Review (CLAR) program. Andrew joined the Federal Reserve in 2011 after 20+ years in various treasury positions at a large domestic financial institution. He holds a Masters in Economics from the University of New South Wales and Masters of Applied Finance from Macquarie University as well as Chartered Financial Analyst (CFA) and Financial Risk Manager (FRM) designations.

Chris Ekonomidis is a Director at BNY Mellon focusing on the enterprise transition away from Libor.  He has over 15 years of experience supporting financial market structure reforms and transformation efforts across fixed income, equities and derivatives.  He worked at consultancies including Sapient Global Markets and EY where he managed risks to drive innovative strategies and improve business performance.

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.

Capital One Financial Risk Executive:

• Managing VP of Corporate Audit & Credit Review Services
• Oversight of over 100 Audit and Risk Professionals
• Lead Independent Assessments of Regulatory Remediation Activities and Project Duros (Capital One Companywide Consent Order in 2003)
• Supported Implementation of first Enterprise Risk Management Program
• Lead Independent Assessments of Bank Acquisitions & Integration Activities

SunTrust Bank Strategic Financial Officer (SFO):

• Strategic Financial Strategy, Retail Operations, Strategic Cost Management

American Association of Bank Directors (AABD)

• Risk-Reward Committee Co-Chair
• Faculty Member – Institute of Bank Director Education
• Former Faculty Professor – Virginia Bankers School, University of Virginia
• Taught Risk Governance & Enterprise Risk Management
• Bank Director Risk Training – Board Members & State Banking Associations

Educational Background:

• BBA – Accounting and Information Systems – University of Wisconsin
• MBA – Business – University of Richmond
• Executive Development Program, Wharton School, University of Pennsylvania
• CRP – Certified Risk Professional

Fred Han will be presenting at the forthcoming Risk Americas Convention.

Mike is a Portfolio Manager on the $265 Billion TIAA General Account investment portfolio. His responsibilities include portfolio management, asset allocation, derivatives/hedging strategies, portfolio ALM and liquidity management.

Before joining TIAA, Mike was Director of Investment Risk Management at Genworth Financial where he was responsible for asset/liability management, derivatives risk oversight and counterparty credit risk. Previously at Genworth, he was a Senior Derivative Trader where he managed and traded the derivatives portfolio and developed hedging strategies. Prior to joining Genworth, Mike worked at Principal Financial Group where he managed a portfolio of structured products and derivatives. Earlier in his career, Mike worked in treasury and finance at BBVA/Compass Bank.

Mike holds a bachelors in industrial engineering from University of Michigan and an MBA in finance from University of Illinois. He is a CFA Charterholder and a Professional Risk Manager (PRM).

Robert Jarrow is Professor of Finance at Cornell University and director of research at Kamakura Corporation. He is a co-creator of the Heath-Jarrow-Morton (HJM) model for pricing interest rate derivatives, the reduced form credit risk model for pricing credit derivatives, and the forward price martingale measure. His awards include the 1997 IAFE/SunGard Financial Engineer of the Year and Risk Magazine’s 2009 Lifetime Achievement Award. He is an IAFE senior fellow, and a member of the Fixed Income Analysts Society Hall of Fame and Risk Magazine’s 50-member Hall of Fame. He has published seven books and over 200 academic articles.

Vivek has created stochastic descriptions of markets that are empirically driven and connected to market agent-behavior. The irreducible and highly asymmetric risks associated with options are quantified by his work. This enables assessing opportunities in the option markets and a palette to design strategies in search of risk-controlled yield and carry-controlled tail-risk opportunity.

Vivek received a Doctor of Science degree from MIT and was subsequently a Post-Doctoral Researcher at Stanford University. Prior to starting his career in Financial Markets in 2000, he was a Faculty Member at Purdue and Georgia Tech. Vivek has led the Volaris team since 2012.

Attila Kerényi, Managing Director, is the Head Financial Risk Management of Swiss Re Group and Chief Risk Officer for Asset Management. Mr. Kerényi leads a global team that is responsible for the oversight of all financial risk exposures from investment, underwriting, transaction and corporate finance activities, as well as financial model validation and independent price verification. Prior to taking on this role, Mr. Kerényi oversaw the execution of Swiss Re’s investment strategy across externally managed fixed income, equities and alternative investments mandates, covering USD 35bn in AUM. Prior to his move to New York in 2008, Mr. Kerényi held various positions in Switzerland and Spain, including as Head Executive Office Asset Management, Senior Manager Group Corporate Strategy and as Property & Casualty Reinsurance Treaty Underwriter. Mr. Kerényi holds a Master of Science degree from the University of Zurich. He is a graduate of the Harvard Business School Advanced Management Program and a CFA Charterholder.

Spencer Langston is the Derivatives Lead for the LIBOR Transition Office (LTO), a position he has held since May 2018.

The LTO is charged with developing and directing the execution of a coordinated strategy to transition the numerous LIBOR-based products and processes across Wells Fargo to alternative reference rates. Among other things, the LTO is responsible for ensuring that Wells Fargo is appropriately represented on industry groups and regulatory committees related to LIBOR transition, communicating clearly and proactively with customers and other stakeholders, and managing the accounting, financial, legal and operational risks related to the transition. The Derivatives Lead for the LTO develops and executes a coordinated strategy to transition the numerous LIBOR based hedging product and processes to the Secured Overnight Financing Rate (SOFR) and the other global alternative rates.

Spencer has over 20 years of experience in banking and capital markets.  Immediately prior to working in the LTO, he structured and marketed interest rate derivative products to various financial institutions as a member of Wells Fargo’s Macro group within the Corporate and Investment Bank.  Prior to that, Mr. Langston was a banker in Wells Fargo’s Asset Backed Finance & Securitization group.   Spencer joined Wells Fargo in 1998.

He was awarded a bachelor’s degree from Carleton College and a Master of Business Administration from the University of North Carolina Chapel Hill.  Mr. Langston also has held a CFA charter.  Spencer is a math tutor in high-poverty elementary schools.

Spencer is based in Charlotte.

Julia Litvinova is a Managing Director and Head of Model Validation at State Street. In this role Julia is responsible for supervising validation of a broad range of models including models used for credit, market and liquidity risks, regulatory capital, valuation, asset and investment management.
Prior to joining State Street, Julia obtained extensive consulting experience at the Brattle Group, the economic litigation consulting company. She specialized in the application of finance, risk management and taxation to a variety of consulting and litigation settings. She received her Ph.D. in Economics from Duke University, M.A. in Economics from New Economics School and M.S. in Mathematics from Moscow State University.

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.

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 is Vice President and head of CECL/CCAR Model Implementation and Analytics at US Bank since 2016, where he manages implementation, production execution, performance monitoring and analytics of credit risk models, stress testing, CCAR/DFAST and CECL models. With 19 years’ experience in building, implementing, validating and monitoring behavioural models using advanced econometric techniques, focused on Allowance, CCAR, Stress testing, IFRS9, CECL, Credit Risk for Commercial and Retail products.

Prior to working at U.S. Bancorp, Julio was CECL/IFRS9 Solution Management Lead in the Risk Research and Quantitative Solutions Division at SAS. Prior to SAS, Julio was Vice President of Model Risk Management/ Model Validation at TCF Bank. He also held other management positions at Ally Bank and General Motors Acceptance Corporation in the areas of Model Validation, Model Development, Model Implementation and Credit Risk.

John Schiavetta is Deputy Chief Risk Office for AB, overseeing aspects of risk management to ensure that risks being taken are well understood and appropriately managed.  Schiavetta joined AB in 2008 as Director of Risk Management with responsibilities for Fixed Income Risk, Liquidity Risk, Counterparty Risk and Valuation.  Previously, he 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, Schiavetta was product manager at the pension-consulting firm CDA Investment Technologies. He began his career at the Dreyfus Corporation. Schiavetta holds a BA in economics from Bates College and is a CFA charterholder. Location: New York

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.

Dajun Tuo will be presenting at the forthcoming Risk Americas Convention.

Donald R. van Deventer founded the Kamakura Corporation in April, 1990 and is currently Chairman and Chief Executive Officer. Dr. van Deventer was senior vice president in the Tokyo investment banking department of Lehman Brothers from 1987 to 1990. From 1982 to 1987, Dr. van Deventer was the treasurer for First Interstate Bancorp in Los Angeles. Dr. van Deventer was a Vice President in the risk management department of Security Pacific National Bank from 1977 to 1982.

The third edition of his newest book, Advanced Financial Risk Management (with Kenji Imai and Mark Mesler) is forthcoming in 2020. Dr. van Deventer completed his Ph.D. in Business Economics from Harvard University in 1977. Dr. van Deventer also holds a degree in mathematics and economics from Occidental College, where he graduated second in his class, summa cum laude, and Phi Beta Kappa.

Roderick Powell is the Head of Model Risk Management at Ameris Bank in Atlanta, Georgia. Prior to joining Ameris, Powell was a Director at KPMG LLP where he specialized in model development, implementation, and validation for financial institutions. He also worked for ten years at Bank of America primarily in Quantitative Finance and Market Risk Management. Powell earned his MBA at Florida State University and is a Certified Financial Risk Manager (“FRM”).

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.

Andreza Barbosa is Global Head of Model Risk Management Governance Team covering policies, procedures and frameworks for all models Firmwide, including management of the Firm’s model inventory. Andreza joined Goldman Sachs in 2016 from ICE Clear Europe in London where she was the Head of the Risk team for interest rates, equities, indices and agricultural products. Prior to that, Andreza was the Head of the Market Risk team at NYSE/LIFFE. She also held positions as Head of Risk for F&O and OTC Clearing at Citigroup and Head of EMEA Risk for FX Prime Brokerage and Rates OTC Clearing at JPMorgan. Andreza holds a Ph.D. in Finance and Risk Management from the ICMA Centre-University of Reading. She wrote her doctoral thesis on hedging with futures and exchange traded funds, and subsequently published several papers, notably in the Journal of Portfolio Management and the Journal of Banking and Finance and a book from her thesis on Exchange Traded Funds. Andreza also holds MSc and MBA degrees from Cass Business School London, and Rio de Janeiro Federal University.

Manuj Gupta will be presenting at the forthcoming Risk Americas Convention.

Michael S Harmon will be presenting at the forthcoming Risk Americas Convention.

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.

Judith Hilton will be presenting at the forthcoming Risk Americas Convention.

Rajesh Kaveti is director at BNY Mellon and is the global head for RISK and Financial Regulatory Reporting Technology. Prior to this. Rajesh was responsible for development of Enterprise Data Lake implementing a single source of truth across the enterprise. He has strong experience in data engineering and has focused extensively on bigdata-based enterprise wide solutions for compliance related projects.

Currently he is focused on developing an advanced analytical platform in the internal cloud to support CECL and CCAR model development using PYTHON and SPARK. This is to remove all UDTs solutions and automate the entire process of data acquisition, model development and execution for CCAR and CECL cycles.

Rajesh has extensive background in engineering and data science. He has worked in financial companies including State Street, Fidelity and Thompson Financial. He has Masters Degree in Engineering from University of Arizona, Tucson and Computer Science from University of Massachusetts, Boston.

Kai-Ching Lin will be presenting at the forthcoming Risk Americas Convention.

Teuku Arckyansyah Meraxa (Arcky) is the Director of Strategic Initiatives & Model Governance for the Global Operational Risk Oversight Group at American Express (AXP). He is responsible for the enterprise-wide model risk management (MRM) governance framework which covers Policies and Procedures, Model Inventory, Model Risk Reporting, and Regulatory Management. He is also the business owner AXP’s MRM Capabilities: Enterprise Model Manager (EMM) which is used by model developers and validators globally to manage model risk workflows. Arcky holds a PhD in Economic Geography and BA/MS in Financial Economics from University at Buffalo, the State University of New York

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.

Heather Russell is a Director in Model Risk Management at Bank of America, responsible for the validation of mortgage models. Prior to joining Bank of America, she developed CCAR models for Retail and Wholesale portfolios at Wells Fargo, including foreign and energy portfolio models. Prior to joining Wells Fargo, Heather was an Associate Director of Quantitative Research at Moody’s Analytics where she served as technical lead for CCAR consulting projects. She also developed the models behind several products including CDS-Implied EDFs, the Qualitative Overlay template, and RiskCalc US Banks. Heather holds a PhD in Mathematics from Harvard University, a Masters in Financial Engineering from UC Berkeley, and a BS from the California Institute of Technology.

Ajeeth Sankaran will be presenting at the forthcoming Risk Americas Convention.

Head of Barclaycard Model Validation team. He has over 12 years of experience in Credit Risk and strong track record in delivering risk management solutions. He has been part of Barclays for over 9 years and in this time has been responsible for delivery of many key regulatory projects across both UK and US. Since 2017 he heads Barclays US Retail Validation team and was responsible in delivery of first successful CCAR submission.  Prior to this role he was based in UK and was responsible for implementation of key regulatory projects including IFRS9 for UK Retail Bank and Basel Model Development

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.

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

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.

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.

Business attire is requested. The Convention is a formal opportunity to network with like-minded professionals and to gain knowledge from the industry’s finest risk management experts.

We offer incentives for ‘early bird’ registrants of the Convention, as outlined on our pricing structure. Registration includes breakfast, refreshment breaks, lunches, full access to the sessions and exhibition area. Presentations from sessions are also available, subject to speaker approval.

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.

Yes. As with all of our events, the Center for Financial Professionals will be providing tea/coffee, breakfast, lunch, and refreshments with snacks during the networking breaks.

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

• Breakfast, lunch and refreshment breaks
• Cocktail reception at the end of the day (Subject to confirmation)
• Q&A, panel discussions and audience participation technology available through the Risk Insights App

Certainly! We are pleased to offer you a 50% discount on the third registration or provide a fifth registration for free. If you would like to register more than five colleagues please contact us on +1 888 677 7007 or email amy.greene@cefpro.com

Please note:

• Registrations must be made at the same time
• Registrations must come from the organisation
• The lowest registration will be discounted

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