Soner is a Principal Director and head of Quantitative Analytics in the Finance & Risk practice at Accenture. Previously, he held executive level positions in leading model development and validation functions in various US banks, FBOs and G-SIBs. He has been a frequent contributor to industry conferences as a speaker. He also holds full-day workshops on credit modelling. Soner received his Ph.D. in Economics from Boston College.

Craig has over 30 years of governance, enterprise risk management, business development, technology and audit experience gained from working with the world’s top institutions (First Data, RBS, Citigroup, J.P. Morgan, Dean Witter, & Merrill Lynch). Currently, Craig is Head of Enterprise Risk Management Strategy at First Data and is also the CEO & Founder of RiskTao, LLC which specialises in Enterprise Risk Management training.

Prior to these roles, Craig was RBS’s Global Head of Operational Risk Systems & Analytics and was responsible for providing strategic direction and oversight. In addition, Craig was Head of Operational Risk Management for RBS – Americas where he was responsible for driving the buildout of Americas ORM practice, Compensation initiative, 2nd line challenge and managing regulatory relationships. In addition, Craig co-chaired the Americas Compliance and Operation Risk Committee and represented ORM on several domestic and international senior risk  committees.

Paul Barkan is Senior Vice President, Chief Risk Officer of Newtown Savings Bank and joined the Bank in 2016. He is responsible for leading the Risk Management, Compliance and Anti-Fraud units and has held various financial-related positions in Compliance and Risk Management during the course of his career.

Mr. Barkan earned a B.A. from Binghamton University in 1990 and a J.D. from American University in 1993. He is currently a member of ACAMS and has extensive experience in project management, data privacy, regulatory compliance, crisis management, AML-KYC due diligence, risk assessments, monitoring and testing, and employee training.

James M. Costa is Chief Risk Officer of TCF Financial Corporation overseeing TCF’s enterprise risk management function. Mr. Costa joined TCF in 2013.

Mr. Costa brings with him 25 years of financial services experience, with 15 years in risk management. He most recently served as Executive Vice President of Risk and Head of Enterprise Portfolio Management at PNC Financial Services Group, Inc. Prior to PNC, Mr. Costa led enterprise credit strategy for Wachovia Corporation.

A graduate of Ohio State University, Mr. Costa holds a BSBA degree in Economics. He further conducted his doctoral studies at the University of Minnesota where he was an adjunct professor of finance and economics.

Federico Galizia, CRO of the Inter-American Development Bank (IDB) since 2015, oversees and maintains the IDB’s capacity to identify, measure and manage financial and operational risk.

Prior to joining the IDB, he served as Head of Risk and Portfolio Management and Chairman of the Investment and Risk Committee at the European Investment Fund in Luxembourg. Before that, he was Deputy Division Chief in the Monetary and Capital Markets Department of the International Monetary Fund in Washington, D.C., and Adviser to the President of the European Investment Bank in Luxembourg.

Federico holds a Ph.D. in Economics from Yale University, and is the editor of “Managing Systemic Exposure: A risk management framework for SIFIs and their markets”, published by Risk.

Ms. Girling is SVP, Chief Risk Officer at Investors Bank. She was previously Chief Business Risk Officer – SVP, at Capital One Commercial Bank. She has over 20 years of experience in the global financial services industry. She is a recognized risk management leader in the industry and was named one of the decade’s “Top Fifty Faces of Operational Risk”.

In addition to authoring two Operational Risk textbooks, she is also an active public speaker on Risk Management topics.

Holding New York Bar and Financial Risk Manager (FRM) qualifications, she was also recognized in 2014 by Working Mother Magazine as one of the top 100 Working Mothers in America. She lives in Montclair, NJ, where she and her husband Joe raised their five daughters.

Ms. Girling received her undergraduate law degree from University of East Anglia, UK, and her PhD in Global Affairs from Rutgers University, USA.

Geoffrey Greener will be presenting at the forthcoming Risk Americas Convention.

Paul A. Marchetti is the Chief Risk Officer and Chief Credit Officer of BankNewport where he has served in this position and a similar position since 2012. Prior to that he served in executive and senior roles at large banking institutions in both Credit, Risk Management & Compliance for several years. Paul started his career as a Federal Bank Examiner. He received an MBA from Bryant University and he holds a bachelor’s degree in business from the University of Rhode Island. Paul also is a Chartered Financial Analyst and Certified Anti Money Laundering Specialist.

Frank Morisano is Chief Risk Officer at the Industrial and Commercial Bank of China (ICBC)
overseeing the operations and legal entities through which the bank operates in the USA.
Before ICBC, he spent over a decade in China leading Financial Services Advisory
practices at Ma Lee Advisory and PwC Consulting. The earlier part of his career was spent
in senior risk management, strategy, M&A, and liquidity management positions at
JPMorgan Chase, Bank of America, Capital G Bank, and General Motors Acceptance
Corporation. He is credit trained from the Chase Manhattan Bank, holds a M.Sc.,
Information Systems, and a B.B.A., Statistics.

Denise Pickett was named President, Global Risk, Banking and Compliance and Chief Risk Officer in February 2018. In this role she is responsible for developing American Express’ risk appetite, ensuring its safety and soundness and maintaining its control and compliance environment. She is a member of the Officers’ Group, which is responsible for developing the company’s strategic direction and determining its key policies.

Previously, Denise served as President of U.S. Consumer Services, American Express, which at the close of 2017, generated 31% of the company’s billings. U.S. Consumer Services includes the company’s U.S. Charge Card and Lending portfolios, the industry-leading Membership Rewards program, as well as the Global Travel & Lifestyle Services group. In this role, she was responsible for leading the creation and management of products, benefits and services that empower consumer Card Members along their journeys by providing great value, rich rewards, unmatched service and protections. During Denise’s tenure, U.S. Consumer Services reached strategic cobrand agreements with Marriott, announced a suite of new cobrand cards with Hilton and finished 2017 with the highest number ever of Platinum Card Members. Lastly, as President of U.S. Consumer Services, she was also a member of the American Express Centurion Bank Board.

Prior to leading U.S. Consumer Services, Denise was President of American Express OPEN, the leading card issuer for small businesses in the U.S. In this role, she was responsible for supporting business owners and entrepreneurs with products and services to help them run and grow their businesses. This included business charge and credit cards that deliver purchasing power, flexibility, rewards and savings on business services from a wide variety of partners. She moved to the United States from Canada to assume the EVP/GM role of Product in 2010. During her five years in OPEN, she also spent several years as a member of the Federal Savings Bank Board.

Denise joined American Express in 1992 and has held a series of senior marketing positions in the consumer, small business, commercial card and US Loyalty divisions. She was also Senior Vice President and Country Manager for American Express Canada, leading the consumer and small business divisions and serving as President and CEO of American Express Bank of Canada, a Schedule II bank.

Currently, Denise sits on the board of directors of the Hudson’s Bay Company, a department store retailer with leading banners including Saks Fifth Avenue, Hudson’s Bay and Galeria Kaufhof. She also plays an active role in the community and the financial services industry, serving as Vice Chair on the board of directors of the United Way of New York City, the Vice Chair on the Card Policy Council of the American Bankers Association and as a member of the Dean’s Advisory Council for the Schulich School of Business in Toronto, Canada. She is also the former Chair of the Canadian Marketing Association (CMA).

Denise holds an MBA in marketing from the Schulich School of Business at York University and earned her Honours BA in Human Biology and Physiology from the University of Toronto.

Joshua Rosenberg is executive vice president, chief risk officer and head of the Risk Group. Mr. Rosenberg oversees the Bank’s risk management framework including its approaches to operational, financial and enterprise risk. Mr. Rosenberg also serves on the Bank’s Management Committee and chairs the Bank’s Risk Subcommittee.
Mr. Rosenberg joined the Bank in 2001 as a research economist.  In 2009, he moved to the Risk Group and established and led the risk analytics function. In 2015, Mr. Rosenberg established and then served as the head of the Risk Group’s enterprise risk management function. During the financial crisis, Mr. Rosenberg contributed to the development and implementation of lending programs including the Term Asset-Backed Securities Loan Facility and the Commercial Paper Funding Facility.
Prior to joining the Bank, Mr. Rosenberg was an assistant professor of finance at New York University’s Stern School of Business. His research focused on derivatives, volatility and risk management. His papers have been published in journals including the Journal of Finance, the Journal of Financial Economics, the Journal of Business and the Journal of Derivatives.
Mr. Rosenberg holds a bachelor’s degree in mathematics and religion from Oberlin College and a doctorate degree in economics from the University of California, San Diego.

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. He is chairman of the organization’s Enterprise Risk Committee that evaluates current and emerging risks relevant to the company, and is a member of Prudential’s Senior Management Council.

Silitch also works with external stakeholder groups to forward industry interests. He is head of the International Affairs Committee for the North American Chief Risk Officers’ Council, and is a member of the Advisory Council for the International Association of Credit Portfolio Managers.

Silitch joined Prudential in 2010 as chief credit officer and head of investment risk management, overseeing Prudential’s general account and other proprietary investment risks globally, as well as maintaining and approving Delegations of Authority and Investment Policy Statements.

Prior to joining Prudential, Silitch held the position of chief risk officer of the Alternative Investment Services, Broker Dealer Services and Pershing businesses within Bank of New York Mellon. He also served on the Pershing Executive Committee.

Silitch joined Bank of New York Mellon in 1983 as a credit trainee. Throughout his career at the bank, he held senior positions in client management, investor relations, risk management, loan restructuring, credit portfolio management and Basel compliance.

He received a bachelor’s degree in economics from Colby College.

Imir Arifi is head of Artificial Intelligence and Machine Learning at Health Care Services Corporation, & Adjunct Professor of Credit Risk in the Financial Engineering Program at Illinois Institute of Technology, Stuart School of Business. He provides executive guidance for the company’s AI strategy, leads efforts for its development and execution, manages use case selection and execution to maximize long term value, reviews vendor and in-house development capabilities, and evangelizes AI & ML initiatives.

Prior to HCSC, Imir served as the General Manager for Banking at DataRobot where he led the Banking & Capital Markets practice. In this role, he collaborated with various competencies to deepen and expand DataRobot’s partnerships in the Banking Industry through effective use of DataRobot’s Machine Learning platform. His responsibilities included PNL control and thought leadership in the banking sector and wider global financial market eco system.

Imir has 18 years of diverse banking expertise covering various risk functional areas and products at large financial institutions. In the past, he led the validation of mission critical models focusing primarily on Market Risk, Operational Risk, and Pre-Provision Net Revenue frameworks within the Model Risk Management and Validation Department of Regions Bank.

He supported the Commercial Bank as well as the Commercial & Investment Bank divisions in various capacities including Quantitative Development, Risk Management, and Treasury Functions at JPMorgan Chase & Co. Imir worked as a senior quantitative developer at the Federal Home Loan Bank of Chicago, and he started his career at ABN-AMRO North America where he served in Capital Markets & Treasury roles, including supporting the ALCO Committee and specializing in the valuation of interest rate derivatives.

Imir holds a Doctorate in Management Science with a focus on Credit Risk management from the Illinois Institute of Technology in Chicago, Illinois.

Didier Blanchard started at Société Générale in 2009 as Group Head of Global Risk Measurement in Paris, before moving to New York in 2016 as Head of Enterprise Risk Management for the Americas. Prior to joining Société Générale, Didier had performed the Basel 2 validation of BNP Paribas Group, and then had structured regulatory and accounting solutions at that bank’s Fixed Income department in London. A graduate of Sciences Po Paris, Didier had started his career in 1995 at Commission Bancaire, the French banking supervisor.

Marcelo Brutti is the Chief Risk Officer at Hyundai Capital America overseeing the Consumer and Commercial Risk Management and Credit departments.  He is responsible for the overall direction and controls the risk exposure and portfolio performance.
He directs the company’s efforts to assess and predict business results, as well as determine the strategies and practices that will improve the fundamentals, minimize losses, and maximize the profit and asset growth.
Marcelo comes to Hyundai Capital America from Santander Bank, N.A., where he was their CRO in charge of the Risk Management and Compliance groups.
Prior to joining Santander, he held senior leadership roles in the Risk Management units of TD Bank, Wells Fargo and VISA Inc.

Udayan Dekhtawala has been part of Argus’s Data & Application Solutions team since 2008. Currently, as a Associate Managing Director, Risk & Regulatory Practice at Argus, he is responsible for the overall management and oversight of the current regulatory practice at Argus. His responsibilities include

· Working extensively in building and managing data collection environments for the US regulators (Federal Reserve Bank, Office of Comptroller of Currency and the Consumer Finance Protection Bureau)
· Building data warehousing platforms for top financial institutions for reporting wide range of regulatory submissions
· New Product development

He has worked with several financial institutions in assessing their current readiness for regulatory submissions and managing implementation of regulatory solutions. He has helped clients in building and implementing an exhaustive set of business rules for validating their regulatory submissions (upstream and downstream levels), reconciling data to key consolidated financial reporting and system of record platforms, automation of end to end processes for building regulatory reporting, providing workflow and data visualizations tools for FI’s.

Udayan holds a Master’s degree in Information Systems Management from Carnegie Mellon University.

Mahi heads up the Technology Risk functions within Enterprise Risk Management at State Street Corporation. State Street Corporation has been designated as a Global Systemically Important Bank (G-SIB) by US Regulators. As the Global Head of Enterprise Technology Risk Management, his responsibilities include governance and oversight over Cybersecurity, Information Security, Information Technology, Global Continuity Services, Third Party Vendor Management, Regulatory Compliance, Data Protection and Risk Analytics/Reporting globally for the firm. He defines the strategy, execution plan and owns/drives the technology risk agenda for the firms board of directors. Mahi joined State Street from Depository Trust and Clearing Corporation (DTCC), where he was Global Head of IT Risk and Deputy CISO. While at DTCC, Mahi built an IT Risk program that is leveraged across DTCC core clearance and settlement business as well as the new emerging businesses such as global trade repository, Clarient, etc. Mahi has previously served as Global Head of Application Security and Entitlements at Barclays Capital, Chief Technologist at Lockheed Martin and CIO at various startups. He has authored two books on wireless communications, contributed chapters to security books and served on the board of OWASP NY/NJ, Center of Hybrid & Satellite Communications Networks A NASA Commercial Space Center and other institutions. He is actively involved in Financial Services Information Sharing and Analysis Center (FS-ISAC), member of FS-ISACs products and services committee, has co-authored a white paper on Appropriate Software Security Control Types for Third Party Service and Product Providers. Mr. Dontamsetti holds a Masters degree in Computer Science and Telecommunications and a Bachelors degree in Engineering.

Yury Dubrovsky is a Managing Director, Chief Risk Officer of Lazard Ltd. and Head of Global Risk Management at Lazard Asset Management LLC. He and his global teams are responsible for all aspects of risk management at the bank as well as at its fully owned asset management subsidiary, covering equity and fixed income universes for both traditional as well as alternative investments. In addition, Yury is in charge of the quantitative analysts who provide support to portfolio management teams on portfolio construction issues, execute the initial phase of the research process and provide portfolio attribution analytics. He began working in the investment field in 1994. Prior to joining Lazard in 2005, Yury was Global Head of Market Risk Management for Emerging Markets and G20 Credit Products with Credit Suisse First Boston, Global Head of Exposure Management for Emerging Markets and Regional Head of Exposure Management for the Americas with Deutsche Bank AG. Before joining Deutsche Bank in New York in 1995, Yury was associated with JP Morgan & Co., AT&T and Kiev Polytechnic University in quantitative and technological capacities. He has an MBA in Finance from St. John’s University and MS (Hons) in Mechanical Engineering from Kiev Polytechnic University. Yury is a member of the CFA Institute, New York Security Analysts Society, International Association of Financial Engineers, Global Association of Risk Professionals and Professional Risk Management Association.

Chris Ekonomidis is US Consulting Lead at Synechron. He brings over 15 years of experience in the financial markets, supporting clients in market structure and efficiency demands across fixed income, equities, and derivatives. Previously at Sapient Global Markets and EY, Chris has honed key skills in driving innovative strategies to improve business performance and manage risk. He has extensive experience with advising clients on complex business processes and services.

Nasser Fattah is a Managing Director at MUFG Union Bank overseeing information security risk management program for the Americas.  This includes working with business on major initiatives (cloud transformation, mobility, etc.), new markets (direct and self-service banking), and conducting risk assessments on Bank’s technologies (applications and infrastructures), internal and customer-facing information systems, and 3rd-party vendors based on Bank’s regulatory requirements (GLBA, PCI, HIPAA, SOX, etc.) and best practices (ISO 27001, COBIT, NIST, etc.).  He works closely with senior management across various lines (business executives, privacy, enterprise risk, compliance, legal and others) to discuss and proactively address actual and potential information security risks, as well as report to executives the status of the bank’s information security risk posture, including recommended mitigation plans, to support the bank’s mission and objectives..
Before joining MUFG Union Bank, Nasser managed the Information Security Program for AIG Financial Division across Latin America and Asia.  He also worked at ADP to achieve ISO certification, and managed the information security risk management program, including 3rd-party reviews.
Nasser began his Information Security career as a federal subcontractor where he maintained and managed the security posture of IT systems as per federal requirements (FISMA, OMB 130, NIST, etc.).   Also assisted with identification and reporting of Medicare fraud.

Mr. Glotz is a Founding Partner and President of Strategic Risk Associates (SRA) and is also the firms’ practice leader for governance, risk management, and internal audit activities. He has led dozens of Enterprise Risk Management engagement efforts for national, regional and community banks, including his leadership role in delivering governance assessments and capital planning engagements.

Mr. Glotz previously served as Senior Vice President and Strategic Financial Officer for Crestar Bank and later SunTrust Bank through acquisition. During his tenure with SunTrust Bank he held various senior financial positions including Strategic Financial Officer and head of Strategic Cost Management.

Immediately before founding SRA, Mr. Glotz was a Managing Vice President with Capital One Financial Corporation. Mr. Glotz held a number of executive-level positions with Capital One including Managing Vice President of Corporate Audit and Credit Review Services for Capital One Bank ($80 Billion in Assets at the time), which included the oversight and development of over 100 audit and risk professionals. Mr. Glotz was responsible for supporting the implementation of the first ERM Program and providing independent oversight of acquisition and integration activities for large scale mergers.

Mr. Glotz is a former Faculty Professor of the Virginia Bankers School at the University of Virginia where he taught a course in Risk Governance and Enterprise Risk Management. He has also been a frequent Guest Professor of Bank ERM Seminars sponsored by SNL Financial. He has delivered Bank Director training for many state banking organizations and individually for many Bank Boards.

Last year Mr. Glotz was appointed Co-Chair for the Risk-Reward Committee for the American Association of Bank Directors (AABD.) In addition, he is a Faculty Member of the Institute for Bank Director Information, a Division of AABD.
Mr. Glotz received a BBA degree with the University of Wisconsin, an MBA with the University of Richmond and completed the Executive Development Program at Wharton, University of Pennsylvania. He is a Certified Risk Professional (CRP) and a member of the Institute of Internal Auditors (IIA.)

Eric Grandeo will be presenting at the forthcoming Risk Americas Convention.

David Iacucci, CPA and CRCM, is a Director and Audit Team Leader at American Express. David is responsible for leading operational, compliance, and technology audits over credit and prepaid cards, fee based services, system development, and new product approval. Previously, he was a Senior Auditor within the Risk Assurance practice at PricewaterhouseCoopers LLP, where he performed financial statement and technology audits as well as third party assurance reviews. David has a Master of Science in Accounting and a Bachelor of Science in Accounting and Information Management and Technology from Syracuse University.

Peter Keenan will be presenting at Risk Americas 2018

James is currently President of James Lam & Associates, a risk management consulting firm he founded in January 2002. He works with corporate directors and executives across all industry sectors, including global banks, asset management firms, energy firms, multi-national corporations, regulatory agencies, and non-profits. In a Euromoney survey, James was nominated by clients and peers as one of the world’s leading risk consultants. From a management perspective, James served as the first Chief Risk Officer of Fidelity Investments. He chaired the Global Risk Oversight Committee, which provided corporate oversight of Fidelity’s 40 institutional and retail businesses globally.
James is the author of Enterprise Risk Management: From Incentives to Controls (Wiley, 2014), which has ranked #1 best-selling among 25,000 risk management titles on Amazon.com.

Dr. Lookman is a Principal Economist at Amazon and serves as the Global Chief Risk Officer of Amazon Capital Services. He has 20+ years of experience in analytical solutions for valuation and risk management across the energy sector, insurance and fixed income. Aziz earned his Ph.D. in Finance from Carnegie Mellon University and his B.Tech. from the Indian Institute of Technology, Bombay.

Lin Lu is the Head of Operational Risk at Freddie Mac. She is an organizational leader with extensive international experience and broad industry knowledge in banking, consulting, regulatory, information security, technology and risk. She has architected and executed large-scale strategy and transformation across a diverse portfolio, with a strong track record in setting a clear vision and achieving sustainable performance with targeted cost, service, and risk benefits.

Prior to joining Freddie Mac, Lin was a Managing Director of Deutsche Bank where she served as Chief Information Security Officer for Americas and Global Head of Third Party Risk. While at Deutsche Bank, Lin also held several regional and global leadership positions in Europe and the Americas. Her other experience includes investment and business development at British Petroleum, China Construction Bank, and Deloitte Consulting.

Ms. Lu is a thoughtful leader in third-party risk management and data-driven, security-enabled integrated enterprise risk management. She is a trusted advisor to senior stakeholders, including business/technology partners, boards of directors, and audit and risk committees. She received her MBA in Finance and Strategy from the London Business School.

Chip has over 25-years of financial services industry expertise and joined Argus in 2013 to lead Argus’ Risk and Regulatory Services. He has extensive experience in all aspects of financial P&L and risk management delivering best-in-industry results. Before joining Argus, he held executive-level roles at MBNA and Bank of America in the US and CA as COO of MBNA marketing systems and was the founder and director of a nationally chartered de novo Herald Bank (NYSE: HNB) serving on the boards ALCO and Personnel Committees. Chip has a BAAS in Biological Sciences and Chemistry from the University of Delaware.

Prof. Dr. Lourenco Miranda is the Regional Head of Model Risk Management, Capital Planning for the Americas in Société Genérale. He joined the Bank in February this year as Managing Director Head of Capital Planning, Assessment and Review (CCAR) in New York. Prior to that, within his 20+ years of financial industry experience, Lourenco has held multiple leadership roles in Risk Management and Finance at internationally active Financial Institutions in multiple regions and more than 50 regulatory jurisdictions. On the academic world, for the past 25 years, Lourenco has held faculty positions in multiple academic centers worldwide in the field of Financial Mathematics; has been in the board of international professional institutions and a regular speaker at major international risk conferences. Currently, Lourenco is Adjunct Professor of Risk Management and Data Science at Fordham Gabelli School of Business in NYC. Besides that, Lourenco is a published author. His work can be found on shelves either as a writer of books in risk and finance or as an author of articles in peer-reviewed journals. Lourenco himself is a reviewer of professional and academic Journals in Risk as well as a regular contributor/writer to the renowned Risk Magazine; same magazine that nominated him for the Risk Manager of the Year Award in 2006 for implementing a Risk Innovation program in an international European Bank. Lourenco holds PhD in Statistical Physics and Financial Risk Measurement.

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

Richard has extensive experience of working with financial institutions throughout the world, assisting companies in managing enterprise risk more efficiently while addressing local regulatory guidelines and standards. As well as being the founder and CEO of Governor Software, Richard is currently an Independent Non Executive Director at both PermanentTSB Bank plc and JP Morgan Fund Administration ltd.

Prior to Governor Software, Richard has worked in various senior banking, insurance, credit and market risk roles at Wolters Kluwer Financial Services, ABN AMRO, Bain, COMIT Gruppe and Quay Financial Software. He has analysed, designed and managed the development of core treasury and enterprise risk management systems for large financial institutions, including UBS, Citibank, Schroders and Unicredito.

In 2009, Richard was recognised as a “Top 50” Face of Operational Risk by Op Risk & Compliance magazine and was a contributing author to two books on risk management. He is also a board member of the Governance, Risk and Compliance Technology Centre which focuses on research in the area of financial services governance, risk and compliance. Richard has also received the designation of ‘Certified Bank Director’ by the Institute of Banking.

Aman Raheja is the Chief Information Security Officer (CISO) for BMO Harris Bank, based in Chicago. He has also been the Deputy CISO at a Fortune 25, and nation’s largest Pharmacy Benefits Management organization, Express Scripts, for three years and worked at CitiGroup for over seven years. He has experience orchestrating and executing enterprise information risk management strategy. He has led transformations across multiple security domains that ensure compliance, employ prudent risk management and maintain business focus.

Agus Sudjianto is an Executive Vice President and Head of Corporate Model Risk for Wells Fargo where he leads a highly technical team to manage model risk across the enterprise.
Prior to his current position, Agus was the Modeling and Analytics Director and Chief Model Risk Officer at Lloyds Banking Group in the United Kingdom where he was responsible for the enterprise development and oversight of all risk management models (Retail and Wholesale Credits, Market, Regulatory Capital, Stress Testing, Asset Liability Mangement, Insurance).
Before joining Lloyds, he was a Senior Credit Risk Executive and Head of Quantitative Risk at Bank of America. Prior to his career in banking, he was product design manager at Ford Motor Company where he led engineering teams designing engine systems and components using complex engineering models.
Agus holds numerous US patents in both Finance and Engineering fields. In addition to publishing numerous technical papers, he is also a co-author of a statistics book in Design and Analysis of Computer Experiment. His technical expertise and interest include Quantative Risk, especially credit risk modeling and statistical finance, statistical methods for fighting financial crimes, and computational statistics.
He holds graduate degrees in Engineering and Management from Wayne State University and Massachusetts Institute of Technology.

Larry Wall is the executive director of the Center for Financial Innovation and Stability (CenFIS) in the research department of the Federal Reserve Bank of Atlanta. He is part of the financial markets team. Dr. Wall joined the Bank’s research department in 1982 and was promoted to executive director of the CenFIS in 2013. He has also been an adjunct faculty member of Emory University and the Georgia Institute of Technology. Dr. Wall earned a bachelor’s degree from the University of North Dakota and a doctoral degree in business from the University of North Carolina at Chapel Hill.

Wes is a Managing Director at Novantas, Inc. where he leads the Advisory Balance Sheet and Funding Strategy team. In this role, Wes focuses on driving continuous improvement to the analytical rigor and insights generation in areas of balance sheet management, price optimization, and risk management for banks globally. Previously, Wes was the founding chair of the Novantas PPNR Stress Testing Steering Committee which sought to expand the company’s reach by introducing the rigors and techniques developed in regulatory regimes to redesign Business As Usual. He also has extensive experience setting corporate and line-of-business strategy; designing segment-differentiated customer experience; and refining business strategies using advanced deposit analytics. Prior to Novantas, Wes held positions at JPM Chase and Citibank.

Erjun Chen is a director of Internal Audit Service at CIT. His responsibilities include leading an audit team covering the Liquidity and Market Risk practices as well as DFAST/CCAR processes at CIT.

Prior to joining CIT, Erjun worked at Ernest & Young and KPMG as a Senior Audit Manager and an Audit Manager, respectively focusing on the financial statements audits in the banking industry. Prior to work for “Big Four’ accounting firms, he worked as a Foreign Exchange trader at one of Chinese Banks.

Erjun holds MBA in Finance from Fordham University Graduate School of Business. He is a CPA licensed in New York State.

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.

Lori M. Evangel is Executive Vice President and Chief Risk Officer for Genworth. Lori joined Genworth in January of 2014. Prior to Genworth she was Managing Director and Chief Risk Officer at Aflac’s Global Investment Division. Prior to Aflac Lori served as Enterprise Risk Officer at MetLife with responsibility for global enterprise risk management leading a cross-functional team in more than 50 countries. Lori also served in key risk management roles at MBIA Insurance and Moody’s Investor Services. At Genworth Lori is responsible for leading all aspects of enterprise risk management including creating, implementing, and leading global risk management systems and strategies.
Lori holds a BA in Political Science from Middlebury College in Vermont and an MBA in Finance from the State University of New York at Albany. She resides in Richmond, Virginia with her family.

Andrew Fellingham has 20 years of treasury, portfolio management, and risk experience working primarily for FBOs in New York. Currently Andrew is Group Head of Market and Liquidity Risk for SMBC Americas Division where he is responsible for risk identification, model calibration, and addressing NY branch response to EPS requirements. Previously Andrew was in the Liquidity Risk Control group at Deutsche Bank, worked as an independent consultant, and resolved the Swiss National Bank’s 2008 bailout of UBS. In the early days of the credit crisis Andrew was responsible for Credit Agricole’s ABCP issuance where he successfully kept all paper in the hands of third party investors and stayed out of any US government support programs. Andrew began his career in Treasury at Commerzbank where he traded money market products, G7 Government debt, interest rate derivatives, and ran an Agency Mortgage MBS portfolio.

Federico Galizia is the CRO of the Inter-American Development Bank. Before joining the IDB, he served as Head of Risk and Portfolio Management and Chairman of the Investment and Risk Committee at the European Investment Fund in Luxembourg. He was previously Deputy Division Chief in the Monetary and Capital Markets Department of the International Monetary Fund in Washington, D.C., and Adviser to the President of the European Investment Bank in Luxembourg. Federico holds a Ph.D. in Economics from Yale University, and is the editor of “Managing Systemic Exposure: A risk management framework for SIFIs and their markets”, published by Risk.

Steven Hageman is the Chief Liquidity Risk Officer for SG Americas. He is responsible for independent review of liquidity and structural risks for the US Affiliates and Branches.

Prior to joining SG in April 2016, Steven worked for HSBC North America Holdings, where he was responsible for Asset Liability Management for the US Holding Company, including liquidity and interest rate risk. Steven worked for HSBC in ALM for over 9 years, and helped establish the liquidity risk reporting and management framework for their US Operation.

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 17 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.

Frank Morisano is Chief Risk Officer at the Industrial and Commercial Bank of China (ICBC)
overseeing the operations and legal entities through which the bank operates in the USA.
Before ICBC, he spent over a decade in China leading Financial Services Advisory
practices at Ma Lee Advisory and PwC Consulting. The earlier part of his career was spent
in senior risk management, strategy, M&A, and liquidity management positions at
JPMorgan Chase, Bank of America, Capital G Bank, and General Motors Acceptance
Corporation. He is credit trained from the Chase Manhattan Bank, holds a M.Sc.,
Information Systems, and a B.B.A., Statistics.

Don Mumma joined AxiomSL in 1998 and heads the Risk Management Practice. Prior to joining AxiomSL, Don has 20 years of experience as a financial services executive, market participant and risk management specialist with JPMorgan Chase, Toronto Dominion and Credit Suisse. Mr. Mumma spearheaded TD’s US entry, first into the US Energy Industry, followed by active derivatives market making, which included key technology decisions. With CS, Mr. Mumma started the first Global Currency Options Unit, and while he was the Head of the bank’s Australia/New Zealand Region, acted as the Regional Chief Risk Officer. Mr. Mumma has several published articles on Risk Management and holds undergraduate and MBA degrees in Finance from Miami University and The Ohio State University. He is an active member of a number of professional organizations including GARP, PRMIA and IAFE

Will Newcomer has more than 35 years of experience in risk and finance with major and regional banks as well as leading technology firms, making him uniquely qualified to lead clients to the forefront of integrated finance, risk and compliance solutions. In addition, Will uses extensive experience in enterprise-wide management information systems to help financial institutions in the areas of risk adjusted performance management, budgeting and planning, asset and liability management, incentive compensation, financial reporting and stress testing.

Bogie Ozdemir is currently Chief Risk Officer and an Executive Vice President with Canadian Western Bank Group (a diversified financial services organization providing specialized services in banking, trust, and wealth management. Prior to joining Canadian Western Bank Group, and in his role as a Vice President with Sun Life Financial Group, Bogie led the development and implementation of (and was responsible for) ORSA, as well as overseeing Operational Risk, Model Vetting and Risk Analytics. Prior to this, as a Vice President with BMO Financial Group, he was responsible for Economic Capital, Stress Testing, and Basel Analytics, as well as the development and implementation of ICAAP. Previously, as Vice President of Standard & Poor’s Credit Risk Services group, Bogie held global responsibility for engineering new products and solutions, and business development and management. Bogie has authored and co-authored numerous papers and three books.

Tom Ruseski will be presenting at Risk Americas 2018

Frank joined China Construction Bank NY branch (CCB) in 2014 as SVP & Treasurer of. Was Treasurer for Dexia Credit Local US , where Frank launched the Dexia US operations as USD global competence center to USD 70 billion, following Treasurer of the National Bank of Kuwait US operations.
Frank chaired the US Liquidity Contingency Committees of both Dexia & NBK; leading Dexia global USD liquidity management efforts during the crisis of 2008, 10 & 11; and NBK during the Iraqi invasion of Kuwait.
A forward thinking seasoned risk strategist and influential thought leader, Frank leverages a thorough understanding of the mechanics of treasury to manage the evolving regulations on treasury. Frank has worked as an independent advisor and consultant. Recent engagements included European, American, Asian and Middle Eastern banks, hedge funds and a private equity firm specifically focusing on Treasury Best Practices, Liquidity and FTP.
Frank is a regular speaker at industry conferences, moderating the 2012 IIF (Institute of International Finance) Executive Program on Treasury Risk. Presented at the IQPC CFO Conference 2016. Chaired the Marcus Evans Annual 2013 & 2015, 16 Liquidity Conference and 2013, 14, 15, Annual Funds Transfer Pricing and BSM. Presented at 2015 Funds Mgt. Conference.

Alexander Shklyarevsky is a Director, Model Risk Management, in Enterprise Risk Management at State Street in New York. He specialises in quantitative pricing and risk models and other methodologies and processes for Capital, Collateral, Insurance Products, Derivative Products and their portfolios across asset classes. Prior to joining State Street, Alexander worked at AIG, Bank of America, KBC Financial Products, Commerzbank, Merrill Lynch, ING Barings, Deutsche Bank, Bank of Tokyo and Chase Manhattan Bank where he specialized in quantitative pricing, trading and risk models for derivative securities and their portfolios, as well as Risk Management and Risk Analytics. Mr. Shklyarevsky has been published in financial magazines and has been a speaker at multiple industry and academic conferences. Prior to working in an Insurance Industry and a Financial Industry, he worked in Construction Research, Market Research and Academia where he conducted Mathematical Research and taught courses in Mathematics. Mr. Shklyarevsky holds a B.S. / M.S. Degree in Mathematics from Kiev State University (Department of Mathematics) and M.S. Degree with all Ph.D. credits in Mathematics from New York University (Courant Institute of Mathematical Sciences, Department of Mathematics).

Kyle is currently responsible for building out the 2nd Line Liquidity Risk Management Function at Charles Schwab. Kyle’s previous positions include 2nd Line Liquidity Risk Management at BMO Financial Group and 1st line Liquidity Risk and Interest Rate Risk at Discover Financial Services. Kyle holds an MBA from the University of Chicago Booth School of Business, an undergraduate degree in Finance from the University of Iowa, and is a CFA Charterholder.

Steve Turner is a Managing Director and heads the Risk Practice in Novantas’ Advisory business. He has broad experience working with financial institutions to develop and execute financial strategies, improve risk measurement capabilities, and strengthen overarching governance. He focuses on balance sheet risks, liquidity and funding, valuation, stress testing, and governance issues. He started his career in commercial banking and led the treasury function of a $30 billion bank, along with stints leading the strategic planning and acquisition groups. Prior to joining Novantas, Steve was a Partner in the risk practice at First Manhattan Consulting Group.

Steve is a frequent speaker at numerous banking and regulator sponsored conferences on topics which have included risk modeling, LCR/NSFR industry effects, funds transfer pricing, stressed liquidity, and CCAR. He is a published author on these topics in top industry publications including the Novantas Review, Bank Accounting and Finance, Commercial Banking Review, Bank Director and American Banker.

Steve received a BS in Economics from Allegheny College and an MBA in Finance from Tulane University.

Rahul is a Senior Manager with McKinsey Risk Dynamics in New York with expertise in model risk management related topics. He has 10+ years of experience in building, and transforming MRM functions for several top banks in the US and Europe. He is also an expert in model validation having several years’ experience leading large CCAR validation for multiple top US
banks, focusing on wholesale and retail credit risk. Within Risk Dynamics. Rahul focuses on building and maintaining relationships with senior model risk executives and serving them as a trusted advisor, he organizes industry events and delivers high impact engagements for his clients.

Rahul focuses on building digital tools for improving efficiency and effectiveness of MRM across the entire model lifecycle. He has helped several banks through their multi-year transformation journey to become lean/efficient MRM functions with enhanced model risk oversight by improving the governance process and deploying targeted automation tools to streamline the MRM function.

Ray Brastow is a Senior Financial Economist at Federal Reserve Bank of Richmond. Since joining the Richmond Fed in 2004 he has had several roles in bank supervision, most recently analysing bank loss models for credit card portfolios and other retail products. Ray’s current research is focused on model risk management, financial institution risks, and issues related to residential real estate. Ray earned a Ph.D. in economics from the University of Washington and has taught economics at several universities. He is currently Emeritus Professor of Economics at Longwood University in Virginia.

Liming Brotcke leads the Model Risk Oversight team at the Federal Reserve Bank of Chicago and is responsible for evaluating model risk management (MRM) practice for large, foreign and regional banks within the 7th District. She and her team of MRM specialists conduct in-depth quantitative and qualitative review of models ranging from used for capital and liquidity stress testing as well as key lines of business decision making by bank holding companies across the Federal Reserve System. She is a veteran CCAR examiner and co-leads the quantitative review of credit cards loss estimation approaches in the last four years. Liming has extensive modeling experience in the retail business and sufficient working knowledge of other modeling areas including wholesale, securities, market and liquidity, derivatives, and operational. Her current focus also includes CECL modeling methodology change for revolving products as well as research on machines learning algorithms used for alternative lending and trading. Prior to joining the Fed, she worked at Citi Group and Discover Financial Services with years of model development and portfolio management experience. Liming holds a Ph.D. in Economics from the University of Illinois at Chicago.

Thomas Burrell is the Chief Risk Officer for State Street’s Global Treasury business. He is responsible for the independent risk oversight of Treasury’s activities including investment portfolio management, asset-liability risk, liquidity risk, and funding and liability management. Mr. Burrell joined the Enterprise Risk Management department in January 2011, focused on issues related to enterprise-wide risk analytics, risk governance and reporting, compensation plan design, and the risk and capital implications of new business opportunities. He also served as the department’s Chief Administrative Officer.

Mr. Burrell joined State Street from Bridgewater Associates, a hedge fund in Westport, CT. He held a variety of positions at Bridgewater, both in the investment process and in roles focused on institutional investors. Prior to this, Mr. Burrell was an Engagement Manager at Oliver, Wyman & Company. He led teams advising financial institutions on a broad array of finance, risk measurement, and risk management topics in the United States, Canada, and Europe.

Mr. Burrell graduated summa cum laude from the University of Pennsylvania in 2001 with a M.S.E. degree in Systems Engineering, a B.S.E. degree in Systems Engineering, and a B.S. degree in Economics from The Wharton School with concentrations in Finance and Operations Management/Management Science. He holds the Chartered Financial Analyst (CFA®) and Chartered Alternative Investment Analyst (CAIA®) designations.

Arun is a Director in the PPNR modelling team at RBC Capital Markets focussing on developing statistical models, expert judgment analytics and forecasting other supporting metrics for both banking and trading books to meet CCAR requirements. He has over 10+ years of analytical experience both in industry and as a consultant ranging across CCAR, PPNR modeling, risk modeling (Basel PD, LGD, stress models, ALLL), financial forecasting and portfolio analytics.

Arun has proven experience in converting big data into understandable knowledge and increase bottom line profit using statistical / machine learning techniques. He is passionate about developing novel solutions for financial services and love being at the interface of quantitative modeling, risk, finance, and business strategy.

Arun holds MBA in Finance from ESADE, Spain and Masters in Data Mining from National University of Singapore.

Christopher Dunn is the Director of Capital and Risk Management at Associated Bank in Green Bay, WI. Mr. Dunn works in Corporate Treasury which is responsible interest rate risk management; funds transfer pricing, liquidity risk management, capital planning and stress testing. His previous position was SVP Asset Liability Management and Capital Planning Director. He has over 25 years of banking and risk management experience. He is responsible for the coordination and submission of the bank’s annual DFAST analysis. Previously, Mr. Dunn was Director of Client Management for Quantitative Risk Management for over 10 years where he advised financial institutions on risk management practices. He has also held various positions in mortgage banking, securitization, asset liability management, and investment portfolio management with Farmer Mac and Freddie Mac. Mr. Dunn holds an M.B.A. in Finance from the University of Chicago and a B.A. in Economics from the University of California, Berkeley.

Lori M. Evangel is Executive Vice President and Chief Risk Officer for Genworth.  Lori joined Genworth in January of 2014.  Prior to Genworth she was Managing Director and Chief Risk Officer at Aflac’s Global Investment Division. Prior to Aflac Lori served as Enterprise Risk Officer at MetLife with responsibility for global enterprise risk management leading a cross-functional team in more than 50 countries. Lori also served in key risk management roles at MBIA Insurance and Moody’s Investor Services. At Genworth Lori is responsible for leading all aspects of enterprise risk management including creating, implementing, and leading global risk management systems and strategies.
Lori holds a BA in Political Science from Middlebury College in Vermont and an MBA in Finance from the State University of New York at Albany.  She resides in Richmond, Virginia with her family.

Fabrice Fiol is a Managing Director and Deputy Head of the Enterprise Risk Management Americas division. In this capacity, he co-manages a team responsible for risk appetite statement and reporting, risk identification, enterprise wide stress testing and governance including regulatory oversight for the Americas.
He was previously in charge of the market risk cross-asset teams overseeing regional limit framework, Market Risk Stress Testing and various regulatory market risk initiatives. His prior role was heading the Equity/Fixed Income/Commodity market risk teams for SG in the Americas, including NY, Canada and Brazil trading platforms. This included risk oversight of the Primary Dealer desk, Agency MBS desk, Swap/Swaption activities as well as structured portfolios and Equity Derivatives activities.

Fabrice Fiol joined Societe Generale NY in 2009. Prior to SG, Mr. Fiol was a Senior Vice President at NATIXIS- NY in charge of Trading Risk Management on a U.S Agency MBS portfolio.
Prior to Natixis, Mr. Fiol was a Vice President at the reinsurance company SWISSRE-NY where he was initially in charge of front-office quantitative pricing and subsequently joined the U.S Rates Derivative Desk trading. He was responsible for swaptions/cap market-making, while executing the firm hedging strategy in US Treasury, US Swaps as well as Bond/I.R future options.

He graduated from ENSAE (National School of Statistics and Economics) and holds a Graduate Degree (DEA) from Paris VII University. 

Jon Hill, Ph.D., is Global Head of Model Risk Governance at Credit Suisse. Jon has over twenty years of experience in various areas of quantitative finance. Prior to joining Credit Suisse as a Managing Director in January of 2017, he was the founder and global head of the Morgan Stanley’s global market and operational risk validation team; his team of 7 Ph.D. and Masters level quants in New York and Budapest is responsible for the validation (second-line-of-defense) of Morgan Stanley’s global market risk models, including Value at Risk (VaR), Stressed VaR, Incremental Risk Charge, Comprehensive Risk Measure and all firmwide Operational Risk models. Jon is a frequent speaker at professional conferences
Before joining Morgan Stanley in 2010, Jon was an Associate Director of model validation at the consulting firm Protiviti. Prior to that Jon was a member of the model validation group at Citigroup for six years, concentrating on equity, fixed income, foreign exchange, credit and market risk models. Before joining the Citigroup model validation team he worked for eight years on model development and general quantitative risk analytic methodologies as a member of the Quantitative Analysis Group at Salomon Smith Barney, which merged with Citibank in 1998 to form Citigroup. Jon began his professional career as a research scientist at AT&T Bell Laboratories in Holmdel, NJ, and worked for in such diverse areas as systems engineering, data mining, micro-processor design and operations research. Jon holds both a Ph.D. in Biophysics and a bachelor’s of Electrical Engineering degree from the University of Utah, as well as bachelor’s of Engineering Science degree from the University of Florida. Jon is a frequent speaker on the topics of model risk, risk analytics and model validation methodologies at professional conferences and seminars and is based in New York City.

Justin Lyon will be presenting at the forthcoming Risk Americas Convention

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 and credit portfolio management. Steve has 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.

Matt is a Managing Director in the Enterprise Risk Management Group at State Street and Head of Global Credit Review (GCR). GCR provides oversight of the bank’s credit risk management practices through periodic reviews of units engaged in originating and/or managing counterparty credit risk, as well as various other continuous surveillance activities, with a focus on credit risk and credit and rating approvals. GCR also oversees the bank’s credit reserve assessment and impairment activities.

Matt has 30 years of finance industry experience. Prior to joining State Street in 2007, Matt worked at Citizens Financial Group for six years, most recently as a Senior Vice President, where he held positions in commercial credit approval and problem loan management, where he was recognized as a top performer. Prior to that, Matt was Director of Investor Relations for Latona Associates, a private merchant bank, and Fisher Scientific International, a provider of scientific lab products. Prior to his time at Latona/Fisher, Matt held a variety of positions at BankBoston Corporation, both in the United States and Brazil, over an 11+ year period. Most of his time at BankBoston was as a member of a group responsible for originating, structuring, syndicating and investing in non-investment grade assets, including leveraged loans, mezzanine debt and private equity.

Matt received his Bachelor of Science degree in Business Administration from the University of Rhode Island in 1988.

Matt is a Chartered Financial Analyst and a member of the Boston Society of Security Analysts.

As a leader in the Model Risk practice within Protiviti’s Data Management and Advanced Analytics Solution, Todd focuses on risk modeling and model validation for Credit, Market, Operational, and Conduct Risk. Recently, Todd has supported allowance and stress testing model development, validation and internal audit at more than 15 major banks. He has developed model governance processes and risk quantification processes for the world’s largest financial institutions and is an SME for internal audit of the model risk management function. Todd has a Ph.D. in corrosion modeling from the Massachusetts Institute of Technology.

As a CECL Implementation Lead at SAS, Krish Ray has implemented IFRS 9 and CECL solutions at multiple global institutions and focuses on solving financial institutions’ risk challenges. Krish possesses a deep understanding of the issues surrounding risk implementations and delivery and advises partners and clients on the development of best practices related to expected credit loss.

Krish holds a Master’s degree in Computational Economics from Duke University and Bachelor’s degrees in Computational Physics and Quantitative Economics from the University of California, Irvine. Prior to SAS, he led the credit risk analytics team for the property-secured portfolios at a major regional bank.

Chris Smigielski has been with TIAA FSB’s Enterprise Risk Management Group for approximately five years; in his current role as Model Risk Management Director and previously as Enterprise Risk Manager – Capital Markets and Treasury. Chris has over 25 years of financial services industry experience, primarily in Asset/Liability Management (ALM), market risk modeling, financial model development and model validation. As VP & Sr. Quantitative Analyst at HSBC (US), Chris’ responsibilities included market risk modeling and reporting. His prior experience includes working as a Sr. Consultant at Diebold and Fiserv, two leading bank service providers, as SVP of Finance for a community bank, and as an ALM Analyst and ALCO member at First Niagara.

Alexey Smurov is a Senior Director in Capital One’s Model Validation Group, which is a part of the Model Risk Office. In his current role, Dr. Smurov is leading a team of 20+ quants and data scientists responsible for Model Risk Management for the Bank’s capital models (including retail and commercial credit, counterparty, operational and market risk).
Prior to Capital One, Dr. Smurov spent eight years developing and implementing credit risk models at Fannie Mae. Alexey holds a PhD in Economics from the University of Georgia. He earned his Financial Risk Manager (FRM) and Energy Risk Professional (ERP) designations from the Global Association of Risk Professionals (GARP), and currently serves as a member of the GARP Washington DC Chapter Committee. He also holds the Chartered Financial Analyst (CFA) and Professional Risk Manager (PRM) designations.

Jorge R. Sobehart is a Managing Director at Citi Franchise Risk Architecture (Credit and Operational Risk Analytics) where he manages advanced modeling for wholesale portfolios for credit risk capital allocation, stress testing and CCAR/DFAST, and loan loss reserves including IFRS9/CECL.     During his career, he has worked for several prestigious institutions making contributions and publishing tens of technical articles in multiple fields.   He also acted as a reviewer for several professional journals and book editors in risk management, finance, physics, computation and mathematical modeling.   Dr. Sobehart has advanced degrees in physics and postdoctoral experience at the Center for Non-Linear Studies at the US-Los Alamos National Laboratory.  

Agus Sudjianto is an Executive Vice President and Head of Corporate Model Risk for Wells Fargo where he leads a highly technical team to manage model risk across the enterprise.
Prior to his current position, Agus was the Modeling and Analytics Director and Chief Model Risk Officer at Lloyds Banking Group in the United Kingdom where he was responsible for the enterprise development and oversight of all risk management models (Retail and Wholesale Credits, Market, Regulatory Capital, Stress Testing, Asset Liability Mangement, Insurance).
Before joining Lloyds, he was a Senior Credit Risk Executive and Head of Quantitative Risk at Bank of America. Prior to his career in banking, he was product design manager at Ford Motor Company where he led engineering teams designing engine systems and components using complex engineering models.
Agus holds numerous US patents in both Finance and Engineering fields. In addition to publishing numerous technical papers, he is also a co-author of a statistics book in Design and Analysis of Computer Experiment. His technical expertise and interest include Quantative Risk, especially credit risk modeling and statistical finance, statistical methods for fighting financial crimes, and computational statistics.
He holds graduate degrees in Engineering and Management from Wayne State University and Massachusetts Institute of Technology.

Since 2005, Marc has led the development of McKinsey Risk Dynamics model risk management and validation services. He built the relationships with key clients, being in charge of numerous model risk advisory and independent validation programs. These projects covered all types of financial risks (credit, market, insurance life and P&C), non-financial/operational risks and regulatory frameworks (Basel II/III/IV, Solvency 2, ICAAP/ORSA, stress testing/CCAR) for banks and insurers in Europe, North America and the Middle-East.

Marc is also an expert in non-financial risk management, having been responsible for the review/redesign of several operational risk frameworks and AMA models for large international banks. He has also acted as personal advisor to several senior risk managers and presents regularly to executives and board members of banks, insurers and to supervisors/regulators.

Marc participates regularly to industry events & conferences and often gives lectures on risk management in universities.

Sean (Xiaoling) Yu is a SVP and Director of Model Validation at KeyBank. He has over 10 years of experience in the financial services industry in different quantitative modeling roles. His areas of functional expertise include Consumer and Commercial Credit Risk, Stress Testing, Allowance/Reserve, Capital Modeling, Risk Analytics, and Model Governance. Prior to Key, Sean was Sr. Group Manager of Quantitative Analytics and Model Development in PNC Financial Service Group. He started his financial services career in National City Bank as a Sr. Capital Allocation Analyst after worked as a Research Consultant at the Center for Regional Economic Issues of Case Western Reserve University. Sean has a Ph.D. in Economics from Case Western Reserve University, and a Master in Management Science and a Bachelor in Industrial Economics from Tianjin University.

Dominique has over 20 years of financial services industry experience and deep expertise in Operational Risk, Technology, and Process Transformation. Dominique is a Director at Mizuho Bank in the Americas Risk Department providing 2nd line of defense services to all business lines across Mizuho’s U.S. operations. He is responsible for building out and overseeing the Operational Risk Management framework for a number of key risk domains including Third Party, Business Continuity, and Data Management. Dominique has worked in similar capacities for some of the world’s leading global banks including Goldman Sachs, Morgan Stanley, Deutsche Bank and Citigroup. Dominique holds an MBA and a BS in Industrial Engineering from Rutgers University in New Jersey.

Amy Butler is the Chief Risk Officer for Legal & General America (LGA). Amy joined LGA in April 2011 and was appointed the LGA CRO in August of that same year. She has over 30 years experience in the insurance industry with a strong background in insurance operations. Amy built and evolved the LGA enterprise risk management function in alignment with the enterprise risk management framework of LGA’s London based parent company Legal & General Group plc. Prior to joining LGA, Amy spent 23 years with The Prudential Insurance Company of America in significant roles in Operations, Finance, Internal Audit and Annuities Operations Risk Management. She also served as the AVP of Internal Audit at the Penn Mutual Life Insurance Company for four years with specific responsibility for the Insurance and Annuity operations. Amy holds a Bachelors Degree in Business Management from St Francis College and an MBA in Accounting from LaSalle University. She is a member of the Institute of Internal Auditors and the ACLI Global Risk Management Committee. Amy holds FLMI and CFSA designations.

Stephanie Cheng has over 15 years of Financial Services experience and leads internal controls within the capital planning and stress testing team at City National Bank, a subsidiary of Royal Bank of Canada. Prior to CNB, Stephanie was a KPMG consultant focused on capital planning and stress testing initiatives for financial institutions including the largest U.S. Banks. At Bank of America, she provided model risk and loss forecasting policy oversight with an emphasis on the bank’s use of loss forecasting models within the consumer real estate portfolio. She holds a B.S. from MIT and an M.B.A from the Anderson School at UCLA.

David D’Amico joined Wells Fargo’s Regulatory Compliance Risk Management (RCRM) Governance & Reporting team in October 2016 as a Compliance Consultant. David is responsible for administering the RCRM Committee, as well as supporting the development, maintenance and evolution of the RCRM governance framework, facilitating the flow of information across various governance committees, producing RCRM reporting for senior management and Board committees and other Wells Fargo stakeholders.

Before joining Wells Fargo, David served as a Director in the Office of the Chief Risk Officer at MUFG Union Bank responsible for enterprise level Risk Reporting. He previously led the Risk Inventory and Credit Risk Reporting teams in New York & San Francisco and served as the Secretary for the Enterprise Risk Management Committee, Credit Risk Committee and Wholesale Credit Risk Sub-committee. He started in the Americas Holdings Division where his responsibilities included improving reporting processes and creating a more robust data gathering and reporting platform in order to report credit risk holistically across all MUFG Americas entities.

Prior to joining MUFG, David spent over 22 years with JPMorgan and predecessor institutions in a variety of roles in Loan Operations, Investment Bank Middle Office, Loan Syndications, Credit Risk Technology, Credit Risk Reporting, and Finance & Business Management.

David has a Bachelors Business Administration degree from Queens College.

Mahi heads up the Technology Risk functions within Enterprise Risk Management at State Street Corporation. State Street Corporation has been designated as a Global Systemically Important Bank (G-SIB) by US Regulators. As the Global Head of Enterprise Technology Risk Management, his responsibilities include governance and oversight over Cybersecurity, Information Security, Information Technology, Global Continuity Services, Third Party Vendor Management, Regulatory Compliance, Data Protection and Risk Analytics/Reporting globally for the firm. He defines the strategy, execution plan and owns/drives the technology risk agenda for the firms board of directors. Mahi joined State Street from Depository Trust and Clearing Corporation (DTCC), where he was Global Head of IT Risk and Deputy CISO. While at DTCC, Mahi built an IT Risk program that is leveraged across DTCC core clearance and settlement business as well as the new emerging businesses such as global trade repository, Clarient, etc. Mahi has previously served as Global Head of Application Security and Entitlements at Barclays Capital, Chief Technologist at Lockheed Martin and CIO at various startups. He has authored two books on wireless communications, contributed chapters to security books and served on the board of OWASP NY/NJ, Center of Hybrid & Satellite Communications Networks A NASA Commercial Space Center and other institutions. He is actively involved in Financial Services Information Sharing and Analysis Center (FS-ISAC), member of FS-ISACs products and services committee, has co-authored a white paper on Appropriate Software Security Control Types for Third Party Service and Product Providers. Mr. Dontamsetti holds a Masters degree in Computer Science and Telecommunications and a Bachelors degree in Engineering.

Phil has over 30 years of experience in bank operational risk management and treasury/capital markets operations management. Since joining the FRBNY in September 2011, Phil has been heavily involved in examining the annual Comprehensive Capital Analysis and Review (CCAR) stress test loss projections, and evaluating Recovery/Resolution Plans (“living wills”) mandated by the Dodd-Frank Act. As a former industry consultant and practitioner, Phil brings extensive hands-on experience to the FRBNY and promotes proven yet practical approaches for identifying and managing operational risks, maintaining solid internal controls and encouraging durable risk management and governance frameworks within financial institutions.

Peter is the Chief Information Security Officer (CISO) at Lazard where he is responsible for the global information security strategy and program at one of the world’s preeminent financial advisory and asset management firms with operations in 43 cities across 27 countries . Prior to Lazard, Peter was with Citigroup’s global information security team serving as the Head of Information Risk Governance, where he led the team that was responsible for Information Security Policy globally. His experience also includes 6 years as a Director with PricewaterhouseCoopers’ Threat and Vulnerability Management advisory practice and over a decade founding and operating a publicly traded technology consultancy that specialized in designing, building, and operating secure high availability data centers and networks around the world for military, intelligence, and commercial clients.

Craig Lane is currently a Director at USAA, a competitive provider of financial products and services to the military community and their families, where he is responsible for independent oversight of Operational Risk issues within the company’s P&C insurance business. Prior to USAA, Craig managed adherence of Basel II credit risk requirements and model governance for Bank of Montreal’s US operations. His risk management career started with GE Capital with experience in underwriting, account workout, portfolio management and analytics, and policy development. Craig earned his Bachelor’s degree from Georgetown University and a MBA from Duke University.

Lin Lu is the Head of Operational Risk at Freddie Mac. She is an organizational leader with extensive international experience and broad industry knowledge in banking, consulting, regulatory, information security, technology and risk. She has architected and executed large-scale strategy and transformation across a diverse portfolio, with a strong track record in setting a clear vision and achieving sustainable performance with targeted cost, service, and risk benefits.

Prior to joining Freddie Mac, Lin was a Managing Director of Deutsche Bank where she served as Chief Information Security Officer for Americas and Global Head of Third Party Risk. While at Deutsche Bank, Lin also held several regional and global leadership positions in Europe and the Americas. Her other experience includes investment and business development at British Petroleum, China Construction Bank, and Deloitte Consulting.

Ms. Lu is a thoughtful leader in third-party risk management and data-driven, security-enabled integrated enterprise risk management. She is a trusted advisor to senior stakeholders, including business/technology partners, boards of directors, and audit and risk committees. She received her MBA in Finance and Strategy from the London Business School.

Philip Masquelette is the Senior Vice President & Chief Risk Officer at Ulster Savings Bank. His responsibilities include oversight of all the Bank’s risk management functions in addition to managing the Legal and Compliance Departments. He previously worked with both Connecticut and Rhode Island financial institutions and has extensive experience in both federal and state compliance, as well as risk management. Mr. Masquelette is a former FDIC Senior Attorney.

Mr. Masquelette holds an MBA 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.

Gus is a risk practitioner in the financial services industry with over 15 years of experience. Currently, he is responsible for Operational Risk policy, governance, programs and framework, data management and reporting at AIG. Gus’s primary responsibility is maintaining an integrated operational risk function that supports the company’s three lines of defense accountability model and ensures regulatory requirements are met with respect to the design and implementation along with continuous refinement of the Operational Risk program across AIG. Prior to AIG, Gus held various senior positions at UBS Investment Bank, Dresdner Bank and Morgan Stanley.

David Ortiz is a Managing Director of the Foundational Risk Management team for BMO Financial Group (“BMO”). In this capacity, David provides leadership and guidance in implementing a consistent, efficient, intuitive, dynamic and comprehensive Risk Identification, Risk Appetite and Risk Culture processes within the firm. In addition, David provides analysis and leadership to support the successful delivery of the Comprehensive Capital Analysis and Review (CCAR), OCC Heightened Standards and the completion of related regulatory matters, with process and outcome improvements, and incorporating current regulatory expectations and leading peer practices. He provides portfolio risk management analysis to improve efficiency and productive utilization of capital across BMO.
His role provides insight into U.S. regulatory issues and into BMO risk and finance matters to ensure that the BMO Financial Corporation’s Chief Risk Officer and BMO’s Head of Operational Risk and Risk Governance are well informed as to regulatory, portfolio management and capital productivity issues, alternatives and opportunities. David plays a leadership role in the review and challenge of finance, risk, business unit and CCAR-related regulatory deliverables, including the annual CCAR capital plan, OCC Heightened Standards Risk Governance Assessment and the DFAST stress test results. Most importantly, Mr. Ortiz is tasked with embedding consistent risk identification, risk appetite and risk culture approaches into business as usual risk management to streamline and improve operational efficiency of BMO.
David Ortiz joined BMO in September, 2014, bringing extensive experience in portfolio management, loss modelling, stress testing, risk analytics, regulatory expectations and industry risk management best practices from his role as Assistant Vice President, Officer and Head of the Wholesale Credit Risk Center & Credit Risk at the Federal Reserve Bank of Chicago.
Previously, Mr. Ortiz spent 18 years in asset management and corporate finance, most recently as Senior Portfolio Manager with Pioneer Investments, managing the corporate securitization platform that included Corporate CDOs and CLO investments. He also served as Partner and Head of Private Placements for Asset Allocation & Management Company, where he managed corporate and asset backed securities portfolios for the firm’s insurance company clients. David began his career as an Investment Analyst involved in middle market direct landing and private placements as part of Prudential Capital Group. He holds a B.S. in Business from Miami University and an M.B.A. in Finance, from the University of Chicago. He is a Chartered Financial Analyst and a Member of the C.F.A. Society of Chicago.

Aric K. Perminter, Chairman, Founder and Chief Revenue Officer, has embodied all three roles while guiding Lynx Technology Partners through its evolution into a multi-million dollar Information Security and Risk Management company.

In his 25-year career, Mr. Perminter has held a wide variety of leadership positions across key parts of Information Technology businesses. He founded Lynx in March 2009 and served as the CEO through August 2015. Prior to founding Lynx, he was Regional Sales Manager of Lumension Security’s Northeastern region, which services clients’ endpoint security and risk management needs.

Mr. Perminter represents a number of external venues. He is the second member and shareholder of THREAT STREAM, serves on the executive board of BCT Partners, is a member of the Employer Advisory Council for Per Scholas, an Advisory Board Member of CloudeAssurance, and investor in SecurityCurrent.

Craig has over 30 years of governance, enterprise risk management, business development, technology and audit experience gained from working with the world’s top institutions (First Data, RBS, Citigroup, J.P. Morgan, Dean Witter, & Merrill Lynch). Currently, Craig is Head of Enterprise Risk Management Strategy at First Data and is also the CEO & Founder of RiskTao, LLC which specializes in Enterprise Risk Management training.
Prior to these roles, Craig was RBS’s Global Head of Operational Risk Systems & Analytics and was responsible for providing strategic direction and oversight. In addition, Craig was Head of Operational Risk Management for RBS – Americas where he was responsible for driving the buildout of Americas ORM practice, Compensation Initiative, 2nd line challenge and managing regulatory relationships. In addition, Craig co-chaired the Americas Compliance
and Operational Risk Committee and represented ORM on several domestic and international senior risk committees.

DALIT STERN is a Director of Enterprise Risk Management of Fraud at TIAA Financial Services where she is responsible for the build-out of the enterprise risk mitigation and the detection of fraud. She leads assessments of fraud risks; defining fraud metrics and KRIs; developing root-cause analysis procedures, risk appetite statements and conducting ongoing review of the effectiveness of counter-fraud controls.
Dalit has over 20 years of experience in mitigating fraud risks; conducting internal investigations into allegations of accounting irregularities, fraud, corruption and conflict of interest and assisting organizations respond to regulatory proceedings.

Dalit is a CPA (Isr.); M.B.A and a Certified Fraud Examiner. She is an adjunct professor at New York’s Baruch College where she teaches courses focused on forensic investigations, corruption and procurement fraud. She is a former partner at PwC, Forensic Services group.

Azlina Wetmore currently heads Commercial Credit Policy & Innovation at Capital One. Prior to this, she led the Regulatory Risk Management, Governance and Strategic Transformation function for the Risk Division at Credit Suisse in the US. Other roles held during her time at Credit Suisse include COO for the US and other Legal Entities CRO, Head of Operational Risk Governance for the Americas, Director for New Business in Asia and Head of Legal & Compliance in Malaysia. Azlina has also spent some time as a Regulator in the Malaysian Securities Commission. Originally from Malaysia, Azlina studied law in the UK at the University of Warwick and obtained her Masters of Commercial Law from the University of Cambridge. She has also been called to the Bar of England & Wales.