9th Annual Risk Americas 2020

RISK AMERICAS - MAIN

America’s premier financial risk and innovation Convention 2020

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RISK AMERICAS CONVENTION

November 4-6, 2020
Taking place from 11am ET each day

Risk Americas 2020
Keynote & plenary sessions

IBOR

Fireside chat with the ARRC’s Vice Chairman on IBOR progress and global outlook

COVID-19

The role of the CRO from Goldman Sachs, Mitsubishi UFJ and Citibank Canada

GEOPOLITICAL

Future economic downturn and geopolitical risks with c-suite representatives

FORWARD VIEW

Risk management through a forward thinking lense from Prudential’s Group CRO

Topics addressed for 2020

Privacy | Customer Experience | AI | FinTech | Automation | RegTech

Plus much more…

Data | BCM | Fraud & Financial Crime | Cyber Security | Third Party Risk | Resilience

Plus, much more…

Climate Change | Global Recession | Credit Risk | IBOR | Repo Markets

Plus, much more…

AI & ML | Risk Quantification | Model Validation | Data | Future of MRM

Plus, much more…

View the full agenda here
Hear from more than 100 CROs and Heads of Risk Including
Nicholas Silitch

Nicholas Silitch
Chief Risk Officer
Prudential

Geoff Craddock

Geoff Craddock
CRO
MassMutual

Ty Lambert 2015 Professional Pic

Ty Lambert
CRO
Bancorp South

Joshua Kotok

Joshua Kotok
Chief Risk & Compliance Officer
First Savings

Sabeena Liconte

Sabeena Liconte
Chief Legal Officer & Deputy Chief Operating Officer
BOC International (USA) Holdings Inc.

Vivek Tyagi

Vivek Tyagi
CRO – Transaction Banking
Goldman Sachs

Tatiana Segal

Tatiana Segal
CRO
Morgan Stanley Investment Management

Paul Barkan

Paul Barkan
Chief Risk Officer
Newtown Savings Bank

Phil Masquelette

Phil Masquelette
Senior Vice President and Chief Risk Officer
Ulster Savings Bank

John Schiavetta

John Schiavetta
Co-Chief Risk Officer
Alliance Bernstein

View full speaker line up
new for 2020: separately bookable pre-event forum
IBOR

IBOR USA

Exploring developments, progress and challenges ahead of IBOR transition

Institutions speaking include: Morgan Stanley, TD Securities, BNY Mellon, Bank of America, JP Morgan, Wells Fargo and more….
.

Find out more here
Sponsorship

CAN YOUR ORGANIZATION CONTRIBUTE?

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. For more information on what we can offer, please contact sales@cefpro.com or call us on +1 888 677 7007 where a member of the team will be happy to tailor the right package for you.

Agenda | Wednesday 4 NOVEMBER

11:05 CeFPro Welcome

KEYNOTE PANEL DISCUSSION

11:10 Reviewing the role and skillsets of the CRO and risk management team in an evolving technical landscape

Session details 

  • Lessons learned from the pandemic: business continuity and operational effectiveness
  • Changes to the role with ongoing automation
  • People risk and impact on staffing
  • Requirements from academia to produce new candidates
  • Changes in requirement profile with increased use of AI and machine learning
  • Skillsets and talent for senior personnel

Oliver Jakob, International CRO, Mitsubishi UFJ
Anthony Peccia, CRO, Citibank Canada
Vivek Tyagi, CRO, Transaction Banking, Goldman Sachs

11:45 – 5 Minute break & transition to work streams


DATA

11:50 Crossing the chasm from data management to data governance

Session details 

  • Understanding data governance strategy
  • Identifying data silos and managing data sprawl
  • Defining metadata classification and controls for enterprise-wide standardization
  • Documenting sources of record for the intended use of datasets, including a repository of critical data elements
  • Tracking data lineage into management reports and visualization tools, including any respective transition to cloud-based applications

Ty Lambert, CRO, Bancorp South
Jeff Prelle, SVP, Risk Analytics & Data Governance, Bancorp South


RESILIENCE

11:50 Operational resiliency: A blueprint for being resilient

Session details 

  • What is operational resilience – how is it different than traditional approaches
  • Why is it useful?
  • Implementation challenges
  • Doing it right

Mahi Dontamsetti, Chief Technology Risk Officer, State Street 

11:50 Managing and automating the model lifecycle

Session details 

  • Track current trends in model lifecycle management, with an emphasis on emerging views on automation
  • Offer visions for shortening model lifecycle from development to production
  • Key factors for organizational readiness, and concrete, achievable first steps

Anthony Mancuso, Director, Head of Risk Modeling and Decisioning, SAS Institute


THE FUTURE OF MRM

11:50 The future of model risk management and technology uses to drive efficiency

Session details 

  • Expanding definition and governance groups
  • Skillsets within an expanding MRM team
  • Replacing outdated methods

Liming Brotcke, Head of Model Validation/Sr. Director, Ally

12:20 – 20 minute refreshment break and networking

 

PANEL DISCUSSION – REGTECH

12:40 Regulation and technology: Impact of regulatory changes on systems and updating technology

Session details 

  • Capturing more data and risk
  • Upgrading current models
  • Regulatory view on technology uses
  • Emergence of SupTech (Supervisory Technology for Regulators)

Paul Barkan, Chief Risk Officer, Newtown Savings Bank
Bob Hill, SVP, Technology Regulatory Remediation, Wells Fargo

 

PANEL DISCUSSION

12:40 Building cyber resilience to protect customers and the institution

Session details 

  • State cyber security regulation
  • Creating innovative processes to defend internally and externally
  • Aligning risk and cyber security teams
  • Changing culture to be more cyber aware
  • Building controls to keep ahead of change
  • Risk identification and assessment

Chris Beck, Executive Risk Consultant, Milliman
Sabeena Liconte,
Chief Legal Officer & Deputy Chief Operating Officer, BOC International (USA) Holdings Inc. (a member of Bank of China Group)
Phil Masquelette, Senior Vice President and Chief Risk Officer, Ulster Savings Bank


PANEL DISCUSSION

12:40 Reviewing internal requirements to facilitate IBOR transition including technology, contract review and modeling

Session details 

  • Alternate rates
  • Creating a comprehensive inventory of contracts
  • Renegotiation of contracts on a bilateral basis
  • Impact on models and business processes
  • Eliminating conduct risk
  • Future outlook

Thomas Braun, Head of CUSO Liquidity and Funding Risk, UBS
Vineet Gumasta, Head of Balance Sheet Risk Management, North America, Rabobank

 

PANEL DISCUSSION

12:40 Collecting the right data and building transformation programs

Session details 

  • Data limitation with disparate systems
  • Meeting regulatory model development standards
  • Qualitative capture of broad set of risks
  • Ongoing monitoring for qualitative models
  • Monitoring of model outputs

Michael Harmon, Managing Director, Market Risk Management, Wells Fargo tbc
Katherine Zhang, Managing Director, State Street
Abhisekh Adukia, Director, Model Risk, Alliance Bernstein 

 

AI IN RISK MANAGEMENT

1:25 Addressing emerging operational risk and alleviating data blind spots with AI powered risk management

Session details 

  • The importance of data and consistency to confidently rely on automation
  • Areas and elements of AI to enhance your risk management program today
  • Considerations for future projects and expansion in AI

Dan Harms, CIPP/US, Consulting Manager, OneTrust GRC

1:25 Session reserved, details to follow shortly

Session details 

1:25 Session reserved, details to follow shortly

1:50 Master’s program in quantitative enterprise risk management

  • History of the Program
  • Description of the Program
  • What kind of resources are being trained
  • What makes the Program unique

Dr. Alex Leytman, Program Director, QERM Program

1:25 Emerging trends for model validation in the age of AI

Session details 

  • Managing model risk with increased reliance on models in business processes and decisions
  • Consequences of leaving models unchecked
  • AI and machine learning model monitoring and validation

Ryan Manville, AI Success Director, DataRobot

1:55 End of Day One

Agenda | Thursday 5 NOVEMBER

11:05 CeFPro Welcome

KEYNOTE
PANEL DISCUSSION

11:10 Contingency planning for future economic downturn and increased geopolitical uncertainty

Session details 

  • Risk management strategies to consider geopolitical
  • Global technology capabilities and disruption – Data and privacy
  • Demand for new products to hedge risk
  • Understanding business impacts
  • Operational preparation and market risk impact preparation
    • Stress testing and early warning indicators
  • Changing risk profile with social media, politics and elections
  • Potential for regulatory change

Geoff Craddock, International CRO, MassMutual
Ebbe Negenman, CROAegon Bank
Jeff Simmons, 
Chief Risk Officer, MUFG Securities (Europe) N.V.
Tatiana Segal, Head of risk-MSIM, Morgan Stanley Investment Management

11:45 – 5 Minute break & transition to work streams

CLIENT EXPERIENCE

11:50 Establishing a mature client experience practice as part of the digital transformation strategy

Session details 

  • Understanding CX as a practice and its impact
  • The role of design as part of the practice
  • Navigating cultural differences
  • Establishing new ways of working
  • Influences of the COVID pandemic

Martin Lange, Director, Client Experience Strategy, BNY Mellon

DATA

11:50 Managing data risk and leveraging the operational risk framework

Session details 

  • What is data – perspective from BNY Mellon
  • How do you define data risks and controls
  • Enabling the first and second line, while keeping the third line happy
  • Rolling it all out and adding value

Debbie Williams, Director, Data Strategy, BNY Mellon

 REPO MARKETS

11:50 What a difference a year makes - Looking at the liquidity and repo markets going forward

Session details

  • Funding from the Federal Reserve
  • Short term repo rate fluctuations
  • The impact of compliance and regulation on liquidity
  • Impact on treasury and funding
  • Changes to business

Oskar Rogg, Head of Treasury, Credit Agricole

  AI AND MACHINE LEARNING

11:50 Managing machine learning and artificial intelligence model risks

Session details 

  • Model and data security risks
  • Capturing risks specific to machine learning
  • Developing guidance for validation and governance
  • Applicability of SR11-7 to AI and machine learning models

David Palmer, Division of Banking Supervision and Regulation, Federal Reserve Board

 PANEL DISCUSSION

12:20 Use of technology and opportunities for automation and efficiency

Session details 

  • Reducing labour intensive functions
  • Substituting for high productivity automated solutions
  • Harmonizing data sources and creating intelligence systems
  • Increasing automation and analytics
  • Increasing expectations of clients

Markus Lammer, COO, Ultra High Net Worth Business, Credit Suisse
Ruchi Gupta, VP, Risk Analytics, HSBC
Ryan Manville, AI Success Director, DataRobot
Roderick Powell, Head of Model Risk Management, Ameris Bank

PANEL DISCUSSION

12:20 Reviewing the latest trends within Fraud and AML including the influence of COVID 19

Session details 

  • Cares Act and opportunity for fraud
    • Loan applications
    • Risk assessment
  • Basic scams latching onto COVID pandemic
    • Business email compromise
  • Increasing AML checks
  • Bringing AI and machine learning into AML monitoring

Xiaoling Yu, SVP, Director of Model Validation, KeyBank
Milan R. Kosanovich, Supervisory Special Agent, Federal Bureau of Investigation

PANEL DISCUSSION

12:20 Reviewing the role of CECL in the COVID crisis

Session details 

  • Government support/programmes
  • Increases in credit card default
  • Deposits, mortgage markets and unemployment risk
  • Reliance on non-traditional areas of credit
  • Impact of the crisis on non-financial sectors
  • Enhanced stress testing and forecasting
  • Impacts for FinTechs

Jose Canals-Cerda, Senior Special Advisor, Federal Reserve Bank of Philadelphia
Julio Rivera, VP, Director of CCAR, CECL and Stress Testing Model Implementation, Production and Reporting, US Bank
Fred Han, Director, CECL Execution & Analytics, RBC

PANEL DISCUSSION

12:20 Managing machine learning and artificial intelligence model risks

Session details 

  • Model and data security risks
  • Business risk of bringing in viruses
  • Capturing risks specific to machine learning
  • Embedding across the bank
  • Developing guidance for validation and governance
  • Explainability and interpretability – importance for timeframes

Seyhun Hepdogan, Director, Model Risk Management, Discover Financial Services
Katherine Taylor, AI Specialist, Risk Research and Quantitative Solutions, SAS
David Palmer, Division of Banking Supervision and Regulation, Federal Reserve Board tbc
Peng Wu, Director of Data Science, Head of Corporate Model Risk Management, PayPal

1:00 – 20 minute refreshment break and networking

Any opportunity to request connections with attendees and presenters, visit our commercial partners in the expo hall or simply stretch your legs…

 AI AND MACHINE LEARNING

1:20 Understanding and managing the risks within AI

Session details 

  • Regulatory outlook on use of automation techniques
  • Demonstrating transparency
  • Building governance structures
  • Responsible adoption of AI and machine learning
  • Removing bias from data and outputs
  • Producing a maturity model for AI

Yogesh Mudgal, Director, Emerging Technology Risk,  Citi

 AML

1:20 AI and RPA in AML: Transforming human responsibility

Session details 

  • Money laundering scandals
  • how AI can change the AML process
  • AI modelling approaches
  • How to deliver AI solutions
  • Benefits of RPA for KYC

Sonya Hamad, Business Development Manager, Financial Services, Comarch
Pawel Kryszkiewicz, Product Manager, Comarch

BASEL IV

1:20 The journey to compliance: Understanding how technology can assist with regulatory compliance, leveraging investment to look ahead and identify shortfalls before they arise

Session details 

  • Integrating regulatory metrics across Capital, Market Risk and Liquidity
  • How complying today is not yet planning for tomorrow
  • Prudential consolidation, or how proportionality multiplies complexity
  • How technology can
    • Increase quality, consistency and control over an already complex process
    • Scale up Basel IV performance to facilitate on-demand, forward-looking metrics
    • Help minimize cost and maintenance of ever-changing regulations

Bart Everaert, Director Product Management, Wolters Kluwer  

1:20 Model Governance in Today’s 'New Normal':

Session details 

  • Inventory impact of an expanded model definition
  • Control framework for non-financial models
  • Staffing and development considerations
  • Executing the program remotely

Chris Smigielski, Model Risk Director, Arvest Bank

1:40 Leveraging contract lifecycle management with machine learning

Session details 

  • Taking advantage of the LIBOR transition to intelligently modernize contract management with the help of AI
  • The latest trends and developments in contract lifecycle management (CLM)
  • What to look for in an intelligent CLM solution
  • Best practices and practical tips when integrating machine learning
  • What to expect from the evolution of CLM and machine learning

Richard Robinson, Principal Sales Engineer, Conga 

 FIRESIDE CHAT

1:40 Real-Time Payments: Fraud, AML and sanctions screenings

Session details 

Jim Maimone, SVP, Senior Enterprise Payments Platform Product Manager, Citizens Bank

1:40 Session reserved, details to follow shortly

Session details 

1:40 Session reserved, details to follow shortly

Session details 

Maurizio Garro, Senior Lead, Lloyds Banking Group

2:00 End of Day Two

Agenda | Friday 6 NOVEMBER

11:05 CeFPro Welcome

KEYNOTE ADDRESS

11:10 Risk management through a forward thinking lens

Session details 

  • The world is changing at a pace unknown to us and the breadth and depth of change is continuous
  • Navigating risk has always been an important part of the journey
  • We are increasingly faced with economic, technological, biomedical and environmental risks
  • Managing risk through the right lenses is critical to our longevity and relevance
  • Understanding of past’s events
  • Looking to the future to understand risk, its implications and potential outcomes in a more predictive and proactive way

Nicholas Silitch, International Chief Risk Officer, Prudential

11:40 – 5 Minute break & transition to work streams

 PANEL DISCUSSION

11:45 Exploring opportunities of fintech innovation on risk management and financial services

Session details 

  • Protecting customers and reputation when making decisions
  • Use cases and case studies
  • Influence on solving risk problems
  • Partnering with FinTechs
  • Getting comfortable with black box models

Manan Rawal, Head of Model Risk Management, MUFG
Jimmy Yang, MD, Head of Credit and Operational Analytics, BMO

PANEL DISCUSSION

11:45 Reshaping the boundaries of third party risk

Session details 

  • As TPRM exposures escalate in the financial services industry, they are reshaping the fundamentals of the discipline
  • Firms need to be fully mindful of these changes
  • How can firms prepare for upcoming challenges?

Richard Cech, Senior Bank Examiner, Federal Reserve Bank of New York
George Grahovac, AVP, Honda North America Supply Chain, Honda of America
Allan Liska, Intelligence Analyst, Recorded Future
Jennifer Bisceglie, CEO, Interos Inc.

PANEL DISCUSSION

11:45 Managing uncertainty in markets and preparing for economic turbulence

Session details 

  • Reviewing the environment
  • What are the current risks?
  • Lack of information and miscommunication
  • Indicators of when turbulence will end and where the industry is heading
  • Communicating risk and reporting to the board

James Costa, Chief Risk Officer, Former TCF Financial
Stevan Maglic, SVP, Head of Quantitative Risk Analytics, Regions Bank
Mike Huff, Senior Director, Portfolio Management & Asset Allocation, TIAA

PANEL DISCUSSION

11:45 Model validation techniques

Session details 

  • Validation techniques in a crisis scenario
    • Challenges to models
    • Role of the model going forward
  • Outsourcing & solutions
    • Finding efficiency
  • Looking at models holistically and interdependencies
  • Regulatory focus on end to end validation
  • Scope for automation within MRM – improving efficiency of validation

Ajeeth Sankaran, U.S. Head of Model Risk, Scotiabank
Manuj Gupta, Director of Risk Management, HSBC

PANEL DISCUSSION

12:30 Positioning and evolving privacy programs to account for different programs across jurisdictions

Session details 

  • Developing systems to facilitate changing requirements
  • Cross border challenges
  • Intersection of regulation and technology
  • Relationship between data portability and privacy

Nasser Fattah, Cybersecurity and Vendor Risk Management Leader, Former MUFG
Joshua Kotok, Chief Risk & Compliance Officer, First Savings 

PANEL DISCUSSION

12:30 Developing business continuity and incident response plans for damage limitation in a loss event

Session details 

  • Understanding the scope of an attack
  • Response time to alert of a breach
  • Developing defences to respond to an event
  • Communication strategies with customers
  • Cyber readiness drills

Moderated by: Chris Harner, MD, Milliman 
Alpa Inamdar, Head of Third Party Governance Advisory, BNY Mellon
Ihab Dana, US Regional Head of BCM, RBC Capital Markets

 

PANEL DISCUSSION

12:30 Reviewing the global focus towards climate change and broader ESG

Session details 

  • Regulatory developments – increased expectations for climate and stress testing
  • Important of ESG-Pandemic and other factors
  • Global regulatory initiatives
  • Strategy and integration
  • Reputation impact of not keeping up

John Schiavetta, Deputy Chief Risk Officer, Alliance Bernstein
Martha Cummings, EVP, Head of Compliance Strategy & Operations, Former Wells Fargo
Emilie Mazzacurati, Founder & CEO, Four Twenty Seven
Anna Murray, MD, Global Head of ESG, Bentall Green Oak

RISK QUANTIFICATION

12:30 Quantifying model risk to report a full view of risks to management

Session details 

  • Regulatory developments – increased expectations for climate and stress testing
    • Importance of ESG – Pandemic and other factors
  • Global regulatory initiatives
  • strategy and integration
  • reputation impact of not keeping up

Xiaoling Yu, SVP, Director of Model Validation, KeyBank 

1:15 Chair’s closing remarks and close

Keynotes
Geoff Craddock

Geoff Craddock
CRO
Mass Mutual

Biography

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

Oliver Jakob

Oliver Jakob
International CRO
Mitsubishi UFJ

Biography

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

Joshua Kotok

Joshua Kotok
Chief Risk & Compliance Officer
First Savings

Biography

Joshua is an accomplished chief risk and compliance officer with demonstrated leadership within large, small and community banks as well as Government Sponsored Enterprises (GSEs) and non-banks. In addition, Joshua has identified, assessed and managed operational, technology and compliance risk as a practitioner, regulator and management consultant.

Specialities: Governance, Enterprise & Operational Risk Management framework development and assessment, Regulatory Compliance, GRC strategy and implementation, Risk based business transformation, Sarbanes Oxley, Internal and IT Audit, ERP Implementation, Process Redesign.

Ebbe Negenman Headshot

Ebbe Negenman
CRO
Aegon Bank

Biography

As of August 2017 Dr. Ebbe Negenman is a member of the executive board and Chief Risk Officer of Aegon Bank in The Hague (The Netehralnds). In that he is responsible for the risk and compliancy functions of the bank. Previously he fulfilled the position of head of Regulatory Risk at ABN AMRO Bank where he was responsible for Model Risk, Model Validation, the Risk Policy setting, the Risk Governance Office, and for the 2nd line on the risk regulatory compliancy. Previously Ebbe hold senior management positions at various places within ING Group. In Hong Kong Ebbe was overlooking the investment risk of the ING Life entities in the Asia and Pacific region. Before that he was the senior managing director Market Risk of ING Real Estate, at that time one of the largest real estate companies in the world. Ebbe started his career in Asset and Liability Management at Mees Pierson in Amsterdam. Ebbe has a PhD In Operation Research and a Masters’ in Mathematics as well as a Masters’ in Econometrics.

Tony Peccia

Tony Peccia
CRO
Citibank Canada

Biography

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

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

Tatiana Segal

Tatiana Segal
Head of risk-MSIM
Morgan Stanley Investment Management 
tbc

Biography

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

Nich Silitch

Nick Silitch
Chief Risk Officer
Prudential

Biography

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

Jeff Simmons Headshot

Jeff Simmons
Chief Risk Officer
MUFG Securities (Europe) N.V.

Biography

Jeff Simmons joined MUFG Bank in June 2014 as the Head of Enterprise Risk, tasked with creating the function. He has been involved intensively with the enhancement of the Risk Management framework in MUFG Bank (Europe). This has involved him in the formation of an Enterprise Risk function in Amsterdam tasked with delivering the full range of regulatory submissions. In April 2018 he transitioned to MUFG Securities to become involved in the Brexit project. In this capacity he is the CRO for MUFG Securities (Europe) N.V. the Dutch subsidiary of MUFG Securities (EMEA).

Prior to joining the bank he spent some 20 years some 20 years specialising in best practice Risk Management including Market Risk, Credit Risk, Risk Model Validation and Regulatory Risk consulting. As well as have line management responsibilities in various institutions he has also gained extensive experience in implementing Risk Management frameworks from both a technical and operating model based perspective.

Vivek-Tyagi

Vivek Tyagi
CRO, Transaction Banking
Goldman Sachs

Biography

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

Innovation in risk management
Paul Barkan

Paul Barkan
Chief Risk Officer
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.

Nasser Fattah

Nasser Fattah
Cybersecurity and Vendor Risk Management Leader
Former MUFG

Biography

Nasser Fattah was 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 worked 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.

Ruchi Gupta

Ruchi Gupta
VP, Risk Analytics
HSBC

Biography

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

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

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

DanHarms

Dan Harms
CIPP/US, Consulting Manager
OneTrust GRC

Biography

Dan Harms serves as a GRC Consultanting Manager for OneTrust GRC– a purpose-built software designed to operationalize integrated risk management. In his role, Dan advises companies throughout their risk management implementations to establish processes to support operations and align with their enterprise objectives, including adopting industry best practices and adhering to requirements relating to relevant standards, frameworks, and laws (e.g. ISO, NIST, SIG and  more).  Dan works with clients torealize the extent of their risk exposure, helping clients to map their digital infrastructure, assess risks, combat threats, monitor ongoing performance, and document evidence throughout the risk lifecycle.

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Bob Hill
SVP, Technology Regulatory Remediation
Wells Fargo

Biography

Bob is a seasoned banking regulator, control and remediation leader with an established track record of uniting potential with opportunity. Commissioned National Bank Examiner with over 19 years bank supervision experience including International Bank Supervision and Large Bank Supervision Examiner-In-Charge experience. Expert advisor on the alignment of transformation projects and effective remediation of regulatory concerns and enforcement actions, strategic planning, and enterprise risk identification and management. Direct full lifecycle regulatory enforcement action experience includes Banking Technology, Anti-Money Laundering, and Trading compliance programs.

Specialized knowledge, skills, and abilities in operational risk measurement and management practices including audit, enterprise risk management, bank information technology, cloud computing, accounting and regulatory reporting, bank operations and processes, and advanced risk capital standards for operational risk required under Advanced Measurements Approaches.

Ty Lambert 2015 Professional Pic

Ty Lambert
CRO
BancorpSouth Bank

Biography

Mr. Lambert joined BancorpSouth in 2006 and has served in a variety of roles including portfolio management, asset-liability management, investor relations, and model development/systems integration. His team is currently responsible for asset-liability management, liquidity risk management, and capital stress testing. In addition, Mr. Lambert plays an active role in strategic planning with respect to corporate budgeting and capital deployment. He has been a featured speaker at stress testing conferences and has served on American Banker’s Advisory Board for Stress Testing. Prior to joining BancorpSouth, Mr. Lambert was a portfolio manager for retail clients. He received his bachelor and MBA degrees from Mississippi State University and the University of Mississippi, respectively.

Markus Lammer

Markus Lammer
COO, Ultra High Net Worth Business
Credit Suisse

Biography

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

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

Martin Lange

Martin Lange
Director, Client Experience Strategy
BNY Mellon

Biography

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

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

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

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

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

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

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

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Ryan Manville
AI Success Director
DataRobot

Biography

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

Yogesh Mudgal

Yogesh Mudgal
Director, Emerging Technology Risk
Citi

Biography

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

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Jeff Prelle
SVP, Risk Analytics and Data Governance
 BancorpSouth Bank

Biography

Jeff has extensive executive management experience in Analytics, Capital Planning, Asset Liability Management (ALM) and compliance to shape actionable plans to mitigate organizational risk and unlock sustainable value for the enterprise. He possesses experience interfacing with regulatory agencies and financial consulting to help organizations solve business problems that navigate regulatory and accounting compliance landscapes but also position the organization for growth.

Jeff also has extensive experience in leading consistently reliable CECL, ERM, MRM, DFAST/CCAR and ALM reporting processes. Jeff’s analytics teams have achieved success in developing models estimating PPNR, credit risk, prepayment risk, operational risk, margin risk, and lifetime value achieving insight leading to proactive revenue generating decisions while maintaining regulatory compliance with SR 11-7/OCC-2011-12/FIL 22-2017. In addition, Jeff has experience in assisting IT and Data Governance in achieving data capture and analytic standards to achieve reporting consistency.

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Roderick Powell
Head of Model Risk Management
 Ameris Bank

Biography

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

Manan Rawal

Manan Rawal
Head of Model Risk
MUFG

Biography

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

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

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

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Richard Robinson
Principal Sales Engineer 
Conga

Biography

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

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Jimmy Yang
MD, Head of Credit and Operational Analytics
BMO

Biography

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

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

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

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

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

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

Non-financial risk and resilience
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Jennifer Bisceglie 
CEO & Founder
Interos Inc.

Biography

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

Rajat Baijal

Rajat Baijal
MD, Global Head of Enterprise Risk
Cantor Fitzgerald

Biography

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

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Chris Beck
Executive Risk Consultant 
Milliman

Biography

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

Richard Cech

Richard Cech
Senior Bank Examiner
Federal Reserve Bank of New York

Biography

Rick is a Senior Bank Examiner at the Federal Reserve Bank of New York in Operational Risk Supervision, a member of the LISCC (Large Institution Supervisory Coordinating Committee) group. He received a B.A. (Economics) and M.A. (Organizational Behavior) from Yale University. Rick was a member of J.P. Morgan’s original operational risk development team in the late 1990s, specializing in loss event data group. He was involved in early industry initiatives to define standard taxonomy for operational risk, and later consulted on risk framework development. Today, Rick supervises operational risk and governance practices at complex financial institutions.

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Ihab Dana
US Regional Head of BCM
RBC Capital Markets

Biography

Ihab Dana is responsible for U.S.-based operations in Capital Markets, Wealth Management International. A dynamic leader with 15 years of experience in multiple aspects of the financial industry including business resilience, crisis management, corporate security, disaster recovery, risk and control of operational risk. Ihab has a proven track record in implementing organizational strategies, operational planning and training programs. Specializing in crisis management; assessment of potential business impact, definition of critical, time-sensitive business functions, design and development of work area business continuity plans. Prior to joining RBC in May 2010, Ihab held leadership positions at Morgan Stanley, Credit Suisse, and Bank of America.

Ihab have served as the liaison officer to local, state, federal and international authorities for contingency planning on Pandemic Influenza and during actual crisis events such as September 11th 2001, SARS Outbreak in Hong Kong, Northeastern U.S. Blackout of 2003, Southeast Asia Tsunami, Hurricane Katrina, NYC Transit Strike of 2005, Hurricane Ike in August 2008, and Hurricane Sandy in October 2012.

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Mahi Dontamsetti
Chief Technology Risk Officer
State Street

Biography

Mahi heads up the Technology Risk functions within Enterprise Risk Management at State Street Corporation. State Street Corporation has been designated as a Global Systemically Important Bank (GSIB) by US Regulators. As the Global Head of Enterprise Technology Risk Management, his responsibilities include governance and oversight over Cybersecurity, Information Security, Information Technology, Global Continuity Services, Third Party Vendor Management, Data Protection and Risk Analytics/Reporting globally for the firm. He defines the strategy, execution plan and owns/drives the technology risk agenda for the firm’s board of directors.

Mahi joined State Street from Depository Trust and Clearing Corporation (DTCC), where he was Global Head of IT Risk and Deputy CISO. While at DTCC, Mahi built an IT Risk program that is leveraged across DTCC core clearance and settlement business as well as the new emerging businesses such as global trade repository, Clarient, etc. Mahi has previously served as Global Head of Application Security and Entitlements at Barclays Capital, Chief Technologist at Lockheed Martin and CIO at various startups.

He has authored two books on wireless communications, contributed chapters to security books and served on the board of OWASP NY/NJ, Center of Hybrid & Satellite Communications Networks – A NASA Commercial Space Center and other institutions. He is actively involved in Financial Services Information Sharing and Analysis Center (FS-ISAC), member of FS-ISAC’s products and services committee, has coauthored a white paper on Appropriate Software Security Control Types for Third Party Service and Product Providers.

Mr. Dontamsetti holds a Master’s degree in Computer Science and Telecommunications and a Bachelor’s degree in Engineering.

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Bart Everaert 
Director, Product Management
Wolters Kluwer

Biography

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

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George Grahovac
Head of Supply Chain Risk
Honda

Biography

George leads the teams at Honda that manage the import and distribution of parts from five global regions, the consolidation and export of parts to ten global production hubs, the management of Honda’s massive North American transport network and several supply chain supporting functions. He has been at Honda for 30 years, serving in various supply chain management capacities including assignments within the US, Mexico and Japan. George is passionate about supply chain management and driving greater supply chain efficiency and effectiveness through technology, human relations, and business acumen. He has a degree in industrial engineering and further business education from the Ohio State University Fisher School of Business.

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Sonya Hamad
Business Development Manager, Financial Services
Comarch

Biography

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

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Alpa Inamdar
Head of Third Party Governance Advisory
BNY Mellon

Biography

Alpa is Head of Third Party Governance Advisory Group. Prior to this role she was head of the Americas Business Change Group within Asset Servicing, where she was responsible for the management and oversight of client implementations. She oversees the strategy and execution of cross functional transition plans for new business opportunities and high profile, complex initiatives for existing clients.

Alpa is responsible for strategic planning, organizational restructuring, client relationship management, compliance, and risk. Prior to joining BNY Mellon, Alpa served as Vice President and Chief of Staff in the Regulatory and Tax Operations division at Goldman Sachs & Company. She was a global project manager for the Federal Preparedness program. Prior to Goldman Sachs, Alpa served as Cost Allocation Specialist for Societe Generale. She led various assignments at Fluor Daniel Corporation including overseeing a Nuclear Waste clean-up project costing in excess of $5 billion and the implementation of SAP system. She has a successful track record as a leader in managing complex client relationships, risk management, and transformation.

At BNY Mellon, Alpa is a chair of the IMPACT South Asian Leadership Hub. Currently Alpa sits on the board for Pratham and Ascend Leadership. Alpa is a Steering Committee Member for Shared Assessments.

Alpa is the program creator for Women Helping Women in Finance by helping young college women jumpstart their career within financial services through mentorship and exposure to the Financial Industry. She also created a program called Take 2 with the objective to increase the success for women returning to the workplace by providing them with an opportunity to explore a new career path or reacquaint themselves with new market trends or changes in their area of expertise after an extended career break.

Alpa earned a Master of Business Administration and Bachelor of Arts in Finance from California State University.

Milan Kosanovich

Milan R. Kosanovich
Supervisory Special Agent
Federal Bureau of Investigation

Biography

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

Pawel Kryszkiewicz

Paweł Kryszkiewicz
Product Manager
Comarch

Biography

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

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Allan Liska
Intelligence Analyst
Recorded Future

Biography

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

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Sabeena Liconte
Chief Legal Officer & Deputy Chief Operating Officer
BOC International (USA) Holdings Inc. (a member of Bank of China Group)

Biography

Sabeena currently heads the Legal and Compliance Division of BOC International (USA) Holdings Inc. and its two subsidiaries, BOCI Commodities & Futures (USA) LLC, a registered futures commission merchant of the Bank of China International, and BOC International (USA) Inc., a registered broker-dealer.

Sabeena is an active member of the American Bar Association, the New York State Bar Association and the New Jersey State Bar Association. She is admitted to practice law before several U.S. federal courts.

She holds a Bachelor of Arts in Criminology and Political Science from the University of Toronto, a Master of Arts in International Relations from Columbia University and a Juris Doctor from the St. John’s University School of Law.

Sabeena previously served as General Counsel and Chief Compliance Officer to Alpari (US), LLC, a CFTC-registered futures commission merchant and retail foreign exchange dealer and member of the NFA. She also worked in Merrill Lynch’s Office of General Counsel, the Division of Enforcement at the Financial Industry Regulatory Authority (FINRA), the Bank of New York Mellon’s Legal Division and the Securities Fraud Prosecution division of the Attorney General’s Office for the State of New Jersey.

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Phil Masquelette
Senior Vice President\CRO & CISO
Ulster Savings Bank

Biography

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

Chris Smigielski

Chris Smigielski
Model Risk Director
Arvest Bank

Biography

With over 30 years of financial services industry experience, Chris has an in-depth knowledge of model governance, model validation, financial model development, market risk modeling, Asset Liability Management and team development. Chris is currently the Director of Model Risk Management at Arvest Bank and was previously with TIAA Bank’s Enterprise Risk Management Group for seven years. His experience includes leadership roles at Diebold and Fiserv, where he consulted with financial institutions nationally and internationally to design and implement financial strategies to maximize productivity and growth, as well as Asset/Liability Management and quantitative analysis at HSBC and First Niagara Banks. Chris is actively involved with diversity and inclusion initiatives, having served as Co-Chairman for TIAA Bank’s Veterans-based Employee Resource Group, Our Corps.

Debbie Williams

Debbie Williams
Director, Data Strategy
BNY Mellon

Biography

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

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

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

Xiaoling Yu

Xiaoling (Sean) Yu
Director of Model Validation/SVP
KeyBank

Biography

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

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Thomas Braun
Head of CUSO Liquidity and Funding Risk
UBS

Biography

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

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Jose Canals-Cerda
Sr. Special Advisor
Federal Reserve Bank of Philadelphia

Biography

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

James Costa

James Costa
Chief Risk Officer
Former TCF Financial

Biography

James Costa has worked in financial services for approximately 30 years where he has held executive leadership roles in both lines of business and risk management, encompassing work in all primary retail and wholesale lending businesses as well as investment banking. Most recently James served as Chief Risk and Chief Credit Officer for TCF Financial, a regional bank with operations in USA, Canada and Asia. At TCF James managed operations, all credit and risk functions, as well as led the merger integration of TCF and Chemical Banks. Before joining TCF James was EVP of Risk for PNC Financial, a US based super regional bank. Prior to PNC James was Head of Enterprise Credit Strategy for Wachovia (now Wells Fargo Financial).

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Martha Cummings
EVP, Head of Compliance Strategy & Operations
Former Wells Fargo

Biography

Martha is a global leader with extensive financial services expertise including governance, regulatory supervision, risk management, investment banking, and business transformation.

  • Martha established and built out an enterprise compliance function at Wells Fargo, leading a major transformation including setting the strategy, employing new processes and technology, remediating weaknesses, and rebuilding productive dialogue and credibility with regulators.
  • She was the senior supervisor for several G-SIFIs while at the Federal Reserve and represented the US on the Basel Subcommittee for Supervision Implementation
  • Martha was CRO for Banco Santander NY and Santander Investment Securities, and later led financial sponsor coverage for North America.
Vineet Gumasta

Vineet Gumasta
Head of Balance Sheet Risk Management, North America
Rabobank

Biography

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

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

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Fred Han
Director, CECL Execution & Analytics
RBC 
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Biography

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

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

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

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Mike Huff
Senior Director, Portfolio Management & Asset Allocation
TIAA

Biography

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

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

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

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Dr. Alex Leytman
Program Director
QERM Program

Biography

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

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

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Stevan Maglic
SVP, Head of Quantitative Risk Analytics
Regions Bank

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, credit portfolio management, and BSA/AML. Steve has over 20 years of industry experience in quantitative modelling and risk management and has prior experience building portfolio management and analytics infrastructure at Merrill Lynch, Bank of Montreal and ABN AMRO. Steve has a Ph.D. in applied physics from Northwestern University, a B.S. in physics from University of Colorado in Boulder, and has held Series 7 and Series 63 certifications.

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Anthony Mancuso
Director, Head of Risk Modeling and Decisioning
SAS

Biography

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

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

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

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Emilie Mazzacurati
Founder & CEO
Four Twenty Seven

Biography

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

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Anna Murray 
MD, Global Head of ESG
BentallGreenOak 

Biography

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

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

PhilOhana

Phil Ohana
Executive Director, Market Risk Audit Expert
UBS

Biography

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

Julio Rivera

Julio Rivera
VP CECL/CCAR Model Implementation and Analytics
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.

OskarRogg

Oskar Rogg
Head of treasury
Credit Agricole

Biography

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

John Schiavetta, headshot

John Schiavetta
Deputy Chief Risk Officer
Alliance Bernstein

Biography

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

Model Risk Management
Abhishek Adukia

Abhisekh Adukia
Director, Model Risk
Allience 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.

Liming

Liming Brotcke
Head of Model Validation/Sr. Director
Ally

Biography

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

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Manuj Gupta
Director of risk management
HSBC

Biography

Manuj Gupta will be presenting at Risk Americas 2020.

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Michael S Harmon
Managing Director, Market Risk Management
Wells Fargo

Biography

Michael is the Head of Market Risk Oversight for Structured Products at Wells Fargo. He manages the team that evaluates trading desk exposure and corresponding origination activity for Residential and Commercial Mortgage Backed Securities, Asset Backed Securities and CDO/CLO products.

Previously to this Michael worked at Bank of Americas where he focused on Bank of America’s discretionary investment portfolio with emphasis on Mortgage Backed Securities and Mortgage Whole Loan portfolios.

Seyhun Hepdogan

Seyhun Hepdogan
Director, Model Risk Management
Discover Financial Services

Biography

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

David E Palmer

David Palmer
Division of Banking Supervision and Regulation
Federal Reserve Board

Biography

David Palmer is a senior supervisory financial analyst in the Division of Banking Supervision and Regulation at the Federal Reserve Board. He focuses on several primary topic areas, including banks’ capital planning practices, banks’ model risk management practices, banks’ and supervisors’ stress testing activities, validation of supervisory stress testing models, and banks’ credit risk capital models. He engages in both policy-related projects as well as on-site examinations. David was a primary author of the Federal Reserve’s Supervisory Guidance on Model Risk Management (SR 11-7), issued in April 2011 jointly with the OCC (and more recently with FDIC), and continues to lead the implementation of that guidance within the Federal Reserve. He was also a key contributor to the Federal Reserve’s supervisory guidance on capital planning for large firms issued in December 2015 (SR Letters 15-18 and 15-19), as well as to the Federal Reserve’s final rules to implement Dodd-Frank stress testing requirements and the Federal Reserve’s Capital Plan Rule. More recently, David has been involved in evaluating supervised firms’ use of fintech, including artificial intelligence/machine learning.

He has a bachelor’s degree from Oberlin College and a master’s degree from Georgetown University.

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Ajeeth Sankaran
US Head of Model Risk
Scotiabank

Biography

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

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

CSmigielski_IDheadshot

Chris Smigielski
Model Risk Director
Arvest Bank

Biography

With over 30 years of financial services industry experience, Chris has an in-depth knowledge of model governance, model validation, financial model development, market risk modeling, Asset Liability Management and team development. Chris is currently the Director of Model Risk Management at Arvest Bank and was previously with TIAA Bank’s Enterprise Risk Management Group for seven years. His experience includes leadership roles at Diebold and Fiserv, where he consulted with financial institutions nationally and internationally to design and implement financial strategies to maximize productivity and growth, as well as Asset/Liability Management and quantitative analysis at HSBC and First Niagara Banks. Chris is actively involved with diversity and inclusion initiatives, having served as Co-Chairman for TIAA Bank’s Veterans-based Employee Resource Group, Our Corps.

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Katherine Taylor
AI Specialist, Risk Research and Quantitative Solutions
SAS

Biography

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

Peng Wu

Peng Wu
Director of Data Science, Head of Corporate Model Risk Management
PayPal

Biography

Peng Wu is heading the Model Risk Function at PayPal, where he has global responsibilities to manage models risks in ML/AI applications, financial models, and credit underwriting models. Before joining PayPal, he was Senior Vice President of Model Development with Santander US Holdings. He previously worked as principal economist with Fannie Mae and held modeling leadership roles with GE Capital and Exelon. He received his Ph.D. in operations research from the University of California at Davis.

katherine

Katherine Zhang
Managing Director
State Street

Biography

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

IBOR Forum Speakers
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Dr. Simone Bohnenberger-Rich
Director, Sector Lead FS, Commercial
Eigen Technologies
Biography

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

Mark Cabana

Mark Cabana
Head of US Rates Strategy
Bank of America

Biography

Mark Cabana is the head of US Short Rates Strategy at BofA Merrill Lynch Global Research, based in New York. In this role, he publishes research and trade recommendations covering US short-term interest rates and macro strategy. He also meets regularly with a broad range of clients to discuss the firm’s views on Fed policy, interest rates and financial regulation. He has been with the firm and in this role since 2015.
Before joining the firm, Cabana worked as an officer in the Markets Group at the Federal Reserve Bank of New York, which he joined in January 2007, analyzing global macroeconomic conditions and financial markets. Prior to that role, he was a senior trader/analyst on the Fed’s Treasury Market Policy staff.
Cabana earned a bachelor’s degree in political science and Asian studies at Furman University and a master’s degree from Johns Hopkins University in international relations. He is a CFA charterholder.

Chris Ekonomidis

Chris Ekonomidis
Director
BNY Mellon
 

Biography

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

Gennadiy Goldberg

Gennadiy Goldberg
US Rates Strategist
TD Securities

Biography

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

Chris Killian

Chris Killian
Managing Director, Securitization and Corporate Credit
SIFMA

Biography

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

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

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

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

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

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

Priya Misra

Priya Misra
Head of Global Rates Strategy
TD Securities

Biography

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

Alexis Pederson

Alexis Pederson
Senior company counsel
Wells Fargo

Biography

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

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

Tess Virmani

Tess Virmani
Associate General Counsel & Executive Vice President, Public Policy
Loan Syndications & Trading Association

Biography

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

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

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

New York, NYC, March 14th 2016, Mr. Tom Wipf serves as Managing Director and Global Head of Bank Resource Management (BRM) for Morgan Stanley. Tom is interviewed by Yu Wong for a new digital piece on Morgan Stanley. Photography Christopher Lane/ Contently

Tom Wipf
Vice Chairman of Institutional Securities
Morgan Stanley / Chairman, ARRC

Biography

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

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

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

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

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

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

IBOR USA - REG PAGE
IBOR Forum Speakers
Tom Wipf

Tom Wipf
Vice Chairman of Institutional Securities, Morgan Stanley / Vice Chairman
ARRC

Chris Killian

Chris Killian
Managing Director, Securitization and Corporate Credit
SIFMA

Mark Cabana

Mark Cabana
Head of US Rates Strategy
Bank of America

Priya Misra

Priya Misra
Head of Global Rates Strategy
TD Securities

Xiaobo Liu

Xiaobo Liu
Head of Markets Model Validation / Managing Director, Corporate Model Risk Management
Wells Fargo

Josh Younger

Josh Younger
Managing Director
JP Morgan

Register here
Download the brochure here

11:00 Chair’s opening remarks

FIRESIDE CHAT WITH ARRC
11:10 Discussing the ARRC’s progress to date and priorities going forward in the transition

  • Background: what progress has been made over the past 6 months?
  • Discussion of term SOFR
  • Direction of loan and bond markets
  • Discussion of legacy contracts
  • How will LIBOR end?
  • ARRC priorities for the next 12 months

Tom Wipf, Vice Chairman of Institutional Securities, Morgan Stanley & Vice Chairman, ARRC

PANEL DISCUSSION
11:40 Exploring the practical challenges and industry approaches to SOFR contracts & transitioning contracts from LIBOR

  • How SOFR is being used in cash products and derivatives
  • Considerations for SOFR structures
  • Issues related to transitioning LIBOR-linked contracts

Chris Killian, Managing Director, Securitization and Corporate Credit, SIFMA
Alexis Pederson, Senior Company Counsel, Wells Fargo
Tess Virmani, Associate, General Counsel & Executive Vice President, Public Policy, Loan Syndications & Trading Association
Priya Misra, Head of Global Rates Strategy, TD Securities

12:15 Refreshment break and networking

12:45 Contract management modernised for the LIBOR transition 

  • Taking advantage of the LIBOR transition to intelligently modernize contract management
  • Capitalize on the LIBOR transition to digitize contracting process with the help of AI
  • A true contract lifecycle management platform enables a long-term solution to address any future regulatory change
  • Gain visibility to quickly find key terms and report on all of your active contracts across the enterprise

Richard Robinson, Principal Sales Engineer, Conga
Rupal Nishar, Senior Customer Success Manager, Conga

1:05 ROUNDTABLE DISCUSSIONS 

ROUNDTABLE 1:
Outlook for a credit sensitive benchmark

Feedback on needs for a credit sensitive componentOutlook for potential rate

Mark Cabana, Head of US Rates Strategy, Bank of America


ROUNDTABLE 2:
Model risk management for IBOR transition

Identifying inventory and categorising dependency of models using IBOR linked ratesDesigning frameworks and standards for validation activities | Setting up a governance process

Xiaobo Liu, Head of Markets Model Validation/Managing Director, Corporate Model Risk Management, Wells Fargo

1:35 – 15 minute refreshment break and networking

PANEL DISCUSSION
1:50
Exploring the variations in global rates and the challenges of adapting to multiple currencies 

  • Market adoption timelines
  • Creating multi-currency products
  • Exposure to different benchmark rates
  • When will LIBOR officially end globally?
  • Managing volatility as we move closer to expiration

Gennadiy Goldberg, US Rates Strategy, TD Securities
Chris Ekonomidis, Director, BNY Mellon 
Mark Cabana, Head of US Rates Strategy, Bank of America

2:25 LIBOR transition: How NLP can help you overcome the challenge 

  • Current market context and challenges
  • Where NLP can help
  • How to use NLP effectively
  • Impact and post-LIBOR automation benefits of NLP

Dr. Simone Bohnenberger-Rich, Head of Product Portfolio, Eigen Technologies

2:45 Chair’s closing remarks

Why attend

key agenda highlights

Networking

Ample networking opportunities are available throughout the virtual event; networking breaks, round table discussions and exhibition hall across all days to allow for further discussion and networking.

LIVE Q&A

Live Q&A

Throughout the Convention attendees are invited to ask our speaker faculty leading questions. During the multiple presentations and panel discussions questions will be delivered live to the presenters so they can answer your burning questions and provide extra insight.

Virtual Roundtable Discussions

We will be hosting multiple round table discussions where professionals can debate key industry trends. In an informal and relaxed environment round table leaders will host an interactive discussion with a small number of virtual attendees.

Technology

Technology

Whilst on the virtual platform attendees can interact with other participants, speakers and event partners. Throughout the convention attendees are encouraged to make digital connections with peers via networking and sharing of virtual business cards.

Latest videos & resources

How leaders foster an inclusive culture

A quick look back at Risk Americas 2019

Interview with Model Risk Director of Arvest Bank

Latest articles & interviews
7th September 2020
Oskar Rogg, Head of Treasury, Credit Agricole

What a difference a year makes – Looking at the liquidity and repo markets going forward

The views and opinions expressed in this article are those of the thought leader and not those of CeFPro. By Oskar Rogg, Head of Treasury, Credit […]
1st September 2020
Tom Wipf, Vice Chairman of Institutional Securities, Morgan Stanley / Chairman, ARRC

The ARRC’s progress to date and priorities going forward in the transition

The views and opinions expressed in this article are those of the thought leader and not those of CeFPro. By Tom Wipf, Vice Chairman of Institutional […]
1st September 2020
Martin Lange, Director, Client Experience Strategy, BNY Mellon

Establishing a mature client experience practice as part of the digital transformation strategy

The views and opinions expressed in this article are those of the thought leader and not those of CeFPro. By Martin Lange, Director, Client Experience Strategy, […]
1st September 2020
Alpa Inamdar, Head of Third Party Governance Advisory, BNY Mellon

Developing business continuity and incident response plans for damage limitation in a loss event

The views and opinions expressed in this article are those of the thought leader and not those of CeFPro. By Alpa Inamdar, Head of Third Party […]
1st September 2020
Oscar Kitasoboka, Chief Actuary, UAE Insurance Authority

Communication and understanding of impacts of IFRS17 on company accounts to internal and external stakeholders

The views and opinions expressed in this article are those of the thought leader and not those of CeFPro. By Oscar Kitasoboka, Chief Actuary, UAE Insurance […]
20th July 2020

CeFPro Webinar – IFRS 17 – A frank discussion on what to know, do and avoid

2nd July 2020

Assessing the impacts and consequences of LIBOR transition including timelines, reference rates and the path forward

By Shannon Harris, Senior Research Executive, CeFPro 
24th June 2020
Bill Coen

Has regulation gone too far or is there still more to be done?

The views and opinions expressed in this article are those of the thought leader and not those of CeFPro. By Bill Coen, Former Secretary General, Basel […]
2nd June 2020

CeFPro Webinar – Managing risk through volatile markets and uncertain times

7th April 2020

CeFPro Webinar: Practitioners guide to IBOR transition

9th March 2020
Jim Maimone

Reviewing the evolution and changing nature of the payments landscape and future expectations

By Jim Maimone, SVP, Senior Enterprise Payments Platform Product Manager, Citizens Bank
9th March 2020
Chris Smigielski

Model Inventory: Tools and techniques for an accurate inventory

By Chris Smigielski, Model Risk Director, Arvest Bank
6th March 2020

CeFPro Webinar: AML – Is it time to move to real-time inbound monitoring?

2nd March 2020
Apurva Anand

Measurement and quantification of model risk: Aggregating model risk for a holistic view

By Apurva Anand, Director – Model Risk Management, Barclays
2nd March 2020
Julia Lo

Risk identification and risk reporting as a value added process to drive decision making

By Julia Lo, Director, Internal Audit, Prudential
21st February 2020

Building resilience principles into operational risk to maintain critical services

By Melissa Mellen, Officer and Department Head of Policy, Analytics and Vendor Strategy, Federal Reserve Bank of New York
19th February 2020
James Bone

Positioning and evolving privacy programs to account for different programs across jurisdictions

The views and opinions expressed in this article are those of the thought leader and not those of CeFPro. By James Bone, Lecturer in Discipline, ERM, […]
17th February 2020
Roderick A Powell

Best practices for validating machine learning models

By Roderick A Powell, SVP, Head of Model Risk Management, Ameris Bank
17th February 2020
Heather Russel

Incorporating model risk management principles across lines of business and risk

By Heather Russell, Director Model Risk Management, Bank of America
14th February 2020
Bill Coen

Has regulation gone too far or is there still more to be done?

By Bill Coen, Basel Committee on Banking Supervision & Chair, IFRS Advisory Council
12th February 2020
Daniel Hoyt - Head of Model Validation

Definition and classification of a model under the global guidelines and treatments across the institution

By Daniel Hoyt, Head of Model Validation, Euroclear

DataRobot


DataRobot is the leader in enterprise AI, delivering trusted AI technology and ROI enablement services to global enterprises competing in today’s Intelligence Revolution. DataRobot’s enterprise AI platform democratizes data science with end-to-end automation for building, deploying, and managing machine learning models. This platform maximizes business value by delivering AI at scale and continuously optimizing performance over time. The company’s proven combination of cutting edge software and world-class AI implementation, training, and support services, empowers any organization – regardless of size, industry, or resources – to drive better business outcomes with AI. Learn more at datarobot.com.

SAS


No matter what role risk plays in your organization, SAS has proven methodologies and practices to help you meet regulatory demands with confidence. Our high-powered analytics empowers users to increase efficiency, transparency and profitability. Risk is at the core of banking, and SAS’ seamless risk framework enables a risk-aware culture and optimizes capital and liquidity. How do we know? SAS® provides award-winning risk management to customers globally. Learn all the ways SAS transforms risk at sas.com/risk.
co-sponsors

Conga


Conga, the leader in Digital Transformation of commercial operations, empowers businesses to modernize revenue generation and optimize commercial relationships, creating simplified workflows and streamlining processes for better, more efficient customer experiences. Conga’s end-to-end suite digitally transforms the foundational elements of business – documents like quotes, contracts, invoices and the business processes that surround them – for well over 10,000 enterprise and mid-market customers.

Conga, now the combination of industry pioneers Apttus and Conga, drives commercial excellence by automating core business processes and accelerating time to revenue. Our cloud-based software provides an end-to-end contract lifecycle management solution that solves common contracting challenges for many businesses, while delivering faster cycle times, lower risk, and better customer experiences.

Comarch


Founded in 1993 in Kraków, Poland, Comarch prides itself on being one of the leading software houses in Europe with over 6,000 employees worldwide and thousands of successful projects carried out for the largest international brands.
With over 20 years of experience in the industry, Comarch Financial Services, a business sector within the Comarch Capital Group, specializes in developing sophisticated software and IT systems for major financial institutions in banking, insurance, and capital markets. Our expertise has gained worldwide recognition and a significant portfolio of clients among insurers, banks, mutual and pension funds, brokerage houses and asset management companies in more than 30 countries. Our client list includes UniCredit, Société Générale, BNP Paribas, Ergo, Oney, Allianz, and more.

OneTrust


OneTrust GRC enables risk, compliance and audit professionals to identify, measure, and remediate risk across their business to comply with internal rules and external regulations. OneTrust GRC is a part of OneTrust, the #1 most widely used privacy, security and third-party risk platform trusted by more than 6,000 customers and powered by 100 awarded patents.

OneTrust GRC is powered by the OneTrust Athena™ AI and robotic automation engine, and integrates seamlessly with the full OneTrust platform, including OneTrust Privacy, OneTrust Vendorpedia™, OneTrust PreferenceChoice™, OneTrust Ethics, OneTrust DataGuidance™, and OneTrust DataDiscovery™.

To learn more, visit OneTrustGRC.com or connect on LinkedIn.

Quantitative Enterprise Risk Management Program


Master in Quantitative Enterprise Risk Management is the world class professional qualification in the field of financial engineering. It satisfies quickly growing demand to be effectively delivering risk management solutions within financial organizations in the constantly evolving international regulatory environment and continually improving patented risk mitigation strategies. The Program provides highly practical training in the areas of mathematics, finance, and programming, thereby setting the new global standard in quant education.

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.
Associate Sponsors

Four Twenty Seven


Four Twenty Seven (427mt.com), an affiliate of Moody’s, is a leading publisher and provider of data, market intelligence and analysis related to physical climate and environmental risks. We tackle physical risk head on with analytics that identify the exposure of any location in the world to climate change hazards such floods, sea level rise, hurricanes & typhoons, heat stress and water stress, which pose an immediate threat to investment and loan portfolios.

Four Twenty Seven provides on-demand analytics and subscription data products to access this unique offering. Our physical climate risk application allows users to explore the climate risk drivers for a single asset or a portfolio of assets, scoring thousands of locations in minutes. We also offer forward-looking climate risk scores for equities, based on an ever-growing database that now includes over one million corporate sites and covers over 2,000 publicly-traded companies globally. Additional datasets include climate risk scores for Real Estate Investment Trusts, sovereigns and U.S. municipalities.

Four Twenty Seven has won multiple awards for its innovative work on climate risk and resilience and our work has been featured by Bloomberg, the Financial Times and the New York Times. Four Twenty Seven was founded in 2012 and is headquartered in Berkeley, California with offices in Washington, DC, Paris, France and Tokyo, Japan.

Interos


Interos protects customers’ brand and operations from risk in their extended supply chains and business relationships. The first AI-powered platform for eliminating multi-party, multi-factor risk from 3rd, 4th to nth tier parties, Interos automates discovery, detection, and response to financial, operations, governance, geographic, and cyber risk. Designed by experts and leveraging the company’s 15 years of experience in managing the world’s most complicated supply chains, Interos provides real-time risk management for the largest commercial brands in manufacturing, financial services, and aerospace and defense.

Four Twenty Seven has won multiple awards for its innovative work on climate risk and resilience and our work has been featured by Bloomberg, the Financial Times and the New York Times. Four Twenty Seven was founded in 2012 and is headquartered in Berkeley, California with offices in Washington, DC, Paris, France and Tokyo, Japan.

Milliman


Milliman is among the world’s largest providers of actuarial, risk management and technology solutions. Our consulting and advanced analytics capabilities encompass healthcare, property & casualty insurance, life insurance and financial services, and employee benefits. Founded in 1947, Milliman is an independent firm with offices in major cities around the globe. For further information, visit www.milliman.com.

mthree


mthree is an emerging talent partner, delivering much needed technology and banking operations talent through its sourcing and training services to businesses across the globe.
Working with a range of clients from global investment banks to tech companies, our sourcing and training services fit any business that needs new tech talent or wants to reenergise and reskill their current teams.

We source, train and hire diverse outstanding people with the skills that are most in demand and embed them seamlessly into our clients’ teams for up to 24 months, at which point they can be converted to full time employees

Recorded Future


Recorded Future arms security teams with the only complete security intelligence solution powered by patented machine learning to lower risk. Our technology automatically collects and analyzes information from an unrivaled breadth of sources and provides invaluable context in real time and packaged for human analysis or integration with security technologies.
Exhibitor

Risk Dynamics


Risk Dynamics works with companies across financial services, energy, manufacturing, pharmaceuticals, healthcare, and many other sectors to develop and deploy leading capabilities in data, analytics, modeling, and model risk management. We support clients in everything from large-scale analytics programs to in-depth modeling exercises.
We have a team of over 200 experts in data, analytics, model development, and model risk covering all major geographies across the globe. As part of McKinsey & Company, we combine quantitative analysts, PhDs, actuaries, former regulators, and business consultants to provide a powerful combination of deep analytics expertise, industry knowledge, regulatory perspective, and distinctive capabilities in corporate strategy and transformation.
Sponsorship

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CAN YOUR ORGANIZATION CONTRIBUTE?

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. For more information on what we can offer, please contact sales@cefpro.com or call us on +1 888 677 7007 where a member of the team will be happy to tailor the right package for you.

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How can your organization benefit from a CeFPro partnership?

MEDIA PARTNER

ORX


ORX is the largest operational risk association in the financial sector and for nearly two decades has been an ever-expanding global community that brings together thousands of operational risk professionals to share knowledge, expertise and experience.

ORX’s services include a range of solutions focused on effective management and measurement of operational and non-financial risk. As well as enabling the secure and anonymous exchange of loss data between financial organisations, their services also include ORX News, a platform that collates publicly-reported loss events from around the globe, an extensive research programme, and many global networking events.

ORX not only supports individual organisations to assess their vulnerability to losses, but also to shape industry-wide development of best practice. ORX is owned and managed by over 100 financial firms from all over the world. As a not-for-profit organisation, ORX invests all income back into providing high-quality benefits for operational and non-financial risk professionals. This ultimately helps develop the discipline.

CPE
CPE

Earn CPE Credits. 

  • 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

FAQs
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 alice.kelly@cefpro.com or call us on +1 888 677 7007.

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 there be opportunities to network with other attendees?

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

  • Roundtables
  • Virtual networking capabilities
  • Virtual business cards (you will be in control of what information is visible)
Do I have to attend the whole event or can I just attend one session?

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

Can I access the presentations after the event?

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

Can I log onto the virtual event using a PC, tablet or smartphone?

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

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

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

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

registration rates

IF YOU ARE REPRESENTING A REGULATED FINANCIAL INSTITUTION OR GOVERNMENT BODY…

You are able to register for free using our link below. All registrations are manually reviewed and approved before any confirmation emails are sent. If you have any questions please email james@cefpro.com

IF YOU ARE REPRESENTING A SERVICE PROVIDER, VENDOR OR CONSULTANT…

You are able to register for a nominal fee of $399. Online registration will be made available shortly.

All registrations are manually reviewed and approved before any confirmation emails are sent.

If you would like to register or have any questions please email james@cefpro.com

knowledge partners:
DataRobot
SAS
co-sponsors
Wolters Kluwer
Associate Sponsors
427
Miliman
Recorded Future
exhibitors - RED - LONG
Risk Dynamics

Connect With Us
#RISKAMERICAS

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