8th Annual Risk Americas 2019

risk americas 2019 banner

America’s Premier Risk and
Technology Convention 

May 14-15, 2019 | New York City

Featuring over 100 speakers and 500 attendees
Key topics for 2019 include:

Payments
E-Trading
Machine Learning
Technology Risk
RegTech
Artificial Intelligence
Emerging Risks
Blockchain
FinTech

Plus, much more…

CECL
IRRBB
Balance Sheet Optimization
The Evolution of Stress Testing
Capital Buffers
Market Volatility
Liquidity
LIBOR
Capital Markets

Plus, much more…

Credit Risk Modeling
Model Risk Management
Validation
Non-Traditional Models
Vendor Models
New Models
Aggregate Model
Governance
Qualitative

Plus, much more…

Fraud
Vendor Risk
Cyber
ERM
Governance
Culture
Strategic planning
Changing customer behaviour
Social Media

Plus, much more…

2019 Keynote Speakers Announced:

2019 Masterclasses:

Practical solutions to combat cyber threats

Practical Solutions to Combat
Cyber S
ecurity Threats

Led by National Cyber
Security Society
May 13 2019

Managing Machine Learning
Model Risk

Led by
Wells Fargo
May 13 2019 

Around the World of Financial
Risk in a Day

Led by BlackRock &
Santander Holdings USA
May 16 2019 

Risk Americas 2019 | Agenda
Day One

May 14 2019 | New York City

8:00 Registration and breakfast

8:40 Center for Financial Professionals Welcome

8:50 Chair’s Opening Remarks

PANEL DISCUSSION
9:00 Transformation programs to align objectives and practices across risk programs
• Rethinking risk management
• Key focus of risk management departments
• Roles and responsibilities
• Horizontal view of risk

Scott Gyllensten, Chief Operational Risk Officer, Peoples United Bank
John Schiavetta, Deputy Chief Risk Officer, Alliance Bernstein
Adrian Peters, Global Chief Technology Risk Officer, BNY Mellon
Paul Barkan, Chief Risk Officer, Newtown Savings Bank 

9:40 Developing relevant and meaningful board packages to provide actionable information
• Differences across firms
• Developing KRIs and KPIs relevant to institution
• Providing information to drive decisions
• How do you shape the Board meeting – what is the appropriate target?

Matthew Macia, Bank Chief Risk Officer, TIAA 

10:10 Banking reform: Reviewing proposed changes and the impact on different sized institutions
• Impact and overview of proposed changes
• What could final changes look like?
• Benefits and challenges to different sized institutions
• Quantifying the impact
• Impact on CCAR requirements and submission

10:40 Morning refreshment break and networking

DOUBLE SESSION

11:10 Utilizing RegTech opportunities for automation and efficiency

Session details

  • Combining automation and technology capabilities
  • Advancing regulatory reporting
  • Adapting for use beyond compliance
  • Increased data standards and collection

Reserved for Wolters Kluwer

Paul Barkan, Chief Risk Officer, Newtown Savings Bank

11:10 The future of LIBOR: Reviewing suggested changes and impact on portfolios

Session details

  • US SOFR
  • Outstanding financial transactions indexed to current libor
    • Transitioning to replacement
  • Challenges to public record and investors
  • New index for consumer loans
  • Impact on borrower and investor

Armel Romeo Kouassi, Head of Balance Sheet Management and Asset Liability Management, Northern Trust

11:10 Holistic analytics management for financial institutions

Session details

  • Beyond compliance for model risk management
  • Scope of integrated analytics
    • Models
    • Data
    • Strategic data acquisition
    • Model specific data issues
    • Modeling platforms
    • Hardware and data processing
    • Delivery mechanisms and reporting
  • Measurement! Can we practice what we preach?
  • The integrated object environment (IOE): A better toolkit for holistic analytics management

Sean Keenan, VP, Model Risk Governance, Data and Analytics, New York Life Insurance Company

11:10 Managing the increasing risk of vendor and third parties and ensuring effective controls across lifecycle

Session details

  • Increased risk with evolution in technology and vendor offerings
  • Concentration risk with overreliance on one vendor
    • Internal and external concentration
  • Out of the industry perspective:/li>
    • How can financial institutions leverage this
  • Effective oversight of vendors across the lifecycle

 Joshua Kotok, Chief Risk and Compliance Officer, First Savings

DOUBLE SESSION CONTINUED

11:50 Utilizing RegTech opportunities for automation and efficiency

  • Combining automation and technology capabilities
  • Advancing regulatory reporting
  • Adapting for use beyond compliance
  • Increased data standards and collection

Reserved for Wolters Kluwer

Paul Barkan, Chief Risk Officer, Newtown Savings Bank

11:50 Global considerations for disparate indexes for LIBOR replacement

Session Details:

  • Differences between US and Europe
    • Competing alternatives
  • Creating an index to satisfy all industry players
  • Strategies to reduce exposure
  • Transition from IBORs to alternative RFRs

Piero Monteverde, Assistant Chief Model Risk Officer, Head of Stress Testing and Finance Modeling, Capital One tbc

11:50 De-risking machine learning through enhanced model validation

Session Details:

  • How is model risk amplified with machine learning models?
  • How can traditional model validation be enhanced to address the risks?
  • What is the opportunity ahead for banks?
  • What are the implications for model risk management functions?

Adam Pivonka, Associate Partner, McKinsey Risk Dynamics

11:50 Ensuring security and protection of data when outsourcing to a vendor or third party

Session Details:

  • Reputation concerns of third-party breach
  • Privacy risk of vendors and third parties holding sensitive information
  • Workflow of data within an organisation
  • Understanding safety and usage of data
  • IT security relationships and controls
  • How vendors use the cloud and ensure security

12:30 Lunch break & luncheon roundtable discussions

1:50 Best practices in understanding and validating machine learning models

  • Prominent uses of machine learning models in banking
  • Techniques for validating the conceptual soundness of machine learning models
  • Techniques for process verification for machine learning models
  • Techniques for assessing the performance of machine learning models

Jacob Kosoff, Head of Model Risk Management & Validation, Regions Bank

PANEL DISCUSSION

1:50 Managing the rising interest rate environment and understanding risks

  • Impact of rising rates
  • Using assumption based models based on historically flat rates
  • Limited data for empirical support
  • Adapting methodologies based on available data
  • Managing interest rate rises and gap
  • Preparing for interest rates

Frank Sansone, SVP, Treasurer, China Construction Bank
Alessia Falsarone, MD, Portfolio Strategy and Risk, PineBridge Investments
Mark Benaharon,
Director, Interest Rate, Liquidity and Market Risk Management, New York Community Bancorp

PANEL DISCUSSION

1:50 Increasing model transparency through clear and effective validation programs

  • Stress testing and back testing models
  • Increased emphasis on validation between regulatory exams
  • Move to model management from model development
  • Roles and responsibilities
  • Outsourcing validations
  • Model risk management policies and procedures

Arnisa Abazi, Managing Director, Quantitative Risk and Stress Testing, Citi
Sahas Ranganathan, VP, Model Risk Management, American Express
Hu Zhang, ED, Model Review, JP Morgan
Aruna Joshi, SVP, Model Risk Management, Bank of the West

PANEL DISCUSSION

1:50 Managing the fraud threat landscape and increased intensity of threats

  • Data protection
  • Payment authentication and processes
  • How can banks be more nimble to keep up?
  • Technology advances internally and from fraudsters

Sean O’Malley, Head of AML Risk Management, State Street Corporation
Kenneth Jones, Head of Fraud Risk Management and Financial Intelligence Unit, UBS
Dalit Stern,
 Director Enterprise Fraud Risk Management, TIAA

2:40 The Future of Financial Crimes

  • BMO innovation case study

Aman Raheja, CISO, BMO Financial Group

2:40 Model risk for asset managers

  • Role of models for asset managers
  • type and nature of model risks
  • model governance framework – best practices
  • expectations of regulators

Abhishek Adukia, VP, Model Risk Director, Alliance Bernstein 

2:40 Innovation in model risk management

  • Definitions: Big data, ML, deep learning and AI
  • MRM digital
  • Modeling and analytics challenges
  • Innovation roadmap
  • Automation challenges and opportunities

Rafic Fahs, Chief Model Risk Officer, Santander

2:40 Enhanced cooperation across sectors for increased intelligence sharing to prevent fraud and AML

  • Understanding when to file a SAR report
  • Privacy laws across borders and states
  • Increasing intelligence sharing between law enforcement, regulators and banks
  • Using technology to share intelligence
  • Industry standards

Sean O’Malley, Head of AML Risk Management, State Street Corporation 

3:20 Afternoon refreshment break & networking

3:50 AI and machine learning applications and use cases to enhance accuracy and efficiency

  • Using AI to increase efficiency and develop risk standards required
  • Using AI across the organisation

Murad Nayal, Managing Director, Head of Market Risk Modeling, Americas, Goldman Sachs 

3:50 Modeling for changes in markets and increased market volatility

  • Changes in machine learning
    • Algorithm triggering future model update
  • Regulatory changes
  • Political uncertainty increasing volatility
    • Global disruptions

3:50 Managing model risk governance to maintain accuracy across lifecycle

Session Details:

  • Increase in models used with new regulations coming in
  • Managing the model life cycle
  • Board and senior management engagement
  • Maintaining standards

Chris Smigielski, VP, Model Risk Director, TIAA 

3:50 Reviewing standards set under DFS500 for cybersecurity filings

  • Increased threat from nation states, terrorist organizations and individuals
  • Reviewing regulatory standards

Nasser Fattah, Managing Director, MUFG 

4:30 A vision of the end-state

  • Motivation: Joint understanding credit, liquidity and interest rate risk
  • Review of related models and processes
  • Synergies of integrating and combining models
  • CECL and CCAR are being integrated, what else?
  • How many cash flow engines does your firm have?
  • Design, computational and environment requirements
  • Constraints and challenges
  • what could a multiple year plan to integrate models look like?

Stevan Maglic, SVP, Head of Quantitative Risk Analytics, Regions Bank 

4:30 The countdown to CECL day one: Impact on markets and portfolios

  • Treatment of long dated products with bigger lifetime losses
  • Estimating lifetime losses through stress testing
    • Changes in macroeconomic variables
  • Evaluating losses over the long term
  • Potential unintended consequences of CECL
  • Impact on capital structures
  • Sensitizing credit portfolios to hold up in economy downturn
  • Concentration risk

Julio Rivera, Director of CCAR and CECL Model Implementation, Production and Reporting, US Bank 

4:30 Ensuring an accurate and complete model inventory to continually monitor risk

  • Defining models and non models
  • Capturing and identifying all models and non models
  • Enhancing transparency for model quality
  • Determining level of risk
  • Aligning to business and regulatory requirements

Sahas Ranganathan, VP, Model Risk Management, American Express 

4:30 A data driven approach to multi period operational risk modeling across various risk categories and business lines

  • Mapping internal and external categories and business lines
  • Building multi-period statistical models that incorporate both internal and external operational loss data
    • Frequency models
    • Fat tailed loss severity models that allow for consistent, correlated operational risk losses across risk categories and business lines
  • Proper adjustment to reflect control strength impact

Craig Friedman, MD, Head of Quantitative Methods, ERM Financial Risk, TIAA

PANEL DISCUSSION

5:10 Reviewing FinTech advances and new product entrants impact on the market

  • Who are they and how much disruption are they creating?
  • Valuable or invaluable to the consumer
  • Regulatory implications:
    • Risk management and customer exposure implications
  • Operational implications

Ethen Yao, Head of Innovations and Intellectual Property, BLAST
Sandeep Maira, Former Head of Risk and Compliance Technology, BNY Mellon
Alessia Falsarone, MD, Portfolio Strategy and Risk, PineBridge Investments 

PANEL DISCUSSION

5:10 Transformation of counterparty risk

 

  • Clearing house risk management
    • How is the clearing house managing the risk
    • Default management: How clearing houses manage default of a clearing member and the consequences on non-defaulted clearing members
    • Recovery and resolution for clearing houses
    • Capital and leverage ratio implication for clearing member
  • Risk concentration of client clearing
    • The number of clearing broker in the OTC space is very limited with the main 3 actors accounting for over 60% of the business

Marco Ossanna, CRO, HSBC Securities USA

PANEL DISCUSSION

5:10 Effective management of model risk for end to end management

  • Monitoring across design, build, use and performance monitoring
  • Effective challenge of model assumptions
  • Risk identification, assessment, monitoring and mitigation
  • Management from data acquisition through to reporting

Wei Ma, Head of Model Risk Management, Sumitomo Mitsui Banking Corp
Jacob Kosoff, Head of Model Risk Management & Validation, Regions Bank
Hu Zhang, ED, Model Review, JP Morgan
Adam Treibel, SVP, Head of Model Risk Management, SunTrust

PANEL DISCUSSION

5:10 Increasing cyber resilience and BCM in an advancing threat landscape

  • Preventing and accounting for cyber attacks
  • Identifying vulnerabilities
  • Protecting sensitive information
  • Preparedness in the event of a breach
  • Training staff to protect information
    • Phishing exercises to educate
  • Treatment if a cyber incident causes an institution to fail
  • Treatment on a going and gone concern basis
  • Future evolution of cyber risk
  • Concentration of exposures

Phil Masquelette, SVP, CRO, Ulster Savings Bank
Aengus Hallinan, MD, Group Head of Operational Risk Management and Business Continuity, Credit Suisse

6:00 Chair’s closing remarks

6:10 End of day one and networking drinks reception

Risk Americas 2019 | Agenda
Day Two

May 15 2019 | New York City

8:00 Registration and breakfast

8:40 Center for Financial Professionals Welcome

8:50 Chair’s Opening Remarks

PANEL DISCUSSION
9:00 The fundamentals of data: Implementing an enterprise data strategy for alignment across departments
• Managing inefficiencies in data availability and quality
• Managing hard and soft data collection: How much is usable?
• Workflow: from entry through to backend
• Maintaining integrity from inception
• Using data to drive decisions

Jay Cook, CRO, Lloyds Banking Group 
Frank Morisano, CRO, ICBC
Paige Wisdom, Board of Directors, Chair of Operations and Technology Committee, Morgan Stanley 

9:40 Identifying emerging risk in a landscape of digital and technology evolution
• Increase in technology and cyber events
• Risk exposure through technology
• Reputation risk: impact on you vs. competition
• Addressing across the enterprise
• Moving towards true implementation of emerging technologies
• Technology digitization

Rich Baich, Chief Information Security Officer, Wells Fargo 

10:10 The innovation illusion 
• Adapting to rapid technological change in a legacy organization
• Turning threats into opportunities
• Understanding changing customer preferences
• Embracing digital disruptors
• Transforming risk through AI and machine learning
• Trust: Our most important asset (ethical use of AI, ML, Privacy etc.)

Daniel Moore, Chief Risk Officer, Scotiabank

10:40 Morning refreshment break and networking

11:20 Reviewing the payments landscape and advances on the horizon

  • Progression of digital payments
  • Impact of move to contactless payments
  • Real time payments implementation: lessons learned from Europe
  • Open banking and API

11:20 Regulatory expectations for management of liquidity risk

  • DFA Reg YY
    • Governance
    • Cash flow and stress testing
    • Collateral and buffer maintenance
  • DFA Reg WW
    • Liquidity requirements for financial institutions – LCR
    • Liquidity coverage ratio
  • Relevant SR Letters
    • SR 10-06 Funding and Liquidity Risk Management
    • SR16-03 Funds Transfer Pricing

Andrew Craig, Funding and Liquidity Risk, Federal Reserve Bank of New York 

11:20 Defining and managing qualitative models

  • Defining qualitative models
  • Qualitative validation approach
  • Keys to deploying a qualitative program

Ximena Zambrano, Head of Qualitative Model Validation, Wells Fargo 

11:20 Instilling a risk culture across the enterprise and managing alongside conduct programs

  • Connectivity between culture and conduct
  • Managing risk across the enterprise

Jaikumar Ramaswamy, Managing Vice President, Head of Enterprise Risk Management, Capital One

12:00 Best practice for secure customer authentication with increased mobile device use

  • Biometric and non-biometric uses
  • ID validation
  • Password recycling
  • Login using ‘known device’
  • Balancing security and customer experience
    • Leveraging smartphone technology
  • Geolocation identification

12:00 Balance sheet optimization: Technology and model capabilities to enhance optimization

  • Building out balance sheet modeling
  • Balance sheet construction
  • Analytical tools
  • Increased interest in profitability with regulatory relief
  • Advanced modeling
  • Using technology to build a better bank

Bogie Ozdemir, CRO, Canadian Western Bank 

12:00 Credit risk modeling: Leveraging technology advances for enhanced credit risk modeling

  • Evaluating cost efficiency and sustainability
  • Changing risk profiles with change in customer behaviour and landscape
  • Credit availability through technology

Shannon Kelly, SVP, Director, Model Risk Management, Zions Bancorp 

12:00 Why do RCSAs not work so often?


Richard Cech, Senior Bank Examiner, Operational Risk Governance, Federal Reserve Bank of New York

12:40 Lunch break & luncheon roundtable discussions

PANEL DISCUSSION

2:00 Challenger or non-traditional banks as a disruptor or enabler or change?

  • Role of banks in funding shadow banks
  • Competition to banks
  • Evolution of technology and product offerings to keep up
  • Will they become the new ‘norm’?

Manan Rawal, US Model Risk Management – Innovation Lead, HSBC USA

PANEL DISCUSSION

2:00 Using risk appetite to drive business decisions and align risk and strategy

  • Integrating into decision making
  • Regulatory expectations
    • Defining integrated, transparent, measurable, and actionable
  • Adapting appetite statement to evolve with market changes
  • Using to adapt management decisions

Richard Cech, Senior Bank Examiner, Operational Risk Governance, Federal Reserve Bank of New York
Bogie Ozdemir, CRO, Canadian Western Bank
Stephan Meili, MD, Risk Management, Citi

PANEL DISCUSSION

2:00 Validation and governance of non-traditional models with increase in automation and robotics

  • Focus on risk more than compliance
  • Increase efficiency
  • Supervised vs. non-supervised machine learning
    • Increasing efficiency

Wei Ma, Head of Model Risk Management, Sumitomo Mitsui Banking Corp
Jacob Kosoff, Head of Model Risk Management & Validation, Regions Bank 

PANEL DISCUSSION

2:00 RCSA: Simplifying the process to maximize benefits and business uses

  • Running beyond compliance
  • Determining residual risk and actioning
  • Determining top KPI and KRI and reporting to the Board
  • Simplifying RCSA for increased usage
  • Building a control environment
  • Ensuring tangible, actionable management information from RCSA

Gustavo Ortega, Head of Technology, Innovation and Operations Management, Voya Financial
Scott Gyllensten, Chief Operational Risk Officer, Peoples United Bank
Lyndsay Byun, Division Risk Officer, Americas, MUFG

2:50 The future of regulation: Viewing past changes to map future direction

  • Managing varying regulation across states and jurisdictions
  • Setting up Dodd Frank changes
  • Monitoring as BAU
  • Timelines and expectations for change
  • Impact on the way risk is managed across institutions

Sumeet Chigani, VP, Senior Counsel, Citizens Financial 

2:50 Machine learning signals for active business/portfolio management

  • What is a signal?
  • Signal generation framework
  • Use in active business management
  • Value-add and limitations

Arun Chinnasamy, Equity Quant Strategist, RBC Capital Markets 

2:50 Comprehensive auditing models

  • What are roles of the internal audit in auditing models
  • How to cover model risk management/governance
  • What to focus over model documentation and model validation
  • Takeaways

Erjun Chen, Audit Director, CIT

2:50 Developing operational risk practices to meet objectives in a new era

  • Back to basics
    • Defining operational risk and its objective
  • Evolution of operational risk
  • Historical quantification
  • Capital buffer for operational risk
  • Demonstrating the value of operational risk
  • Maintaining exposure and interest in operational risk

Tonia Durfee, Director, Global Head for Operational Risk Management Strategy and Analytics, Credit Suisse

3:30 Afternoon refreshment break and networking

4:00 Evolution and innovation of blockchain uses across financial institutions

  • Rapid settlement systems
  • Banking application
  • Resource saving potential
  • Uses within security
  • Using Blockchain to better understand customer profiles, financial crime, AML
  • Using Blockchain in other ways apart from bitcoin and virtual currency


Lyndsay Byun, Division Risk Officer, Americas, MUFG

4:00 Launching new business successfully

  • Risk appetite: risk rewards and product fit
  • Reputational risk
  • Infrastructure: System, data and downstream impact
  • Process and controls
  • Accountability and look back


Azlina Wetmore, Head of Commercial Credit Policy & Innovation, Capital One tbc

4:00 Model risk management in CECL

  • Testing the models for CECL use
  • Evaluating CECL assumptions
  • Qualitative adjustments and their dependency on model limitations
  • Governance


Nav Vaidhyanathan, Group VP, Head of Model Validation and Governance, M&T Bank 

4:00 Organizational culture and conduct: Considerations for effective third line coverage

  • Elements of strong organizational culture
  • Changing regulatory landscape and the role of internal audit
  • Aspects of a strong organizational culture audit program

David Iacucci, VP, Audit Leader, American Express
Denise Melious, VP, Audit Leader, American Express 

PANEL DISCUSSION

4:40 Technology risk: Balancing efficiency and security

  • Risk of new players in the market
  • Product offerings
  • Regulating in current environment
  • Competition in current market
  • Staying ahead of competition

Rich Baich, Chief Information Security Officer, Wells Fargo
Frank Morisano, Chief Risk Officer, ICBC
Jennifer Eunjoo Kim, Deputy CRO – Deputy Division Head of Risk, Hyundai Capital America 

PANEL DISCUSSION

4:40 Reviewing the impact of new stress test capital buffer proposals

  • Expectations for 2020
  • Increased demand for model visibility
  • 2019 Managerial capital calculation recommendations
    • Incorporating impact of stress testing on portfolios in regulatory capital
    • Modeling challenges
    • Changes to outcomes
    • Pulling capital at different levels


David Buck, SVP, Senior Treasury Director, Citizens Bank

PANEL DISCUSSION

4:40 Collecting and storing quality data for CECL model requirements

  • Data from origination through life of loan
  • Loan servicing and credit management
  • True lifecycle data management
  • Using for risk management practices
  • Sufficient data to build a model to reflect the risk of portfolio

Shannon Kelly, SVP, Director, Model Risk Management, Zions Bancorp
Nav Vaidhyanathan, Group VP, Head of Model Validation and Governance, M&T Bank
 Ankur Goel, Senior Vice President – Model Development, PNC

PANEL DISCUSSION

4:40 Aligning strategic planning and risk management

  • Proving connection points to regulator
  • Aligning risk management strategies
  • Building out a true ERM program
  • Understanding regulatory direction
  • Alignment of risk, finance and accounting under broader


Nick Kapatos, Enterprise Risk Manager, Allegiance Bank
Rodney Sunada-Wong, Chief Risk Officer for US Broker Dealer and US Derivatives Swap Dealers, Morgan Stanley
Irfan Khan, Chief Operational Risk Officer, BB&T
Fabrice Fiol, MD, Deputy Head of ERM, Societe Generale

5:30 Chair’s closing remarks 

5:40 End of Risk Americas 2019

Risk Americas 2019 | Speakers

May 14-15, 2019 | New York City

Keynote Speakers

Rich Baich

Rich Baich
Chief Information Secuirty Officer
Wells Fargo

Biography

Rich Baich is Wells Fargo’s chief information security officer. In this role, he oversees information security strategy and governance, identity and access management, security engineering, line-ofbusiness engagement, and cyber defense and monitoring.

Prior to joining Wells Fargo in 2012, Rich was a principal at Deloitte & Touche, where he led the Global Cyber Threat and Vulnerability Management practice. Rich’s other security leadership roles include serving as naval Information Warfare Officer for the National Security Agency, senior director for professional services at Network Associates (now McAfee), and, after 9/11, special assistant to the deputy director for the National Infrastructure Protection Center at the Federal Bureau of Investigation. Rich retired after more than twenty years of military service.

In 2005, Rich authored Winning as a CISO, a leadership sourcebook for security executives. In 2015, Rich authored a chapter on collaboration and communication between technical and nontechnical staff and executives in Navigating the Digital Age: The Definitive Cybersecurity Guide for Directors and Officers.

Rich received the “Information Security Executive of the Year in Georgia” award in 2004 for his security achievements and pioneering leadership. He served as chair for the Financial Services Sector Coordinating Council from 2016 to 2018 as well as an advisor for the 44th and 45th President’s Commissions on Cybersecurity. In 2018, he was appointed as a member of the National Infrastructure Advisory Council by the President of the United States. He also serves on the Strategic Advisory Board of the International Consortium of Minority Cybersecurity Professionals.

Rich holds an MBA and a master of science degree in management from the University of Maryland University College, as well as a bachelor of science degree from the United States Naval Academy. Rich is also a Joint Forces Staff College and Naval War College graduate. He qualified as a Cryptologist and an Information Warfare Officer while holding numerous security industry certifications.

Paul

Paul Barkan
CRO
Newtown Savings Bank

Biography

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.

Jay Cook

Jay Cook
CRO
Lloyds Banking Group

Biography

Jay Cook joined Lloyd’s Bank in January 2013 as Chief Risk Officer for North America and assumed additional responsibility for Europe and Asia in 2016.
Jay has over 30 years of industry experience and joined from RBS, where he had worked for the last four years in a variety of senior roles including Chief Risk Officer of RBS Americas, Citizens Financial Group and RBS NV Americas where he had responsibility for all aspects of risk management including credit, market, operational, regulatory, compliance, BSA/AML, risk analytics and quality assurance.
Prior to his time at RBS Jay had a number of senior roles at Citigroup, Canadian Imperial Bank of Commerce and Lehman Brothers.

Scott-120x120

Scott Gyllensten
Chief Operational Risk Officer
Peoples United Bank

Biography

Scott is the Chief Operational Risk Officer at People’s United Bank N.A.; a northeast based regional financial services company with over $40 billion in assets, offering commercial, retail, insurance, and wealth management services.

Scott is a licensed attorney, who holds a Bachelor’s Degree, Graduate Certificate in Tax, and Juris Doctorate from the University of Connecticut.

In his role, Scott is responsible for Operational Risk, Privacy, and Model Validation at People’s United Bank.

Scott has over fifteen years’ experience in Risk Management and has developed and implemented Operational and Enterprise Risk programs for domestic and international investment banking, capital markets, commercial banking, retail banking, and alternative assets organizations.

Matthew Macia

Matthew Macia
Bank Chief Risk Officer
TIAA

Biography

Matt Macia joined TIAA as the Bank Chief Risk Officer in January 2014. In his current role, he is responsible for leading the risk management practice at TIAA’s banking operation.

Matt has over 24 years of combined banking and risk management experience. He began his career at Providian in San Francisco working in their consumer lending business as a quantitative analyst and product manager. Thereafter, he spent seven years as a Director of Risk Management for several lines of businesses within HSBC Americas.

He was a Senior Vice President, Director of Risk Management at Wachovia for 10 years covering their auto, credit card, commercial card and small business portfolios. He also led their model development and validation team. Immediately prior to joining TIAA, Matt was the Enterprise Risk Executive covering deposits and small business lending for Bank of America.

Matt lives in Weddington, NC with his spouse of 20 years, Lisa, and their two children Morgan and Joey. He holds a B.A. in Economics from Fresno State University and completed his postgraduate study at the London School of Economics in London, U.K.

Daniel Moore

Daniel Moore
Chief Risk Officer
Scotiabank

Biography

As Chief Risk Officer for Scotiabank, Daniel Moore is responsible for global management of risk, including enterprise, credit and market risk. Prior to his appointment in April 2017, he was Executive Vice President and Chief Market Risk Officer.

Daniel is a member of the Bank’s operating committee, senior risk policy, asset liability committee, market risk, and credit committees.

Daniel joined Scotiabank in 1997 and has held progressively senior roles in Toronto, Europe and Asia. Prior to becoming Chief Market Risk Officer in 2016, Daniel ran the Global Banking and Markets business in Asia-Pacific. He brings a strong focus in developing risk management strategies that align with the Bank’s risk tolerance, business objectives and customer focus.

Daniel holds a D. Phil. in Theoretical Physics from Oxford University and a B.Sc. from Queen’s University.

He and his wife Deborah have three daughters.

Frank Morisano

Frank Morisano
CRO
ICBC

Biography

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.

Adrian Peters

Adrian Peters
Global Chief Technology Risk Officer
Bank of New York Mellon Corp

Biography

Adrian is the Managing Director and Chief Technology Risk Officer (CTRO) at BNY Mellon. As the senior-most Technology Risk Management executive, he is responsible for comprehensive oversight of information risk for the company. The technology risk organization collaborates with a wide range of internal and external clients to drive quality oversight and management of technology and the associated operational risks within the business. Amongst the leadership teams Adrian participates in, he chairs the Technology and Information Risk Committee that is responsible for driving quality technology risk and policy related decisions across the organization.

Adrian has over 20 plus years of information risk experience. Previously, Adrian was the CISO at Bridgewater Associates. During his 7 year tenure with Bridgewater Associates, Adrian was responsible for establishing the security risk vision, and executing the program transformation from the ground up. Reporting into the CEO’s he ensured that intellectual property and trades were protected and secured at all times. Prior to Bridgewater he was a Principle and head for Neohapsis (now Cisco’s Security Consulting Services), where he developed global information risk mgmt. and security programs for a wide range of Fortune 100 and government organizations. His experience includes information security organization transformation, cloud strategy development and execution, security technology innovation, and security community advancement.

Mr. Peters has held a variety of technical cyber security certifications over the course of his career, received his MBA in Finance and Accounting from DePaul University, and holds an undergraduate degree in Information Systems.

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John Schiavetta
Deputy Chief Risk Officer
Alliance Bernstein

Biography

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

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Paige Wisdom
Board of Directors, Chair of Operations and Technology Committee
Morgan Stanley Bank NA

Biography

Paige Wisdom is a dynamic financial services executive with over 25 years of experience as a CFO, CRO, and capital markets professional at both large public companies and mid-sized private companies. She has a “roll up your sleeves” work ethic and is astute at solving complicated financial and business problems while delivering bottom-line results

Paige’s career reflects a demonstrated track record of leading high performance teams and driving results through the development of successful financial strategies, decision-making based on data and metrics, optimization of financial and risk processes, and engagement of teams. Paige’s financial expertise has helped companies navigate through significant M&A, financial market, organizational, and regulatory changes. She has built collaborative relationships with CEOs, executive teams, board of directors, regulators, auditors, rating agencies, and investors.

Paige currently serves on Morgan Stanley Bank N.A.’s board of directors where she is chair of the Operations and Technology Committee and a member of the Risk Committee. She had also served as a member of the Audit Committee. During her three years on the board, the bank has grown assets ($130 billion) and improved profitability ($4 billion revenue) in a rigorous regulatory environment.

For the past three years, Paige has been the CFO of non-bank, early-stage financial services companies funded by VC/Private Equity, including Exeter Finance, a $3 billion asset subprime auto finance company owned by Blackstone and Renovate America, a leader in $2.8 billion of ABS PACE energy financing and currently Renew Financial. In these roles, she has been responsible for the financial strategy, planning, reporting and analysis, treasury, investor relations, and financial controls, resulting in IPO readiness through improved core earnings and stronger financial controls.

During the 2008 financial crisis, Paige took on the important role of Chief Enterprise Risk Officer at Freddie Mac where she was responsible for the management of credit, market, model, and operational risk as well as building the risk framework and governance for the $2 trillion company. In that role, she supported the recovery of $16 billion through resolution of legacy issues, led the development of industry counterparty risk management standards for mortgage insurers, and worked closely with the government regulator and US Treasury Department to assess the impact of risk decisions in order to conserve company assets while minimizing disruption to the US financial markets.

Previously at Bank of America, Paige was CFO of the $11 billion revenue Global Business and Financial Services business unit which was comprised of all of Bank of America’s commercial business. She was also the CFO of Technology, Service and Fulfillment which was $10 billion in expenses and $1 billion in enterprise initiatives.

Paige’s has extensive experience in credit portfolio management at both Bank One and UBS. She maximized the return of Bank One’s $125 billion lending portfolio through the use of trading and hedging strategies as well the development of an innovative CLO structure for leveraged loans.

Paige holds an MBA from The University of Chicago Booth School of Business and a BS in math and computer science from the University of Illinois, Chicago.

Innovation in Risk Management

Rich Baich

Rich Baich
Chief Information Secuirty Officer
Wells Fargo

Biography

Rich Baich is Wells Fargo’s chief information security officer. In this role, he oversees information security strategy and governance, identity and access management, security engineering, line-ofbusiness engagement, and cyber defense and monitoring.

Prior to joining Wells Fargo in 2012, Rich was a principal at Deloitte & Touche, where he led the Global Cyber Threat and Vulnerability Management practice. Rich’s other security leadership roles include serving as naval Information Warfare Officer for the National Security Agency, senior director for professional services at Network Associates (now McAfee), and, after 9/11, special assistant to the deputy director for the National Infrastructure Protection Center at the Federal Bureau of Investigation. Rich retired after more than twenty years of military service.

In 2005, Rich authored Winning as a CISO, a leadership sourcebook for security executives. In 2015, Rich authored a chapter on collaboration and communication between technical and nontechnical staff and executives in Navigating the Digital Age: The Definitive Cybersecurity Guide for Directors and Officers.

Rich received the “Information Security Executive of the Year in Georgia” award in 2004 for his security achievements and pioneering leadership. He served as chair for the Financial Services Sector Coordinating Council from 2016 to 2018 as well as an advisor for the 44th and 45th President’s Commissions on Cybersecurity. In 2018, he was appointed as a member of the National Infrastructure Advisory Council by the President of the United States. He also serves on the Strategic Advisory Board of the International Consortium of Minority Cybersecurity Professionals.

Rich holds an MBA and a master of science degree in management from the University of Maryland University College, as well as a bachelor of science degree from the United States Naval Academy. Rich is also a Joint Forces Staff College and Naval War College graduate. He qualified as a Cryptologist and an Information Warfare Officer while holding numerous security industry certifications.

Paul

Paul Barkan
CRO
Newtown Savings Bank

Biography

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.

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Lyndsay Byun
Division Risk Officer, Americas
MUFG

Biography

Lyndsay is responsible for Retail, Digital Banking and Wealth Market risk oversight at MUFG, 5th largest bank in the world with 2.8T total assets. She is passionate about Blockchain technology and related transformation opportunities the technology presents to the banking industry.

Most recently, Lyndsay served as a head of Assurance and CCAR scenario for Santander Bank in U.S. Prior to Santander, she worked at several global consulting firms including EY, Protiviti and PwC focusing on external and internal audit, risk management and regulatory and compliance consulting space. Lyndsay is a Certified Public Accountant, Certified Anti-Money Laundering Specialist and Certified Risk Management Assurance professional. Lyndsay has a Master of Science in MIS from Boston University and holds a certification for Blockchain Technologies Business Innovation and Application from MIT Sloan.

Sumeet Chugani

Sumeet Chugani
VP, Senior Counsel
Citizens Financial Group

Biography

Sumeet Chugani is a litigator, turned regulatory consultant, turned senior bank counsel. Sumeet currently serves as lead counsel for unsecured loans, credit cards, consumer payment solutions, and digital marketing at Citizens Bank. At Citizens, Sumeet positions his business line clients for success by guiding new product and service implementation, creating solutions for ever-changing legal/regulatory risks, and managing regulatory examinations. Prior to Citizens, Sumeet was a regulatory consultant at PricewaterhouseCoopers, and a consumer financial services litigator at both Akerman LLP and Diaz, Reus, & Targ LLP. Sumeet is also head of Diversity & Inclusion for Citizens Bank Legal.

Alessia Falsarone

Alessia Falsarone
MD, Portfolio Strategy and Risk
PineBridge Investments

Biography

Alessia Falsarone, SASB FSA, is a Managing Director with PineBridge Investments in New York, a private, global asset manager focused on active, high-conviction investing. She is responsible for the alignment of portfolio strategy and investment risk with focus on developed markets’ credit. Ms. Falsarone served in the office of the CEO of PineBridge’s predecessor entity, AIG Investments. Prior to AIG, she was part of the Global Investments team at Citigroup as Vice President responsible for international client advisory and an investment banker with Credit Suisse. Ms. Falsarone is an alumna of Stanford University and the MIT Sloan School of Business.

Jennifer Kim

Jennifer Kim
Deputy CRO – Deputy Division Head of Risk
Hyundai Capital America

Biography

Jennifer Kim is the deputy Chief Risk Officer of Hyundai Capital America since 2017. She is overseeing Consumer and Commercial risk department including Credit risk management, Anti-Fraud, Operational risk management, statistical modelling and model governance, Enterprise information protection and Enterprise Data management. She brings with 20 years of financial services experiences including more than 15 years in Risk management. Prior to current role, she worked in Hyundai Capital HQ, Korea and various GE Capital businesses including America, Singapore, Japan and Asia HQ.

Jacob Kosoff

Jacob Kosoff
Head of Model Risk Management & Validation
Regions Bank

Biography

Jacob Kosoff is the Head of Model Risk Management and Validation at Regions Bank. In this role, Mr. Kosoff is responsible for the enterprise-wide management of the model governance and model validation teams and for overseeing the governance and validation for all models and significant analytical tools at Regions Bank. Mr. Kosoff has 15 years of experience and progressive managerial responsibility in model development, model risk management and audit within the financial services industry, including at Regions Bank, PNC Bank and Freddie Mac.

Stevan

Stevan Maglic
SVP, Head of Quantitative Risk Analytics
Regions

Biography

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.

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Sandeep Maira
Head, Risk and Compliance Technology
Former BNY Mellon

Biography

Sandeep is a finance and technology leader with expertise in risk management, compliance and fintech/crypto innovation.

He was responsible for enterprise risk management, compliance and regulatory reporting technology for BNY Mellon.

Sandeep previously managed risk technology for various businesses at JP Morgan including asset management and the clearing and prime brokerage businesses. He helped develop JPM’s first counter party stress testing platform.

He has a strong background in innovation with expertise in digital assets, having helped develop the first bank crypto-currency initiative, and executed the only US Treasury pilot, to date. He was quoted in the book ‘The Age of Cryptocurrency: How Bitcoin and Digital Money Are Challenging the Global Economic Order’.

Frank Morisano

Frank Morisano
CRO
ICBC

Biography

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.

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Murad Nayal
Managing Director. Head of Market Risk Modeling, Americas
Goldman Sachs

Biography

Murad Nayal will be presenting at Risk Americas 2019.

Bogie

Bogie Ozdemir
CRO
Canadian Western Bank

Biography

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.

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Aman Raheja
CISO
BMO Financial

Biography

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.

manan rawal

Manan Rawal
US Model Risk Management – Innovation Lead
HSBC USA

Biography

Manan N. Rawal is currently the head of Scenario Design & Modeling at HSBC
in New York. His role involves establishing a strong and robust framework
around designing stress testing scenarios that are utilized for the CCAR /
DFAST exercise as well as examine the relevant issues surrounding balance
sheet and non-interest revenue forecasting.

Manan’s prior experiences included oversight responsibility for trading and
banking book exposures as part of an independent risk management team as
well as buy side portfolio management stints at various institutional asset
managers where he focused on cross asset markets involving convertible
bonds, equity and credit derivatives. His educational experience includes
an international executive MBA from the Trium program (www.triumemba.org),
a M.Sc. in Economics from the London School of Economics, and a B.S. in
Finance from the Wharton School at the University of Pennsylvania.

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Ethen Yao
Head of Innovations and Intellectural Properties
BLAST

Biography

Ethen is a financial technologies innovator with more than ten years of experience in financial technologies. He has thirteen financial technologies related patents, and has co-founded several financial technology platforms, such as, Blast.com, a FinTech savings and investment platform; Armatic.io, a Software as a Service accounts receivables automation and management platform, and more. Ethen’s expertise in finance is supported by degrees from Harvard University and Villanova University. He also has professional subject matter certifications from Oxford University, Massachusetts Institute of Technology, and Harvard University. When he is not innovating the next big thing in finance, Ethen is competing in eSports competitions, where he is a Grand Master in a popular Blizzard eSports title.

Market Trends

Mark Benaharon

Mark Benaharon
Director, Interest Rate, Liquidity & Risk Management
New York Community Bancorp

Biography

Mark Benaharon will be presenting at Risk Americas 2019.

David Buck

David Buck
Senior Treasury Director,
SVP
Citizens Bank

Biography

David currently oversees the Treasury’s ALM platform conversion, as well as other critical enterprise-wide financial projects. David previously served as the Head of Risk Strategy & Applied Analytics, working with Risk leaders across the company to establish limits and tolerances to help guide risk taking activities as well as inform the strategic planning process.

David joined Citizens as the Head of Integrated Stress Testing in 2014. He has over 20 years of risk and capital experience with financial institutions through consulting, regulatory and practitioner roles at KPMG, Quantitative Risk Management (QRM), the Federal Reserve Bank of Chicago and GE Capital. He also holds an MBA (econometrics and statistics) from the University of Chicago’s Graduate School of Business.

Rick Cech

Richard Cech
Senior Bank Examiner, Operational Risk Governance
Federal Reserve Bank of New York

Biography

Rick is a Senior Bank Examiner. He joined the Operational Risk Governance unit at the New York Fed in December, 2011 in the Financial Institutions Supervisory Group (FISG).

Rick began his career as a municipal finance attorney, then joined J.P. Morgan & Co., where he played a variety of roles in markets and investment banking. In the late 1990s, Rick joined J.P. Morgan’s original operational risk development team. There, he was responsible for framework development tasks and loss data collection and reporting systems. While at J.P. Morgan, Rick chaired the IIF subcommittee that drafted the finance industry’s recommendations for Basel II event type categories, and later participated in the definition of loss data recording standards for the Operational Risk data eXchange (ORX). Before joining the Fed, Rick was an operational risk framework consultant for RiskBusiness International, designing customized taxonomic models and structured risk management programs for institutional clients.

Rick has been a writer, speaker and business school instructor on operational risk topics. He received a B.A. (Economics) and M.A. (Organizational Behavior) from Yale University, and a J.D. from University of Connecticut School of Law (Law Review, lead articles editor).

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Arun Chinnasamy
Equity Quant Strategist
RBC Capital Markets

Biography

Arun is an Equity Quant Strategist at RBC Capital Markets with 13+ years of experience both in industry and strategy consulting ranging across machine learning, PPNR and risk modeling, strategy 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.

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Andrew Craig
Funding and Liquidity Risk
Federal Reserve Bank of New York

Biography

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.

Alessia Falsarone

Alessia Falsarone
MD, Portfolio Strategy and Risk
PineBridge Investments

Biography

Alessia Falsarone, SASB FSA, is a Managing Director with PineBridge Investments in New York, a private, global asset manager focused on active, high-conviction investing. She is responsible for the alignment of portfolio strategy and investment risk with focus on developed markets’ credit. Ms. Falsarone served in the office of the CEO of PineBridge’s predecessor entity, AIG Investments. Prior to AIG, she was part of the Global Investments team at Citigroup as Vice President responsible for international client advisory and an investment banker with Credit Suisse. Ms. Falsarone is an alumna of Stanford University and the MIT Sloan School of Business.

Armel Romeo Kouassi

Armel Romeo Kouassi
Head of Balance Sheet and
Tresury Portfolio Modeling
Nothern Trust

Biography

Armel R. Kouassi is a senior finance professional with broad-based experience in Asset Liability, Fin-Tech and Treasury Portfolio Management. His experience includes a wide range of products with assignments in several major financial institutions and a Big 4 Audit Firm. He has worked and lived in numerous locations throughout the United States, Europe & Africa. Recently Mr. Kouassi assumed a new position as Head of Balance Sheet and Asset Liability Management for Northern Trust headquartered in Chicago. Armel has shifted between entrepreneurial and senior banking roles in his career.

Armel is certified Financial Risk Professional and a member of Global Association of Risk Professional. Armel received a MBA from the University Of Pennsylvania Wharton School and a Master in Finance from ESCP Europe, Paris, France.

Armel is a father of 3 girls, speaks three languages, he is passionate of Arts and Music and is member of the Board of Directors of the Ridgefield Symphony Orchestra. He is volunteer and Donors for NewArts/1214 Foundation in Newtown, Connecticut, a musical program to empower kids. Armel is member of the Board of the Wharton Club of Africa, promoting and helping to invest in Africa.

Stephan Meili

Stephan Meili
Managing Director
Risk Management
Citi

Biography

Stephan Meili will be presenting at Risk Americas 2019.

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Piero Monteverde
Assistant Chief Model Risk Officer, Head of Stress Testing and Finance Modeling
Capital One

Biography

Piero Monteverde will be presenting at Risk Americas 2019.

Marco Ossanna

Marco Ossanna
CRO
HSBC Securities
USA

Biography

Marco Ossanna is Senior Vice President and Chief Risk Officer for the Futures Commission Merchant at HSBC Securities USA Inc. Mr Ossanna has worked as subject matter expert of Central Clearing Counterparties (CCPs) at HSBC since June 2014 advising the FCM on establishing risk appetite and managing exposure towards Clearing Houses.

From 2011 to 2013, Mr Ossanna, was Executive Director at Chicago Mercantile Exchange, in charge of Clearing Membership, Risk Management and Default Management for Over-the-Counter Derivatives.

From 2000 to 2010, Mr Ossanna was Executive Vice President and Global Risk Officer of Structured Equity Derivatives at Intesa Sanpaolo, supervising teams in New York and London. In 1990’s he worked in the Research Department of Banca Commerciale Italiana in Milan, Italy, publishing market wide bank sector analysis and bank’s strategic papers.

Mr Ossanna received a Laureain Economics from the Universita’ degli Studi di Pavia in 1991 and he is a Certified European Financial Analyst. He is also an active member of industry groups and periodically represent HSBC at meetings with Regulators on matters concerning derivatives and clearing.

Julio Rivera

Julio Rivera
Director of CCAR and CECL Model Implementation, Production and Reporting
US bank

Biography

Julio is Vice President and head of CECL and CCAR Model Implementation and Production at US Bancorp since 2016, where he manages implementation, production execution, performance monitoring and reporting of credit risk models, stress testing, CCAR/DFAST and CECL models. With 15 years’ experience in building, implementing, validating and monitoring behavioral models using advanced econometric techniques, focused on Allowance, CCAR, Stress testing, IFRS9, CECL, Credit Risk for Commercial and Retail products.
He is an experienced manager with leadership and communication skills to drive highly visible projects and new initiatives that includes interacting with Senior Management, internal areas, external and internal auditors and regulators.
He is currently involved in the design, implementation and development of the CCAR and CECL models and integration with the reporting tools. He has led successfully several Model Development, Model Implementation, Model Monitoring and Model Validation projects.
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.

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Frank Sansone
SVP, Treasurer
China Construction
Bank

Biography

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.

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Azlina Wetmore
Head of Commercial Credit Policy and Innovation
Capital One

Biography

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.

Model Risk Management

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Arnisa Abazi
Managing Director,Quantitative Risk and Stress Testing
Citi

Biography

Arnisa Abazi is Director at Credit and Operation Risk Analytics, Citibank responsible for the development of credit stress testing (CCAR/internal stress testing) models for Global Wholesale portfolios.
In her prior role, she was Director at American Express, responsible for Economic Capital/Basel II/Stress Testing model development for Global Retail portfolios and oversight of Economic Capital in decisions/underwriting. She was distinguished with American Express Centurion circle award and Chairman’s Award for Innovation.
Arnisa has taught Enterprise Risk Systems as Adjunct Professor in Master of Financial Engineering at Stevens Institute of Technology and Econometrics as Lecturer at Rutgers University.
Arnisa holds a Ph.D. in Economics with specialty in Econometrics and Financial Economics. She completed her graduate studies at Central European University (in Budapest), Rutgers and Princeton universities where she was awarded Doctoral Fellowship, Sidney Simon Research Grant and George Soros fellowship.

Abhishek Adukia

Abhishek Adukia
VP, Model Risk Director
Alliance Bernstein

Biography

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.

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Erjun Chen
Audit Director
CIT

Biography

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.

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Rafic Fahs
Chief Model Risk Officer
Santander

Biography

Rafic Fahs will be presenting at Risk Americas 2019.

Ankur

Ankur Goel
PNC Financial Services
Santander

Biography

Ankur Goel is leading the model development of all Non-Residential Retail products for loss forecasting at PNC bank. His team is responsible for developing CCAR / CECL models for Auto, Credit Card, Student Lending and Unsecured Instalment Loans. Ankur has an extensive experience of modelling both in Academia and Banking. Before joining banking, Ankur was a Professor at Case Western Reserve University. He holds a Ph.D., from University of Texas and an undergraduate degree from Indian Institute of Technology.

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Aruna Joshi
SVP, Model Risk Management
Bank of the West

Biography

Dr. Aruna Joshi has more than two decades of experience in the Financial Services Industry. Currently, she is SVP, Model Risk Management at Bank of the West where she leads model validations for CCAR and BAU models including retail and wholesale credit, PPNR, and ALLL models.

Shestarted her career in the financial services industry as a software engineer in the FixedIncomedepartmentatBARRA and then at Advisor Software.She was alsoDirectorofRiskModeling at PMI where she was responsible for projects including mortgage behavior modeling and NPV models for determining economics of loan modifications. She then worked at Union Bank and Wells Fargo validating models related to retail and commercial credit risk.

Sheholdsa BTechfrom the Indian Institute of Technology, MSfrom Iowa State University and a PhD and MFE fromUCBerkeley. She also holds the FRM designation.

Aruna is a frequent speaker on Model Risk at conferences and has co- authored a paper entitled Measuring Model Risk- A Practitioner’s Approachthat was published in the Risk Management Association Journal. She recently published a book entitled Managing Risk of Financial Models – A Smart and Simple Guide for the Practitioner.

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Sean Keenan
VP, Model Risk Governance, Data and Analytics
New York Life

Biography

Sean Keenan will be presenting at Risk Americas 2019.

Shannon Kelly

Shannon Kelly
SVP, Director Model Risk Management
Zions Bancorp

Biography

Shannon is currently the Director of Model Risk Management at Zions Bancorp.  Over eighteen years of financial service industry experience in risk management, model development and model validation.

Previously she has consulted as an Associate Director on model development, validation and risk management at Protiviti Consulting, and lead risk management and development functions including the US Head of Model Risk Management at TD Bank, Head of Enterprise Risk Management Audit at Bank of the West, and Director of Economic Capital at HSBC Bank US.  Earlier in her career she also worked for the Federal Reserve Bank of Philadelphia in the areas of retail credit risk, models, and Basel II examinations and in writing regulatory guidance.

Shannon has a Master’s degree in mathematics and statistics from Cornell University and a Bachelor’s degree in mathematics from the University of Washington in Seattle.

Jacob Kosoff

Jacob Kosoff
Head of Model Risk Management & Validation
Regions Bank

Biography

Jacob Kosoff is the Head of Model Risk Management and Validation at Regions Bank. In this role, Mr. Kosoff is responsible for the enterprise-wide management of the model governance and model validation teams and for overseeing the governance and validation for all models and significant analytical tools at Regions Bank. Mr. Kosoff has 15 years of experience and progressive managerial responsibility in model development, model risk management and audit within the financial services industry, including at Regions Bank, PNC Bank and Freddie Mac.

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Wei Ma
Head of Model Risk Management
Sumitomo Mitsui Banking Corp

Biography

Wei Ma is head of model risk management at SMBC, New York, in which capacity he develops model validation framework across SMBC NYB and its subsidiaries in the U.S. as well as leads validation of individual models. Prior to the current role, he was an enterprise risk officer led the development of risk appetite framework.

Before joining SMBC in 2013, Wei worked for five years at AIG where, as an associate director, he managed structured product portfolios composed of CDO, RMBS, and CMBS assets with a notional amount of over $60 billion. He also led the development of structured product risk analytic capabilities at AIG Asset Management and led work streams in stress testing and model risk management initiatives.

Prior to AIG, Wei was a structurer at Merrill Lynch and PriceWaterhouseCoopers with a focus on CLO. He also spent two years working as a risk management consultant at PwC during which period he advised banking clients on market risk management solutions.

Wei received an MBA degree from NYU Stern School of Business. He also holds degrees in computer science from top universities in China. He is a certified financial risk manager by GARP.

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Sahas Ranganathan
VP, Model Risk Management
American Express

Biography

Sahas Ranganathan is a Risk Management leader at American Express (AXP) with varied experiences spanning the First and Second Lines of Defence.

He currently leads the Model Risk Management function for AXP and American Express National Bank (AENB). He leads a global team of risk professionals focused on models in the areas of stress testing (CCAR, DFAST), reserving (CECL, IFRS9, Membership Rewards), capital (Basel, Economic Capital) and Finance/ Treasury/ Compliance (Asset-Liability, card member lifetime value, Anti-money laundering).

He previously led the Enterprise Risk Management (ERM) function for AXP and AENB, focusing on critical Second Line of Defence frameworks and activities, including: risk appetite, economic capital, Board risk reporting, risk identification, risk policy and governance, incentive compensation, country risk, reputational risk, and oversight of new products.

In his previous roles, he led the implementation of economic capital in risk management, and created and implemented strategies to improve Consumer portfolio profitability through point of sale authorization rules.

Sahas has an engineering degree from the Indian Institute of Technology, Madras, and an MBA from the Indian Institute of Management, Ahmedabad. He is also a certified Financial Risk Manager with the Global Association of Risk Professionals.

Chris Smigielski

Chris Smigielski
VP, Model Risk Director
TIAA

Biography

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.

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Adam Treibel
SVP, Head of Model Risk Management
SunTrust

Biography

Adam has been in the SunTrust role for approximately 1 year. Prior to SunTrust, Adam was a consultant for a Big 4 firm where he provided professional advisory and client support services across multiple financial services firms. During his tenure as a consultant Adam participated in model development and validation efforts. Additionally, he was responsible for designing and implementing enterprise model risk management functions across a variety of financial institutions.

Nav Vaidhyanathan

Nav Vaidhyanathan
Group VP, Head of Model Validation and Governance
M&T Bank

Biography

Mr. Vaidhyanathan has over twelve years of experience working in the area of modelling, analytics, and risk management in financial services. Nav Vaidhyanathan is the Head of Model Validation and Governance at M&T Bank, where he is responsible for providing model risk oversight for all models across the enterprise. Mr. Vaidhyanathan joined M&T in 2015.

Prior to M&T, Mr. Vaidhyanathan was the Head of Model Risk Management at Wintrust Financial Corporation, where he built the Model Risk function from ground up, including setting up the governance structure, writing the policies and procedures, and hiring and training the team. Prior to Wintrust, Mr. Vaidhyanathan worked at Northern Trust and Discover Financial Services. He has been involved in stress testing at four different institutions – leading model building and validation efforts.

Mr. Vaidhyanathan earned an MS in Civil Engineering as well as and MS in Electrical and Computer Engineering, and an MBA from Purdue University. He has a BS in Engineering from Indian Institute of Technology Kanpur (IIT Kanpur).

Ximena Zambrano

Ximena Zambrano
Head of Qualitative Model Validation
Wells Fargo

Biography

Ximena has over 20 years of experience in the Banking Industry as a Risk Manager and currently leads the Qualitative Validation function for Wells Fargo. In her role she is responsible define the standards and processes to validate qualitative models across the enterprise and execute on these validations.
Ximena has had extensive experience in her career in leadership roles across consumer credit risk, consumer analytics, credit operations and credit strategy design and implementation.
Before joining Wells Fargo, she worked at Ally Financial where she held roles in analytics, loan review and was Chief Risk Officer for the International Operation and at Citibank where she led functions across the credit spectrum in the US and internationally.

Ximena holds a BSc Industrial Engineering from Los Andes University and MBA from Duke University – Fuqua School of Business. She lives in Charlotte, NC with her husband and daughter.

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Hu Zhang
ED, Model Review
JP Morgan

Biography

Hu Zhang will be presenting at Risk Americas 2019.

ERM & Operational Risk

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Lyndsay Byun
Division Risk Officer,
Americas
MUFG

Biography

Lyndsay is responsible for Retail, Digital Banking and Wealth Market risk oversight at MUFG, 5th largest bank in the world with 2.8T total assets. She is passionate about Blockchain technology and related transformation opportunities the technology presents to the banking industry.

Most recently, Lyndsay served as a head of Assurance and CCAR scenario for Santander Bank in U.S. Prior to Santander, she worked at several global consulting firms including EY, Protiviti and PwC focusing on external and internal audit, risk management and regulatory and compliance consulting space. Lyndsay is a Certified Public Accountant, Certified Anti-Money Laundering Specialist and Certified Risk Management Assurance professional. Lyndsay has a Master of Science in MIS from Boston University and holds a certification for Blockchain Technologies Business Innovation and Application from MIT Sloan.

Rick Cech

Richard Cech
Senior Bank Examiner,
Operational Risk Governance
Federal Reserve Bank of New York

Biography

Rick is a Senior Bank Examiner. He joined the Operational Risk Governance unit at the New York Fed in December, 2011 in the Financial Institutions Supervisory Group (FISG).

Rick began his career as a municipal finance attorney, then joined J.P. Morgan & Co., where he played a variety of roles in markets and investment banking. In the late 1990s, Rick joined J.P. Morgan’s original operational risk development team. There, he was responsible for framework development tasks and loss data collection and reporting systems. While at J.P. Morgan, Rick chaired the IIF subcommittee that drafted the finance industry’s recommendations for Basel II event type categories, and later participated in the definition of loss data recording standards for the Operational Risk data eXchange (ORX). Before joining the Fed, Rick was an operational risk framework consultant for RiskBusiness International, designing customized taxonomic models and structured risk management programs for institutional clients.

Rick has been a writer, speaker and business school instructor on operational risk topics. He received a B.A. (Economics) and M.A. (Organizational Behavior) from Yale University, and a J.D. from University of Connecticut School of Law (Law Review, lead articles editor).

2018 T Durfee

Tonia Durfee
Director, Global Head for Operational Risk Management Startegy and Analytics
Credit Suisse

Biography

Tonia Durfee will be presenting at Risk Americas 2019.

Nasser Fattah Head Shot

Nasser Fattah
Managing
Director
MUFG

Biography

Nasser Fattah, Managing Director, Bank of Tokyo Mitsubishi UFJ
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.

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Fabrice Fiol
Managing Director, Deputy Head ERM-
Societe Generale Americas
Societe Generale

Biography

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

Craig

Craig Friedman
MD, Head of Quantitative Methods,
ERM Financial Risk
TIAA

Biography

Craig Friedman is a Managing Director and Head of the ERM Quantitative Methods group at TIAA. He holds a PhD in Mathematics from NYU’s Courant Institute of Mathematical Sciences, and an Sc.M. in Applied Mathematics and an A.B. in Economics from Brown University. He has published a number of journal articles and a book (Utility-Based Learning From Data) largely focused on the appropriate application of machine learning and data science techniques to financial engineering problems across a range of asset classes. He was a Fellow in NYU’s Mathematics in Finance program, an Associate Editor of the Journal of Credit Risk, and an Associate Editor of the International Journal of Theoretical and Applied Finance

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Scott Gyllensten
Chief Operational
Risk Officer
Peoples United Bank

Biography

Scott is the Chief Operational Risk Officer at People’s United Bank N.A.; a northeast based regional financial services company with over $40 billion in assets, offering commercial, retail, insurance, and wealth management services.

Scott is a licensed attorney, who holds a Bachelor’s Degree, Graduate Certificate in Tax, and Juris Doctorate from the University of Connecticut.

In his role, Scott is responsible for Operational Risk, Privacy, and Model Validation at People’s United Bank.

Scott has over fifteen years’ experience in Risk Management and has developed and implemented Operational and Enterprise Risk programs for domestic and international investment banking, capital markets, commercial banking, retail banking, and alternative assets organizations.

Aengus Hallinan

Aengus Hallinan
MD, Group Head of Operational Risk Management and Business Continuity
Credit Suisse

Biography

Aengus Hallinan will be presenting at Risk Americas 2019.

David Iacucci Head Shot

David Iacucci
VP, Audit Leader
American
Express

Biography

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.

Ken

Ken Jones
Head of Fraud Risk Management and Fiancial Intelligence
UBS

Biography

Ken Jones joined UBS in 2014, he is currently the Head of Fraud Risk Management and the Financial Intelligence Unit for the UBS Americas Region. Ken is leading efforts to improve fraud deterrence, detection and UBS Americas response to a variety of potential cyber and financial crime incidents. He leads the cross-functional Fraud Risk Management Committee and manages a variety of funded projects pertaining to intelligence, analytics and system improvements.

From 2008 – 2014, Ken was a Director in KPMG’s Forensic practice, where he conducted sensitive investigations for both government agencies and corporations. He also conducted fraud risk assessments at financial services and a variety of other industries.

Prior to working at KPMG, Ken retired as the Deputy Chief of the US Postal Inspection Service. In this position he was responsible for the overall leadership of the 18 field divisions and all headquarter operations. Program oversight and career experiences included financial crimes, narcotics, child sexual exploitation, bombs, prohibited mailings (anthrax), corporate security and employee investigations.

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Nick Kapatos
Enterprise Risk Manager
Allegiance Bank

Biography

Nick Kapatos will be presenting at Risk Americas 2019.

Irfan Khan

Irfan Khan
Chief Operational Risk Officer
BB&T

Biography

Irfan started his career with Canadian Imperial Bank of Commerce (CIBC) in Toronto, Canada where he held multiple roles in Finance and Risk Management. He led the Operational Risk Function for CIBC’s Wholesale Banking business unit and was also responsible for development and implementation of the Advanced Measurement Approach (AMA) framework for operational risk.
In 2010, Irfan joined EY’s Risk Advisory practice in New York where he led a number of Operational and Enterprise Risk Management Advisory engagements as well as broader regulatory initiatives covering various aspects of the Basel Accord and the Dodd Frank Act. Irfan was also responsible for product and business development for key Risk Advisory offerings.
Irfan Joined BB&T in 2017 as the Chief Operational Risk Officer. In this role, Irfan leads ORM Programs and Oversight, Business Continuity, Vendor Management and Change Risk for the Bank.
Irfan completed his MBA in Finance and Management of Information Systems from McGill University and a Bs. in Marketing from Southeastern University. In addition, Irfan is a Chartered Financial Analyst (CFA) and holds the Financial Risk Manager (FRM) designation.
Irfan is married to Joveria Asif and they live in Summerfield, North Carolina with their three sons Danyal, Seff and Rehan

Josua

Joshua Kotok
CRO and CCO
First Savings Mortgage Corp

Biography

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.

philip

Philip Masquelette
SVP, CRO
Ulster Savings Bank

Biography

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.

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Denise Melious
VP, Audit Leader
American Express

Biography

Denise Melious will be presenting at Risk Americas 2019.

Sean O'Malley

Sean O’Malley
Head of AML Risk Management
State Street
Corporation

Biography

Sean O’Malley will be presenting at Risk Americas 2019.

Gus Ortega

Gustavo Ortega
Head of Technology, Innovation and Operations Risk Management
Voya Financial

Biography

Gustavo Ortega will be presenting at Risk Americas 2019.

Jaikumar Ramaswamy

Jaikumar Ramaswamy
Managing Vice President, Head of Enterprise Risk Management
Capital One

Biography

Jaikumar Ramaswamy will be presenting at Risk Americas 2019.

Dalit Stern

Dalit Stern
Senior Director of Enterprise Fraud Risk Management
TIAA Financial
Services

Biography

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.

Rodney Sunda-Wong

Rodney Sunda-Wong
Chief Risk Officer for U.S Broker Dealer and U.S Derivates Swap Dealer
Morgan Stanely

Biography

Mr. Sunada-Wong is the Chief Risk Officer for Morgan Stanley’s U.S. Institutional Broker-Dealer and its U.S. and Mexican Derivatives Swaps Dealers, overseeing Market, Credit, Operational and Liquidity risk for these legal entities. He strategizes with Business Lines and with Treasury on allocating risk-taking to optimize Regulatory Capital, Initial Margin, liquidity requirements across legal entities. Key projects are enhancing governance and risk infrastructure to meet Capital and Margin requirements promulgated by the SEC and CFTC and evolving regulatory challenges related to Recovery Resolution Planning (“RRP”).

Mr. Sunada-Wong teaches grad-level courses in Corporate Finance at Columbia University’s IEOR School, and in Modeling Securitized Products at NYU’s Courant Institute.

Previously, he oversaw market risk for Morgan Stanley’s deposit-taking banks, and the Wealth Management and Global Treasury divisions, and before that, for Merrill Lynch’s deposit-taking banks. Mr. Sunada-Wong began his risk management career at Commodities Corporation (Goldman Sachs Hedge Fund Strategies) and at Bankers Trust. He received his MBA in Finance from Cornell University’s Johnson Graduate School of Management, and his AB from Harvard College.

Risk Americas 2019 | Practical Solutions to Combat Cyber Threats

Practical solutions to combat cyber threats

Practial Solutions to Combat Cyber Threats 

Nearly every day a news story breaks about another cyber heist or data breach. Vulnerable and unprotected small businesses provide an entry point for cybercriminals which can impact those partners in the broader supply chain. Learn from industry experts about practical solutions to combat today’s cyber threats.

Masterclass led by:

Masterclass Agenda

Registration will commence at 8am, with introductions and the first sessions opening at 9. There will be ample time for refreshment breaks and networking throughout the day with breakfast, morning break, lunch and afternoon break provided. The Masterclass will conclude at 5pm.

Please note: due to the interactive nature of the Masterclass, seats are limited and available on a first come, first served basis.

Registration will commence at 8am, with introductions and the first sessions opening at 9. There will be ample time for refreshment breaks and networking throughout the day with breakfast, morning break, lunch and afternoon break provided. The Masterclass will conclude at 5pm.

Please note: due to the interactive nature of the Masterclass, seats are limited and available on a first come, first served basis.

Introduction and problem statement:

  • Overview of current threat landscape – describe several current cybercrimes; what is law enforcement saying are the big threats
  • Cyber crime statistics – are the numbers increasing or decreasing; or is there a lack of reporting?
  • Small business statistics – how big is the problem of an unprotected small business community?
  • Identity theft impacts – survey results on the impact of identity theft – nearly 1 in 4 American’s have had their identity stolen

Solutions:

  • Cybersecurity is everyone’s job – how you can incorporate cybersecurity best practices into every day at work — tips, tools and techniques
  • Cybersecurity information sharing act of 2015/Information sharing and analysis organizations – define what these are and how they can help protect your organization from litigation and liability
  • The National Cybersecurity Society – what is it and how it can help
  • Cybercrime support network – roll out of 211 cyber system nation-wide – what is it
  • Crisis management – when something bad happens, who do you call and what should your response be?

Future outlook:

  • Blockchain – how it will revolutionize financial transactions
  • 23 NYCRR 5000 – Cybersecurity requirements for financial services
  • GDPR and how this EU regulation might drive the U.S. to a national data breach law
  • Wrap up/questions

Registration rates – before March 29

Masterclass only
All organizations

(Taking place before the main Convention on May 13)

$799
Save $300

Main Convention + Masterclass
Representing a financial institution

(E.g. Bank, Insurance company, Asset Manager, Regulator)

$2,298
Save $1,000

Main Convention + Masterclass
Representing an information/service provider

(E.g. Consultant, Vendor, Executive Search Firm, Law Firm)

$2,798
Save $800

Risk Americas 2019 | Managing Machine Learning Model Risk

May 13 2019 | New York City

Managing Machine Learning Model Risk

The adoption and ubiquity of machine learning in Financial Institutions pose a set of new model risks. This workshop is intended to provide practitioners in model development, validation, and governance to take advantage the power of machine learning and to understand and manage their model risks.

Masterclass led by Wells Fargo:

Presenter images

Masterclass Agenda

Registration will commence at 8am, with introductions and the first sessions opening at 9. There will be ample time for refreshment breaks and networking throughout the day with breakfast, morning break, lunch and afternoon break provided. The Masterclass will conclude at 5pm.

Please note: due to the interactive nature of the Masterclass, seats are limited and available on a first come, first served basis.

Introduction:

  • Machine learning applications in banking
  • Model risk in machine learning
  • Explainable and trusted machine learning

Introduction to machine learning methodology

  • Supervised learning: Random forest, gradient boosting machine, and neural networks
  • Unsupervised learning and reinforcement learning
  • Transfer learning and generative adversarial network

Explainability and interpretation techniques for machine learning: 

  • Diagnostic techniques
    • Variable/feature importance: local (LIME and SHAP) and global importance (SHAP, Sobol, Permutation Test, ANOVA)
    • Effects of input/outputs (PDP, ICE and Derivative-based approach)
  • Model distillation (Tree, KLIME. LIME-SUP)
  • Structured-interpretable models: Explainable neural networks

Examples of advanced machine learning applications in banking:

  • Credit modeling and stress testing
  • Derivative pricing and CVA using deep learning
  • Value at risk and multivariate time-series modeling using generative adversarial network

Validation framework:

  • Model suitability and conceptual soundness: model bias and explainability
  • Model robustness and stability
  • Model implementation and safety: cautious generalization and fail-safe mode
  • Change control: model retraining and monitoring
  • Managing vendor models

Registration rates – before March 29

Masterclass only
All Organizations

(Taking place before the main Convention on May 13)

$799
Save $300

Main Convention + Masterclass
Representing a financial institution

(E.g. Bank, Insurance company, Asset Manager, Regulator)

$2,298
Save $1,000

Main Convention + Masterclass
Representing an information/service provider

(E.g. Consultant, Vendor, Executive Search Firm, Law Firm)

$2,798
Save $800

Risk Americas 2019 | Around the World of Financial Risk in a Day

May 16 2019 | New York City

Around the World of Financial Risk in a Day

Masterclass led by:

Assessing the critical challenges and pitfalls faced by financial risk professionals in an ever-changing financial and technological world.

kwheadshotaugust_2015

Kristen Walters
Managing Director, Global Chief Operating Officer, Risk & Quantitative Analysis Group
BlackRock

donna-Howe

Donna Howe
former Chief Risk Officer
Santander Holdings USA

Masterclass Agenda

An intensive and highly interactive one-day Masterclass geared to those that would like a strategic view of the critical challenges and considerations of financial risk, but not working day-to-day in the field. The Masterclass is also tailored to professionals working within risk departments that would like to understand the interaction and interconnectivity of financial risk silos.

Registration will open at 8:30am, the Masterclass will commence at 9am and conclude by 5pm. There will be adequate time for refreshment breaks and lunch, as well as interaction, questions and networking with peers.

Each session will last between 45 and 60 minutes, address the critical challenges, allow for discussion and questions, and may include exercises – attendee participation and engagement is encouraged to allow all a 360 holistic view.

Please note: due to the interactive nature of the Masterclass, seats are limited and available on a first come, first served basis.

Risk infrastructure:

  • Risk assessment
  • Risk appetite
  • Control philosophy and network theory as seen from navigating committees

Market risk

  • Inventory management
  • Securities risk, liquidity, model risk and implications of correlation
  • Stress testing

Credit risk

  • Probability of default
  • Moral hazard
  • Role of reserves versus capital
  • Counterparty risk, CECL and forward implications incorporating peer-to-peer; can we do anything about the credit cycle?

Lunch: network with the attendees and speak to the presenters

Risk, culture and employee engagement

  • How do you measure engagement and culture?
  • What kind of incentives work?
  • Practical and applicable examples and case studies

Operations risk, capacity and facilitation risk

  • Process and heroic employees in the workforce
  • Clearing risk and leverage

Technology risk, vendors and the cyber bet

  • Build versus buy, are vendors ever partners?
  • Threat awareness, physical security
  • DEV to PROD and opensource, leading to the question of tech produced leverage

Strategic risk, insurance and the BOD

  • Principal/agent risk versus proprietary risk
  • Insurance pricing and the point of oversight

Wrap up and summary – last chance to ask questions and engage!

Registration rates – before March 29

Masterclass only
All Organizations

(Taking place after the main Convention on May 16)

$799
Save $300

Main Convention + Masterclass
Representing a financial institution

(E.g. Bank, Insurance company, Asset Manager, Regulator)

$2,298
Save $1,000

Main Convention + Masterclass
Representing an information/service provider

(E.g. Consultant, Vendor, Executive Search Firm, Law Firm)

$2,798
Save $800

Risk Americas 2019 | Insights

May 14-15, 2019 | New York City

21st February 2019

Model risk management in CECL

By Nav Vaidhyanathan, Group VP, Head of Model Validation and Governance, M&T Bank
20th February 2019

CECL – Managing audit requirements and expectation to minimize duplication of efforts with auditors and regulators

By Matthew Clohessy, SVP, Audit Manager, Keybank
18th February 2019

Risk Webinar – CECL: Are you up to date?

18th February 2019

Taking the pulse of third party risk management 2019

15th February 2019

Recalibration of CECL models after initial validation reports and parallel runs to align results

By Elizae Dalvi, VP, Model Risk Management, Bank United
14th February 2019

Reviewing FinTech advances and new product entrants impact on the market

By Alessia Falsarone, MD, Portfolio Strategy and Risk, PineBridge Investments.
14th February 2019

Managing model risk governance to maintain accuracy across lifecycle

By Chris Smigielski, VP Model Risk Director, TIAA 
13th February 2019

Current status of CECL accounting standard including delay requests and congressional and regulatory activities

By Rick Martin, Product Manager, Financial & Risk Management Solutions, Fiserv
13th February 2019

CECL – Applying qualitative overlays that are transparent, robust and repeatable

By Stevan Maglic, SVP, Head of Quantitative Analytics, Regions Bank
6th February 2019

Developing a strategy for CECL loss forecasting with varying degrees of interpretation across the industry

By Jorge Sobehart, Credit and Obligor Risk Analytics, Citi
31st January 2019

CECL – Initial impact analysis: How to successfully action a parallel run and action on decomposing impact

By Daniel Hong, VP, CECL Wholesale Credit Implementation Lead, HSBC
29th January 2019

CECL – Managing increased sensitivity to macros assumptions across loss forecast models

By Chris Varvares, Vice President and co-head of US Economics, Macroeconomic Advisers, IHS Markit
14th January 2019

Risk Insights from Chief Risk Officer of Hyundai Capital America

14th January 2019

Validation of CECL models: What needs to be validated?

By Jennifer Matney, SVP, Director of Operational Risk Management, UMB Financial
14th January 2019

Current Expected Credit Loss (CECL) Performance Assessment

By Xiaoling (Sean) Yu, SVP, Director of Model Validation, KeyBank

Risk Americas 2019 | Sponsors

May 14-15, 2019 | New York City

2019 Knowledge Partners:

Cushman & Wakefield


Cushman & Wakefield (NYSE: CWK) is a leading global real estate services firm that delivers exceptional value by putting ideas into action for real estate occupiers and owners. Cushman & Wakefield is among the largest real estate services firms with 48,000 employees in approximately 400 offices and 70 countries. In 2017, the firm had revenue of $6.9 billion across core services of property, facilities and project management, leasing, capital markets, valuation and other services. To learn more, visit www.cushmanwakefield.com or follow @CushWake on Twitter.

Quantitative Risk Management


Quantitative Risk Management (QRM) is the world’s premier enterprise risk management consulting firm. QRM develops industry-leading risk management principles, practices, and models, and provides clients with the advice, knowledge, and tools necessary to leverage those innovations into higher risk-adjusted returns. Since 1987, we have partnered with our clients to enhance their ability to measure risk, identify profitable opportunities, and make sound financial decisions. With offices in Chicago, London, and Singapore, QRM has established over 250 long-term engagements with top financial institutions from the banking, finance, and insurance industries worldwide.

Risk Dynamics part of McKinsey & Company


Risk Dynamics, part of McKinsey & Company, is a global consulting firm that has been providing model risk management advisory and independent model validation and audit services to banks, insurers, asset managers and financial infrastructure operators throughout the world for over 14 years. As part of the McKinsey & Company, we provide a combination of deep technical expertise and strategic thinking to help our clients assess the risks faced across their model portfolio in a timely and efficient manner, while identifying the most relevant mitigation strategy. Our team consists of quantitative consultants (PhDs and actuaries) and business experts, allowing us to offer our clients a mix of business, risk, audit, and regulatory compliance skills. We have expertise in all major model classes including regulatory/economic capital, pricing, valuation, provisioning (e.g. IFRS9/CECL) and non-financial (e.g. AML) and decision-support models.

S&P Global Market Intelligence


At S&P Global Market Intelligence, we know that not all information is important—some of it is vital. Accurate, deep and insightful. We integrate financial and industry data, research and news into tools that help track performance, generate alpha, identify investment ideas, understand competitive and industry dynamics, perform valuations and assess credit risk. Investment professionals, government agencies, corporations and universities globally can gain the intelligence essential to making business and financial decisions with conviction.

S&P Global Market Intelligence a division of S&P Global (NYSE: SPGI), provides essential intelligence for individuals, companies and governments to make decisions with confidence. For more information, visit www.spglobal.com/marketintelligence.

Strategic Risk Associates


Founded in 2008, SRA is a National firm comprised of veteran bankers and former regulators. Our primary objective is meeting the information and reporting needs of executive management and boards of directors so that they can execute their responsibilities with simplicity, clarity and efficiency. Our signature platform SRA Watchtower is designed by industry experts that possess firsthand knowledge of your requirements.
Our National Service Practice provides laser targeted solutions for credit review, credit stress testing, risk-based capital stress testing, capital planning, strategic planning, M&A due diligence, risk appetite frameworks, risk governance and training.

ZestFinance


The world’s most innovative lenders rely on ZestFinance to do more profitable lending through machine learning. Our ZAML software is the only solution for explainable AI in credit, and we automate risk management so our customers can focus on lending safely to more people. ZestFinance pioneered AI in underwriting, and today we’re one of the fastest-growing tech startups in the world

2019 Co-Sponsors:

Darling Consulting Group


Darling Consulting Group (DCG) is a leading independent provider of balance sheet risk management services and solutions for the financial institution industry. DCG’s Quantitative Risk Analysis & Strategy Group provides specialized end-to-end validation for credit stress testing models (DFAST/ CCAR) which includes an evaluation of the mathematical approaches employed to project credit losses and PPNR forecasts, as well as ALM model integration, governance, controls and documentation. For over 30 years DCG has helped financial institutions of all sizes make better strategic and risk management decisions. Services include comprehensive asset/liability management and strategy advisory, balance sheet risk modeling, broad-based model validation (e.g. ALM, liquidity, credit, ALLL, MSR, capital, operational risk models), behavioral studies (deposits, prepayments), credit stress testing and challenger models, and liquidity management (including contingency planning, monitoring and stress testing tools).

Equifax


Equifax is a global information solutions company that uses unique data, innovative analytics, technology and industry expertise to power organizations and individuals around the world by transforming knowledge into insights that help make more informed business and personal decisions.

OneTrust


OneTrust is the largest and most widely used dedicated privacy management technology platform for compliance with global privacy laws. More than 2,000 customers, including 200 of the Global 2,000, use OneTrust to comply with data privacy regulations across sectors and jurisdictions, including the EU GDPR, ePrivacy (Cookie Law), the California Consumer Privacy Act and more.

The software, available in 50+ languages, is backed by 43 awarded patents and can be deployed in an EU cloud or on-premise. The comprehensive platform is based on a combination of intelligent scanning, regulator guidance-based questionnaires, automated workflows and developer plugins used together to automatically generate the record keeping required for an organisation to demonstrate compliance to regulators and auditors.

Wolters Kluwer


Wolters Kluwer’s Finance Risk & Reporting business is a market leader in the provision of integrated finance, risk and regulatory compliance and reporting solutions, supporting regulated financial institutions in meeting their obligations to external regulators and their own board of directors.

Wolters Kluwer N.V. (AEX: WKL) is a global leader in information services and solutions for professionals in the health, tax and accounting, risk and compliance, finance and legal sectors. Wolters Kluwer reported 2017 annual revenues of €4.4 billion. The company, headquartered in Alphen aan den Rijn, the Netherlands, serves customers in over 180 countries, maintains operations in over 40 countries and employs 19,000 people worldwide.

2019 Associate Sponsor:

Cluster Seven


ClusterSeven is a global provider of strategic Spreadsheet Management software. Our market-leading suite of products provide a governance platform for a firm’s spreadsheets, user-built databases and modelling tools. The ClusterSeven suite provides transparency around spreadsheet activity, enables the capture of an inventory of spreadsheets as well as facilitates a full audit trail of changes to the key spreadsheets and databases in the inventory. The suite provides businesses and their control functions full confidence in the integrity of their firm’s spreadsheet data, while also offering substantial savings on the time and resources used to check data processes and accuracy.

2019 Media Partner:

Asset-Backed Alert


Excel in the New-Look Securitization Business
Every week, Asset-Backed Alert gives you the earliest word on money-making plays emerging from the transformed ABS and MBS markets. The newsletter makes sense of the changes impacting the securitization of consumer loans, home mortgages and corporate receivables.

Can your organization contribute at Risk Americas 2019 Convention?

Please contact the Center for Financial Professionals today to discuss how we can deliver your thought-leadership at the event, help you generate leads, and provide you with unique networking and branding opportunities. Please contact sales@cefpro.com or call us on +1 888 677 7007 / +44 (0)20 7164 6582 where a member of the team will be happy to tailor the right package for you.

How can your organization benefit from a CeFPro partnership?

A look back at Risk Americas 2018

A quick look back at Risk Americas 2018

Just a few of our 2018 speakers

Risk Americas 2018 Highlights

Insight from Chief Risk Officer of Genworth Financial

Insight from Chief risk Officer of Hyundai Capital America

Risk Americas 2019 | Venue

May 14-15, 2019 | New York City

Venue:

Marriott Downtown
85 West St, New York
NY 10006, USA

Accommodation:

Please click the below link to book your accommodation using our preferential rate.

https://book.passkey.com/e/49744574

We have secured a $359++ accommodation rate for you to stay at the hotel. Please note there is limited availability and we suggest you book your accommodation as soon as possible, this is also based on a first come first served basis with the rates and any remaining rooms expiring on May 01, 2019.

Risk Americas 2019 | FAQ’s

May 14-15, 2019 | New York City

CPE Credits

CPE

Earn up to 21 CPE Credits

Earn up to 14 CPE Credits for the main convention, and up to 7 for a pre-event Masterclass.

  • Prerequisites: Knowledge of financial risk management
  • Advanced Preparation: No advanced preparation is required
  • Program Level: Intermediate to advanced
  • Delivery Method: Group-live

The Center For Financial Professionals is registered with the National Association of State Boards of Accountancy (NASBA) as a sponsor of continuing professional education on the National Registry of CPE Sponsors. State boards of accountancy have final authority on the acceptance of individual courses for CPE credit. Complaints regarding registered sponsors may be submitted to the National Registry of CPE Sponsors through its website: www.learningmarket.org

Frequently asked questions

Can I present at the Risk Americas Convention?

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

Are there any rules on the dress code?

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.

What is the cost and what is included in the registration fee?

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.

Where can I find the Convention documentation and speaker presentations?

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.

Will breakfast, lunch and refreshment be provided?

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

Will there be opportunities to network with other attendees?

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
I have several colleagues that would like to attend, is there a group discount?

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 Please note:

  • Registrations must be made at the same time
  • Registrations must come from the organisation
  • The lowest registration will be discounted
Are there opportunities to share my thought-leadership at the Risk Americas Convention?

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.

Are media partnerships available for the Risk Americas Convention?

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 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 mark.desousa@cefpro.com or call +1 888 677 7007

Risk Americas 2019 | Registration

May 14-15, 2019 | New York City

REGISTRATION RATES

Group Bookings – 3rd Person Half Price:

Group rates are available for 3 or more attendees from the same organisation, when registering at the same time.
The current rate allows every third colleague to come along for half price or the fifth person to attend for FREE!

If you inadvertently have registered as a practitioner, you will receive an invoice for the shortfall or the opportunity to exercise the cancellation policy.

RISK AMERICAS 2019 | Main Event only
MAY 14-15

SUPER EARLY BIRD
Registrations before March 29

EARLY BIRD
Registrations before May 3

STANDARD RATE
Registrations after May 4

Representing a financial institution

(E.g. Bank, Insurance company, Asset Manager, Regulator)

$1,499
Save $700

$1,699
Save $500

$2,199

Representing an information/service provider

(E.g. Consultant, Vendor, Executive Search Firm, Law Firm)

$1,999
Save $500

$2,199
Save $300

$2,499

MASTERCLASS
MAY 13 or May 16

SUPER EARLY BIRD
Registrations before March 29

EARLY BIRD
Registrations before May 3

STANDARD RATE
Registrations after May 4

All organizations 

$799
Save $300

$899
Save $200

$1,099

1 x Masterclass and Main Event
MAY 13 – 15 or May 14 – 16

SUPER EARLY BIRD
Registrations before March 29

EARLY BIRD
Registrations before May 3

STANDARD RATE
Registrations after May 4

Representing a financial institution

(E.g. Bank, Insurance company, Asset Manager, Regulator)

$2,298
Save $1,000

$2,598
Save $700

$3,298

Representing an information/service provider

(E.g. Consultant, Vendor, Executive Search Firm, Law Firm)

$2,798
Save $800

$3,098
Save $500

$3,598

2 x Masterclasses and Main Event
MAY 13-16

SUPER EARLY BIRD
Registrations before March 29

EARLY BIRD
Registrations before May 3

STANDARD RATE
Registrations after May 4

Representing a financial institution

(E.g. Bank, Insurance company, Asset Manager, Regulator)

$3,097 
Save $1,300

$3,497 
Save $900

$4,397

Representing an information/service provider

(E.g. Consultant, Vendor, Executive Search Firm, Law Firm)

$3,597 
Save $1,100

$3,997 
Save $700

$4,697

If you inadvertently have registered as a practitioner, you will receive an invoice for the shortfall or the opportunity to exercise the cancellation policy.

bring the team 300x300

Group Bookings – 3rd Person Half Price:

Group rates are available for 3 or more attendees from the same organisation, when registering at the same time. The current rate allows every third colleague to come along for half price or the fifth person to attend for FREE! Should you have any questions regarding registering, please contact the Center for Financial Professionals, please contact us on +1 888 677 7007 / +44 (0)20 7164 6582 or email mark.desousa@cefpro.com

Other ways to register

1. Register By Email

Simply email us with your e-signature
and we will do the rest for you!

We only need your:
– Full name
– Job title
– Company & address
– Contact number

2. Contact us

+44 (0)20 7164 6582 (UK)
or
+1 888 677 7007 (US)

3. Download PDF Registration Form
2019 Knowledge Partners:
S&P Global Market Intelligence Logo
2019 Co-Sponsors:
OneTrust
Wolters Kluwer New Logo
2019 Associate Sponsor:
2019 Media Partners:
Can your organization contribute at Risk Americas 2019 Convention?

Please contact the Center for Financial Professionals today to discuss how we can deliver your thought-leadership at the event, help you generate leads, and provide you with unique networking and branding opportunities. Please contact sales@cefpro.com or call us on +1 888 677 7007 / +44 (0)20 7164 6582 where a member of the team will be happy to tailor the right package for you.

Connect With Us | #RiskAmericas

CPE
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