4 streams
across two days
60 sessions
The 13th Annual
America’s premier financial risk & innovation convention 2024
Risk Americas 2024
Risk Americas is the only event of its kind and the premier risk and innovation gathering for risk professionals.
Extensive research through CeFPro’s industry-led advisory board, including 100+ one-on-one research calls. Risk Americas offers an agenda that is driven by the needs of the industry.
Risk Americas 2024 addresses critical themes across 2 intensive and interactive pre-event Forums, 5 keynote sessions, and 4 simultaneous streams. With 80+ sessions to choose from, more than 20 panel discussions, and 100+ speakers, attendees can delve into their area of expertise, or broaden their risk horizon. In addition, Risk Americas is an opportunity to engage with like-minded industry professionals, as well as advance your professional development.
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Risk Americas by numbers
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Head/Global Head
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C-Suite
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VP
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Two pre-event Forums | May 20
Streams for Risk Americas 2024
FUTURE STATE OF RISK MANAGEMENT
- Generative AI
- Change Management
- Climate Risk
- Model Risk
- Fintech
RESILIENCE & NFR
- Resilience Regulation
- Cyber Security
- TPRM
- RCSA
- Fraud & AI
MARKET RISK
- Interest Rates
- FRTB
- Modeling
- Basel III Endgame
- Liquidity
INVESTMENT & ASSET RISK
- Credit Risk
- CECL
- Commercial Real Estate
- Investment Risk
- Pricing & Valuation
RISK AMERICAS 2024 C-SUITE SPEAKERS INCLUDE
Carl Groth
Chief Risk Officer
Legal & General Retirement
Markus Lammer
COO, Investment Banking and Capital Markets
Americas, UBS
Stacey Bolton
Chief Risk Officer, Asset Servicing
Northern Trust
Melissa Sexton
Chief Risk Officer
BNY Mellon Wealth Management
Tendayi Kapfidze
Chief Economist
Wells Fargo
Emily Nachlas
Chief Risk Officer
Western Alliance Bancorporation
Pankaj Vaish
Executive Vice President and Global Chief Investment Officer, Treasury
State Street
Paul Diouri
Chief Risk Officer
Barings
Ty Lambert
Chief Risk Officer
Cadence Bank
Sabeena Liconte
Head of Legal & Chief Compliance Officer Americas
ICBC Standard Bank Group
Risk Americas 2024 Agenda
8:00 – 8:50
Registration and breakfast
8:50 – 9:00
Chair’s opening remarks
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Day 1 Keynote Moderator: Charles A. Richard III, Senior Vice President, Co-Founder, QRM |
9:00 – 9:45
KEYNOTE PANEL – MACROECONOMIC ENVIRONMENT
Managing complexity in economic environment and future outlook for the industry
View Session Details
- Impact of inflationary environment on consumers
- Increased defaults in high-rate environment
- Reviewing how macro environment events impact strategy
- Changes to products and services
- Impact of global tensions on markets
- Managing the interplay and disparities of global regulators
- Future path of US economy as a result of Federal Reserve policy
- Fiscal policy in an election year
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Carl Groth, Chief Risk Officer, Legal & General Retirement |
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Melissa Sexton, Chief Risk Officer, BNY Mellon Wealth Management |
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Paul Diouri, Chief Risk Officer, Barings |
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Tendayi Kapfidze, Chief Economist, Wells Fargo |
9:45 – 10:20
KEYNOTE ADDRESS – FUTURE BUSINESS STRATEGY
Future state of risk management as technology becomes adopted into business strategy
View Session Details
- Influence of AI on business strategy
- Strategic partnerships to harness innovation
- Adjusting enterprise risk management perspectives
- Measuring, assessing, monitoring and reporting of evolving risks
- Changing payments landscape
- Developing an AI-specific business strategy
- Maintaining competition within tiers of banking system
- The role of community and regional banks
Speaker to be announced soon
10:20-10:50
Morning refreshment break and networking
Future State of Risk Management
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Day 1 Moderator: Mehdi Esmail, CPO, ValidMind |
Resilience & NFR
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Day 1 Moderator: Ira McKey, Director of Product Management, iGrafx |
Market Risk
Investment & Asset Risk
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Day 1 Moderator: Theresa Meawed, Senior Director & Head of Solutions Consulting, SS&C |
10:50-11:25
AI & ML
Reviewing the role of AI and machine learning and the potential to change key operations
View Session Details
- The role or AI in customer service and recruitment
- Reviewing testing and implementation successes
- Leveraging AI to improve risk management capabilities
- Top down approach to implementation to ensure alignment and coordination
- Reviewing opportunities to organizations for increased efficiency
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Santosh Mishra, Group Head – Quantitative Modeling & Advanced Analytics, KeyBank |
10:50-11:25
RESILIENCE REGULATION
Reviewing global resilience requirements and strengthening post-pandemic
View Session Details
- Articulating resilience in metrics
- Identifying level within the business
- Monitoring and evaluating capabilities
- Managing variations in views across the industry
- Measuring metrics for resilience
- Removing siloed view of risk appetite
- Identification of important or critical business services
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Emily Nachlas, Chief Risk Officer, Western Alliance Bancorporation |
10:50-11:25
GEOPOLITICAL RISK
Managing the impact of global geopolitical tensions on business and profit margins
View Session Details
- De-risking in volatile markets: Impact on supply chains
- Impact of election on future regulation
- Stress testing the unpredictable
- Business continuity planning for pulling out of markets
- Reacting to changes in portfolio and balance sheet
- Incorporating strategic risk into forecasting
- Identifying and managing systemic risks
10:50-11:25
AI-powered risk management and underwriting to improve loan approval in SMB
View Session Details
- Harness AI for data mining by analyzing diverse datasets to enhance risk assessment
- Implement non-traditional credit scoring models, integrating alternative data for more comprehensive evaluations.
- Utilize predictive analytics to forecast loan default risks, aiding proactive decision-making.
- Ensure transparency with explainable AI, facilitating stakeholders’ understanding of lending decisions.
- Personalize risk assessment with AI, enabling equitable and customized lending practices for SMBs.
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Sal Rehmetullah, Founder & CEO, WorthAI |
11:25-12:05
GENERATIVE AI – PANEL DISCUSSION
Leveraging Generative AI and reviewing use cases across teams
View Session Details
- Protecting firm data and developing data controls
- Reviewing potential risks, opportunities & controls for effective use of generative AI
- Managing hallucinations
- Determining boundaries around use
- Building a controlled environment for uses of generative AI
- Reviewing governance approaches to traditional vs. generative AI
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Rajeev Sambyal, MD, Head of Digital Assets Platform, BNY Mellon |
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Charles Tao, Director, Citi |
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Senior Executive, Archer |
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Arpit Narain, Global Head of Financial Solutions, MathWorks |
11:25-12:05
RESILIENCE WITH VOLATILITY – PANEL DISCUSSION
Driving resilience programs in times of heightened volatility
View Session Details
- Managing number of global geopolitical risks
- Future of climate risk and impact to the industry
- Concentration risks with cloud providers
- Enhancing resilience post-pandemic
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Matthew Moore, Director, US Head of Operational Risk for Markets, Banking, Treasury , Barclays |
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Susan Adibi, Director, MUFG |
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Sara Ricci, Former Head of Information Risk Governance and Resilience, HBC |
11:25-12:05
INFLATION – PANEL DISCUSSION
Outlook on inflation and forward plans to manage longer term high inflation
View Session Details
- Interplay of geopolitical risks
- Reviewing global approaches to tackle high inflation
- Impact of decoupling with certain markets on prices
- Managing structural shifts in the global economy
- Managing a stagflation environment
- Impact of supply chain disruptions on inflation
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Markus Lammer, COO, Investment Banking and Capital Markets Americas, UBS |
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Ronald Ratcliffe, PhD, Managing Director in Applied Portfolio Analysis, BlackRock |
11:25-12:05
PANEL DISCUSSION
Leveraging AI for credit risk decisions and marketing
View Session Details
- Managing risk of bias in AI decisions
- Changes to marketing messaging in new credit risk environment
- Leveraging omnichannel marketing
- Intertwining and connecting credit risk and marketing
- Aligning marketing to minimize overspend
- Reviewing lifetime value of a customer
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Seyhun Hepdogan, Director of Analytics, Fifth Third Bank; Fintech Leaders Advisory Board member, CeFPro |
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Suneera Madhani, Founder & CEO, WorthAI |
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Jascha Prosiegel, Market Lead North America, AI Risks, Munich Re |
12:05-12:40
LARGE LANGUAGE MODELS
Developing policies and procedures for uses of large language models
View Session Details
- Managing models trained on external data
- Integrating with internal data
- Managing overreliance on AI to reduce workload
- Challenges with inputted data residing in ChatGPT
- Reviewing and validating large language models
- Developing infrastructure architecture to run and test models
- Managing data privacy concerns
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Tarun Joshi, Executive Director, NLP/GenAI Model Validation, Wells Fargo |
12:05-12:40
IT RESILIENCE
Developing business continuity programs and strengthening cyber and IT resilience
View Session Details
- Protecting systems from attack
- Developing frameworks and best practices for incident response
- Notification and restoring data
- Reviewing past attacks and lessons learned
- Cyber health with impact of environmental events on critical infrastructure
- Ongoing and continuous monitoring of cyber activity
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Cyril Korenbeusser, Chief Operational Resilience Officer, BNP Paribas |
12:05-12:40
INTEREST RATE RISK
Managing unpredictability of current rate environment and maintaining profitability in a high rate environment
View Session Details
- Developing creative ways to reduce borrowing costs
- Adjusting to new reality and operating differently
- Hedging portfolios with unpredictable future changes
- Weakening of balance sheets with unpredicted sharp rises
- Managing tail risk after the regional banking crisis
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Nabil Ez-zaoui, Managing Director, Head of Markets Advisory, Mizuho |
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Ashutosh Tripathi, Managing Director, Mizuho |
12:05-12:40
CREDIT LOSSES/DEFAULTS
Reviewing increased rate of defaults as volatility continues
View Session Details
- Managing influx of losses in a volatile economy
- Tracking the credit cycle
- Will there be a new credit cycle?
- Impact of increased cost of borrowing on defaults
- Managing headline risk with increase in defaults
- Ripple effect to deposits
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Mitchell Chad, Senior (Managing) Director Stress and Impairment – Modeling and Analytics, RBC |
12:40-1:40
Lunch break and networking
1:40-2:20
ETHICAL AI – PANEL DISCUSSION
Implementing guardrails to ensure the responsible and ethical use of AI
View Session Details
- Leveraging AI to streamline customer communication
- Privacy and protection considerations
- Reviewing regulatory risks and focus on bias
- Training and testing models to remove bias and ensure ethical use
- Managing satisfying regulators while maintaining competitive uses
- Controlling toxic information from models
- Ensuring models produce fair and unbiased output
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Vall Herard, CEO and Founder, Saifr |
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Chris Smigielski, Director of Model Risk Management, Arvest Bank; NFR Leaders Advisory Board member, CeFPro |
1:40-2:20
CYBER SECURITY – PANEL DISCUSSION
Reviewing the new threat landscape as sophistication of threat actors evolves
View Session Details
- Adjusting to new threat reality
- Escalation of cyber warfare
- Identifying vulnerabilities
- Increased risk with outsourcing systems
- Managing increase in ransomware attacks
- MGM case study
- Reviewing new threat landscape with Increased sophistication of threat actors
- Reviewing new threats and vulnerabilities with use of AI
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Cyril Korenbeusser, Chief Operational Resilience Officer, BNP Paribas |
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Anita Nandakumar, Head of Operational Resilience – Global Markets, Goldman Sachs |
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Angela Phillips, Director Cyber & Operational Resilience, SMBC |
1:40-2:20
PANEL DISCUSSION
Impact of interest rates on bond market and treatment of assets and products
View Session Details
- Weakening of bonds in a high rate environment
- Funding operations through bond issuing
- Impact of bond offloading
- Managing uncertainty in bond market
- Impact of social media on heightened risk
- Updated CECL accounting practices and impact to asset value
- Portfolio restructuring and repositioning
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Lorenzo Cupido, Chief Investment Risk Officer, Prudential Financial |
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Ernest Lang, Head of ALM Analytic Solutions, Transamerica |
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Xiaowei Han, VP, Head of ALM, TIAA |
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Shawn Snyder, Global Investment Strategist, Executive Director, JP Morgan |
1:40-2:20
CECL– PANEL DISCUSSION
Reviewing the impact of CECL in a BAU environment
View Session Details
- Reviewing progress towards CECL BAU
- Benchmarking best practice
- Impact of changes in unemployment rate
- Historical data for variables being modeled
- Retrofitting embedded lifetime loss in portfolios
- Managing short term exposures
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Haibo Huang, Managing Director, Global Head of Credit Stress and Portfolio Analytics, Morgan Stanley |
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Arsa Oemar, Director, Model Risk Management, US Bank |
2:20-2:55
From Theory to Practice: Embedding AI Risk Management into your Organizational Fabric
View Session Details
- Exploring the state of AI within banking and financial services
- Understanding AI model landscape including models hidden in 3rd party software
- Assigning an AI risk score based on model attributes
- Leveraging automation for model testing and documentation based on regulatory guidelines
- Adopting transparent and accountable governance frameworks and workflows for operational integrity
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Will Heffernan, Director of field operations, CIMCON |
2:20-2:55
TPRM
Reviewing global regulation for third party risk and ensuring resilience
View Session Details
- Implementing and reviewing resilience plans of critical third parties
- Enhancing governance structures
- Streamlining approaches to managing vendor due diligence
- Tracking treatment and security of consumer data
- Developing sustainable practices
- Reviewing global resilience requirements for third parties
- Delivering service in the event of a third party breach
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Kelly Feili, Director – Risk Policy and Advocacy, DTCC |
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Tausif Khan, Director, Third Party Risk Management, DTCC; Third Party Risk Management Advisory Board member, CeFPro |
2:20-2:55
FRTB
Reviewing global implementation timelines of final rules across firms
View Session Details
- Reviewing internal vs standardized model approaches
- Building infrastructure for smooth implementation
- Enhancing data and system capabilities
- Reviewing current status towards implementation
- Incorporating consistency for global businesses
- Running full evaluation for expected shortfall
- Interaction of FRTB with existing CCAR environment
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Gavin Xu, Global Head of Markets Model Validation, HSBC US |
2:20-2:55
CONSUMER CREDIT RISK
Managing changes to consumer credit risk
View Session Details
- Risk of changes to economic environment
- Managing changes to inflation and interest rates
- Managing impact of increased pressure on consumers
- Increased risk of default across products
- Impact of rising risk to bank earnings
- Capturing future losses under CECL
- Impact of increased student loan repayments since Covid-19
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Erdem Aktug, Head of Model Risk – Retail, Securitization & FSL, Morgan Stanley |
2:55-3:30
Managing large model inventories with ModelOps and GenAI
View Session Details
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- Exploring the interconnectedness of quantitative models from model development to governance and production
- Understanding where genAI can augment and enhance parts of these workflows
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Alex Roumi, Senior Product Manager, Mathworks |
2:55-3:30
INTER-AGENCY GUIDANCE
Reviewing expectations under interagency guidelines
View Session Details
- Defining a business relationship
- Expansion of definition for third party
- Mapping all relationships and categorizing
- Developing formal policy, governance and documentation
- Determining scope and approach to TPRM
- Reviewing how the interagency guidelines impacted TPRM programs
- Reviewing current capabilities against expectations
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Madiha Fatima, Executive Director, JP Morgan; Third Party Risk Management Advisory Board member, CeFPro |
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Tamara Culler, Director for Governance and Operational Risk Policy, OCC |
2:55-3:30
BASEL III ENDGAME
Interpreting and preparing for final language and managing whole scope of changes proposed
View Session Details
- Summary of key changes and implementation timelines
- Adapting systems and data aligned with compliance
- Allocating assets for RWA classification
- Conducting impact analysis to review impact to capital
- Reviewing introduction of operational risk capital calculations
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Shahab Khan, Head of Liquidity Policy, HSBC |
2:55-3:30
COUNTERPARTY CREDIT RISK
Impact of market volatility on counterparty credit risk and margin funding costs
View Session Details
- Resolving uncleared margin rules
- Increased frequency of recalibrations
- Managing changing environment and frequency of standard deviation margin models
- Identifying reserve requirements to fund margin costs
- Changes in concentration thresholds
- Cascading effect of industry liquidation on counterparties
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Shahed Shafi, Head of Counterparty Risk/Credit Products, US Bank |
3:30-4:00
Afternoon refreshment break and networking
4:00-4:35
Reacting to Regulation with Process Intelligence
View Session Details
- Leverage process intelligence technology to make your business operationally resilient
- Understand how to proactively uncover hidden risks and compliance gaps using process mining
- Break down communication barriers between the 3 lines of defense through integrations (e.g. GRC, eBPA)
- Transform your audit process into a faster, cheaper, and more accurate version of itself through automated conformance checking
- Hear real-life success stories of companies that have transformed their compliance strategy
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James Berrocales, Manager, Solutions Engineering, iGrafx |
4:00-4:35
CHANGE MANAGEMENT
Developing a robust change management risk framework
View Session Details
- Adjusting to changing business and technology landscape
- Managing downstream change impacts
- Case study to harness change management
- Implementing a strong culture around change management
- Managing constant technology change
- Managing the volume of change and testing before rollout
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Stephen Woitsky, SVP, Operational Risk Business Oversight, Wells Fargo; NFR Leaders Advisory Board member, CeFPro |
4:00-4:35
CAPITAL
Understanding the effect of volatility and changing regulation on capital requirements
View Session Details
- Impact of current environment on capital
- Increased competition for deposit gathering
- Managing cost of funds and impact on margins
- Strategies to raise capital across different organizations
- Impact of Basel 3 rules on capital
- Modeling approaches for new regulatory capital requirements
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Sudhir Kumar, Head of Capital Management Oversight, US Bank |
4:00-4:35
COMMERCIAL CREDIT RISK
Monitoring risk of commercial credit risk volatility and preparing for defaults
View Session Details
- Risk with reduced demand for office space
- Reduction in retail footprint for malls
- Managing high leveraging of borrowers
- Leveraging innovative methods for early risk detection
- Expanding data availability
- Integrating non-structured data to monitor patterns
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Bernardo Mandri, Executive Director, Head of Credit Risk Review, ICBC |
4:35-5:10
BIAS
Identifying, quantifying and managing data and algorithm bias
View Session Details
- Benchmarking multiple AI algorithms
- Highlighting performance in the retail credit space
- Managing strict fair lending regulations in the US and EU
- Reviewing common approaches to identify and quantify bias
- Demonstrating use of AI to train other Ais to identify and manage bias
- Showing outcomes for various classes of algorithms
- Demonstrating sensitivity to small changes in inputs
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Imir Arifi, former Executive Director, Models and Methodologies, UBS |
4:35-5:10
ESG & SUSTAINABILITY
Reviewing industry approaches to ESG and long term sustainability programs
View Session Details
- Modifying risk and governance processes
- Incorporating into existing program
- Approaches and best practices
- Managing political agenda relating to ESG
- Managing global regulatory divergence
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Anand Hingway, Executive Director, Environmental & Social Risk Management, US Region, CIBC US |
4:35-5:10
STRESS TESTING
Reviewing global stress testing requirements and leveraging as a risk management tool
View Session Details
- Reviewing regulatory requirements for increased modeling
- CCAR as a tool for effective collection and storage of data
- Minimizing double counting with Basel 3 endgame
- Reviewing proposals for multiple scenarios to capture broader risks
- Incorporating credit, liquidity and interest rate risks in modeling
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Sean Keenan, Executive Director, RMDAD – Stress Testing, SMBC |
4:35-5:10
COMMERCIAL REAL ESTATE
Outlook for the CRE market: Managing potential default bubbles
View Session Details
- Reviewing long-term viability
- Future structural changes in working practices
- Managing rising costs of energy
- Treatment of unrealized losses
- Reviewing exposures on commercial real estate
- Accumulation of low occupancy and rising interest rates on commercial real estate
- Refinancing abilities in a high rate environment
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Grace Duggar, SVP Model Risk, China Construction Bank |
5:10-5:40
COMPLIANCE
Reviewing compliance challenges with increased global regulatory pressure
View Session Details
- The impact of elections on future regulation
- Developing gap analysis on change
- Drive towards standardization across the industry
- Increased focus on record keeping violations and resulting penalties
- Instilling a culture of compliance
- Accountability from the top
- Keeping up with evolution of privacy laws
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Rezarta Aliaj, Executive Director – Global Banking & Markets, Treasury & Swap Dealer Compliance, Scotiabank |
5:10-5:40
Effective and sustainable compliance programs – keeping out of the government agency bullseye
View Session Details
- From COSO to the DOJ, reviewing what constitutes an “effective” compliance program
- No matter your geographical location
- Developing and implementing a sustainable enterprise compliance program from ethics management to monitoring and testing
- How to deal with program issues raised by government agencies, including enforcement actions and monitors
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Ross Marrazzo, EVP – Enterprise Chief Compliance Officer, Flagstar Bank |
4:10-5:40
Stress testing in an era of heightened volatility and effectiveness to drive business decisions
View Session Details
- Reviewing collateral and improving parameters
- Capturing tail risks for derivatives
- Capturing convexity in times of high volatility
- Characterizing scenarios and connecting to losses
- Reviewing stress tests to define vulnerabilities in a potential recession
- Building framework and infrastructure to stress test whole portfolio
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Phil Ohana, Global Head of Market Risk Audit, UBS |
5:10-5:40
Stability and counterparty confidence: Managing risks in an unpredictable landscape
View Session Details
- Impact of unpredictability on pricing models
- Managing changing retail mix and pricing levels
- Reviewing general stability of the banking system
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Alisa Rusanoff, Head of Credit/Trade Finance, Crescendo Asset Management |
5:40
Chair’s closing remarks & networking drinks reception
8:00 – 8:50
Registration and breakfast
8:50 – 9:00
Chair’s opening remarks
9:00 – 9:45
KEYNOTE PANEL – HOLISTIC VIEW OF RISK
Managing interconnectivity across risk categories and establishing a holistic view of risk
View Session Details
- Developing a holistic view of enterprise risk
- Aggregating risk at an enterprise and global level
- Changes in regulatory approach after 2023 banking crisis
- Balancing transformation with maintaining business
- Enhancing efficiency across processes
- Leveraging data to drive decisions
- Incorporating agility into processes
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Sabeena Ahmed Liconte, Head of Legal & Chief Compliance Officer, Americas, ICBC Standard Bank Group; Fintech Leaders Advisory Board member, CeFPro |
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Emily Nachlas, Chief Risk Officer, Western Alliance Bancorporation |
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Aengus Hallinan, Chief Operational Risk Officer, BNY Mellon |
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Paul Tava, Chief Risk Officer – Advice & Wealth Management, Ameriprise Financial Services |
9:45 – 10:20
KEYNOTE ADDRESS
The evolution of the CISO: Managing increased complexity as technology advances
View Session Details
- Reviewing evolving IT threat
- Uses of AI in fraud and cyber attacks
- Reviewing the technology landscape
- Managing technology initiatives and change programs
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Howard Whyte, Chief Information Security Officer, Truist tbc |
10:20-10:50
Morning refreshment break and networking
Future State of Risk Management
Resilience & NFR
Market Risk
Investment & Asset Risk
10:50-11:25
MODEL RISK
Managing the evolving complexities in defining and managing models end to end
View Session Details
- Validating AI models
- Documentation requirements as model scope increases
- Developing controls for complete model inventory
- Defining a model and ownership
- Identifying skills to evaluate, review and monitor a model
- Ensuring transparency in model outputs
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Mitchell Button, SVP, Head of Financial Model Validation, US Bank |
10:50-11:25
RCSA
Leveraging continuous insight to inform business decisions and exposures
View Session Details
- Understanding risks and controls effectively
- Evolution of RCSA
- Leveraging as a tool for the business
- Business appetite to conduct and embrace RCSA
- Developing as a pillar for good operational risk management
- Determining ownership in 3 LoD model
- Maintaining RCSA as an ongoing tool
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Paul Tava, Chief Risk Officer – Advice & Wealth Management, Ameriprise Financial Services |
10:50-11:25
FTP
Reviewing FTP changes and management across different sized organizations
View Session Details
- Developing industry consensus on FTP
- Valuation and treatment of investment portfolio
- Communicating value to business lines
- Considering capital usage, liquidity, interest rate risk and credit risk
- Importance of FTP to banks effectiveness
- Incorporation of LCR and NSFR
10:50-11:25
BALANCE SHEET MANAGEMENT
Reviewing changes to balance sheet management practices and countering credit losses
View Session Details
- Changes to credit risk policies in a downturn
- Reviewing impact of market events on credit strategy
- Maintaining credit standards in high rate environment
- Reviewing charge of lending based on margins
- Managing shrinking margins as rates continue to increase
- Structuring loans in a high rate environment
- Adjusting and reacting to increased credit
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Mike Guglielmo, Managing Director, Darling Consulting Group |
11:25-12:00
CLIMATE RISK
Reviewing global regulatory environment for climate risk
View Session Details
- European climate risk stress testing processes
- Future outlook of requirements and global variations
- Traceability and accuracy of information
- Running scenarios and stress tests for climate risk
- Identifying losses due to climate risk
- Restrictions on capital and liquidity for lending
- Amending business models and exposure distribution
11:25-12:00
FRAUD
Analyzing trends in fraud practices and tactics to stay ahead
View Session Details
- Reviewing increased risk of first party fraud
- Impact of economic downturn on fraud risks
- Move to traditional tactics as organizations digitize
- Managing conduct risk to mitigate internal fraud
- Monitoring, managing and reporting on fraud in existing frameworks
- Leveraging technology for fraud detection and prevention
- Overlap with cybersecurity resilience
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Dalit Stern, Senior Director, Enterprise Fraud Risk Officer, TIAA |
11:25-12:00
MODELING
Modeling in a volatile environment
View Session Details
- Managing models built with long historical data
- Modifying models with data limitations
- Incorporating pandemic data
- Preparing models for future interest rate changes
- Weighting for more recent data
- Developing flexible and dynamic models
- Adjusting pandemic data over time
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Kai-Ching Lin, Head of Model/Market Risk, Valley National Bank |
11:25-12:00
CREDIT RISK
Economic environment: Managing the impact of volatility on credit risk
View Session Details
- Managing undercapitalization of the industry
- Impact to loss absorption capacity of banks
- Future of regulatory focus and change
- Managing capital issues on a performance basis
- Prudent capital and balance sheet management
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Heather Russell, Director – Quantitative Finance Manager, Bank of America |
12:00-12:45
CLIMATE SCENARIO – PANEL DISCUSSION
Reviewing global climate risk scenarios and implementation with a broader program
View Session Details
- Benchmarking across different global regulatory landscapes
- Key lessons learned for the industry
- Future mandates for climate scenarios
- Reviewing impact to capital
- Benchmarking European practices
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Derek Jun, Managing Director, Head of Climate Risk, Nuveen, a TIAA Company |
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C. Robin Castelli, Author – Quantitative Methods for ESG Finance |
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Craig Spielmann, Risk Intelligence Leader, CNM LLP |
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Alberto Ramirez, Partner – Risk Analytics, Solytics Partners |
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Yun Zheng, Head of ST and ESG Analytics, Global Risk Analytics, HSBC USA |
12:00-12:45
FRAUD & AI – PANEL DISCUSSION
Understanding evolution of fraud risks and prevention tactics with increased use of AI
View Session Details
- Managing rapid evolution of uses of AI and machine learning tools
- Developing controls to monitor for AI risks
- Managing fraud risk using and resulting from AI
- Advances in social engineering and biometric techniques
- Leveraging generative AI as a defensive tool
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Patrick Simonnet, Managing Director – Chief Audit Executive, Bank of China |
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Tibor Bartels, Managing Director/Head of Transaction Services Americas, ING; Fintech Leaders Advisory Board member, CeFPro |
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Will Heffernan, Director of Field Operations, CIMCON |
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Charles Shen, Managing Director, Head of Model Risk Management, Societe Generale |
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Jascha Prosiegel, Market Lead North America, AI Risks, Munich Re |
12:00-12:45
LIQUIDITY – PANEL DISCUSSION
Gaining strong visibility of funding sources for liquidity monitoring
View Session Details
- Heightened scrutiny on intraday deposit monitoring
- Ensuring ability to gather real-time data and insights
- Ensuring multiple forms of liquidity availability
- Implementing technology for proactive monitoring
- Managing heightened liquidity risks as a result of high interest rates
- Managing daily mismatches between assets and liabilities
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Ian Broff, Head of Market Risk, USAA |
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Oskar Rogg, Managing Director, Head of Treasury, Credit Agricole; Fintech Leaders Advisory Board member, CeFPro |
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P.J. Cole, Senior Sales Executive, Empyrean Solutions |
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Asha Gowda, Director – Market Risk Governance, KeyBank |
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Jorge Segura, Senior Director, Head of IRBBB/ALM Risk Oversight, Santander |
12:00-12:45
PRICING AND VALUATION – PANEL DISCUSSION
Reviewing approaches to pricing and valuation as the landscape evolves
View Session Details
- SEC approaches to pricing and valuation
- Developing a framework for valuing investments
- Fund valuation practices
- Pricing for complex instruments
- Assigning a price to opaque structures or characteristics
- Reviewing impact of rising ESG insurance costs on assets
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Aleksey Leksanov, Managing Director, Head of Model Risk Management, Mizuho |
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George Bezerianos, Managing Director, Global Head of Fixed Income and Wealth Management Valuation Control, Morgan Stanley |
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Naresh Malhotra, Director, Societe Generale Corporate and Investment Banking |
12:45-1:45
Lunch break and networking
1:45-2:20
CLIMATE RISK
Reviewing climate risk initiatives across the industry
View Session Details
- Reviewing California legislation and requirements
- Alignment with European requirements
- Collecting data for disclosures around processes, risk assessments and impacts
- Reporting Scope 1, 2 and 3 emissions
- Managing input data quality to compute granular Scope 3 emissions
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Andries Berendsen, Head of FP&A and Capital Planning, Rabobank |
1:45-2:20
SANCTIONS
Navigating complexities in the sanctions landscape
View Session Details
- Managing complicated environment with Russia sanctions
- Future sanctions with Middle East events in 2023
- Screening payments and customers
- Heightened compliance environment to identify sanctioned parties
- Changes to business presence in foreign markets
1:45-2:20
Visualizing Risk: Moving BI from Underutilized Tools to Business Essentials
View Session Details
- Integrating business intelligence to the core of business strategy for risk management
- Shifting towards proactive risk visualization and management
- Real world risk management BI solution examples:
- Enhancing backtesting visualization through automated reports allowing for comprehensive tracking of market risk breaches
- Integrating data validation for time series analysis to ensure the accuracy and reliability of time series data
- Automating risk assessment reporting to streamline a time-consuming process whilst securing compliance with regulatory standards
- Developing and implementing FRTB dashboards to manage process transitions and adapting regulatory changes
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Erdni Okonov, Business Intelligence Practice Director, Arrayo |
1:45-2:20
INVESTMENT RISK
Managing investment risk and portfolios in a volatile climate
View Session Details
- Managing asset side of the balance sheet
- Impact of 10 year bond yield
- Managing unrealized losses
- Waiting out the risk vs. selling bonds
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Paul Diouri, Chief Risk Officer, Barings |
2:20-2:55
TRADITIONAL FINANCE
Risks evolving from stresses in the traditional financial services model
View Session Details
- Importance of data in an advancing world
- Leveraging alternative data sources
- Managing competitive environment with traditional and emerging banking services
- Reviewing equipment and software requirements
- Mitigating limitations of legacy systems
- Uncertainties with continued deglobalization
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Lee Medoff, Head of Model Governance, Fifth Third Bank |
2:20-2:55
Reviewing diversity at workplace and best practices moving forward
View Session Details
- Embracing diversity and inclusion at workplace
- How to be an ambassador for Diversity, Equity and Inclusion
- Changing landscape in the workplace and how diversity can impact productivity, performance and efficiency
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Priya Rajani, Director, M&A Cross Sell Strategy, Citi |
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Monisha Nariani, Head of Retail and Small Business Banking Transformation, US Bank |
2:20 -2:55
MARKET RISK
New paradigm of market risk and volatility with sustained high rates
View Session Details
- Changes to market movement with sustained high interest rates
- Impact of money injection from regulators
- Ramifications across asset classes and knock on effect
- Increased volatility on the back of the curve
- Managing long term ALM
- Managing new paradigm of higher interest and dollar exchange rates
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Sandeep Jain, Director & Market Risk Executive, Bank of America |
2:20-2:55
RISK ADJUSTED RETURN
Analyzing risk adjusted return and shifting a focus to profitability
View Session Details
- Evaluating risk adjusted return on assets
- Concentration risk and portfolio diversification
- Identifying tail risk in portfolio
- Analysis of regulatory vs. economic capital
- Managing growth of shadow banking and private equity markets
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Jonathan Liu, Risk and Treasury Professional, RBC |
2:55-3:25
Afternoon refreshment break and networking
3:25-4:00
DATA
Leveraging an enhanced data framework to support technological advances
View Session Details
- Having relevant data to provide the required foundation for modern technology initiatives
- Ensuring a strong flexible governance framework to stay ahead of future advancements
- Adapting existing governance programs to accommodate structured and unstructured, traditional, and alternative data sources
- Collaborating and aligning across teams and platforms as digitalization becomes widespread
- Utilizing data and technology for all decision-making insights
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Terrence Barrett, First Vice President, Analytics, Governance, Risk and Compliance, Axos Financial |
3:25-4:00
DATA
Developing data governance and quality assurance programs
View Session Details
- Aligning taxonomies and languages across businesses and regions
- Identifying data related issues and tracking
- Balancing modernization with budget constraints
- Investing in data risk management capabilities in legacy platforms
- Developing bespoke approaches across jurisdictions with limited uniformity
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Srini Masanam, Global Head of Surveillance Data Quality, Citi |
3:25-4:00
LIBOR
Adopting to a post LIBOR world
View Session Details
- Impact of transition from LIBOR to SOFR and alternative rates
- Different rates, different instruments, different market, different models
- Computer-assisted modeling (scripting) allows fast exploration and testing of models and instruments
- Modern techniques like AAD, differential machine learning, and deep learning allow generic and fast pricing and XVA and calibration of new models
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Bernhard Hientzsch, Head of Market Modeling Techniques (for Corporate Model Risk), Wells Fargo |
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Arun Polala, Senior Quantitative Analyst, Wells Fargo |
3:25-4:00
Fixed Income Landscape : Trends and Risks from Buy-Side and Sell-Side Perspective
View Session Details
- Private Credit Market
- Growing Demand and risk profile
- Assessing Downgrade and Default Risk
- LBO & Leveraged Loan market
- Valuation challenges
- ALM considerations
- Interconnection Buy-side/banks
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Fabrice Fiol, Managing Director, Head of Risk Management, Kuvare Asset Management |
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Fabien Lemoine, Director, Senior Credit Officer, Societe Generale Corporate and Investment Bank |
4:00-4:40
FINTECH – PANEL DISCUSSION
Staying ahead of innovative fintech organizations and balancing security
View Session Details
- Raising awareness on heightened risks of fintech’s
- Assessing risk from a third party risk perspective
- Balancing innovation and competitive advantage with security
- Managing information security and BSA risks
- Incorporating non-traditional participants in business models
- Balancing speed and transaction savings with heightened risk
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Sabeena Ahmed Liconte, Head of Legal & Chief Compliance Officer, Americas, ICBC Standard Bank Group; Fintech Leaders Advisory Board member, CeFPro |
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Olivier Lachaud, Former Director – Officer of the COO, Scotiabank |
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Philip Masquelette, SVP, CRO, Ulster Savings Bank, NFR Advisory Board member, CeFPro |
4:00-4:40
CLOUD – PANEL DISCUSSION
Leveraging cloud platforms and developing controls to stay resilient
View Session Details
- Developing resiliency plans for cloud outage
- Managing accessibility in an event
- Developing effective resilience plans
- Understanding risks and controls for cloud providers
- Implementing an IT risk management framework to manage cloud risks
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Marta Palanques, Director, Assessment Methodology, Technology Risk Management, Capital One |
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Wei Ma, Managing Director, Head of Model Risk and Validation, SMBC |
4:00-4:40
CFP – PANEL DISCUSSION
Managing heightened alertness and awareness as a result of market events on contingency funding planning
View Session Details
- Operationalizing contingency funding plans
- Prioritizing contingency funding planning to comply with Fed expectations
- Lessons learned from SVB
- Monitoring collateral and testing
- Testing discount windows to access collateral
- Understanding reaction to idiosyncratic systemic events
- Early warning indicators and KRIs to monitor breaches
- Understanding requirements for testing and application to real-world scenarios
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Katya Ternyayeva, Director, Americas Head of Funding & Liquidity Management, Barclays |
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Judah Kaplan, Director – Independent Liquidity Risk – Legal Entities, BNY Mellon |
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Vineet Gumasta, Head of Balance Sheet Management – Rural Business, Rabobank |
4:00-4:40
M&A– PANEL DISCUSSION
Navigating the continued M&A activity and processes to combine teams
View Session Details
- Increased activity to raise capital
- Reviewing trends in M&A activity
- Types and frequency of transactions
- Integrating teams in event or merger
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Ty Lambert, Chief Risk Officer, Cadence Bank |
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Petr Chovanec, Director, UBS |
4:40
Chair’s closing remarks and end of Convention
Risk Americas 2024 Speakers
Keynote & C-Suite speakers
Mitchell Button
SVP, Head of Financial Model Validation
US Bank
Mitchell Button
Mitchell Button is a senior vice president and head of financial model validation for US Bank. Mitchell’s team is responsible for managing model risk for the bank’s market risk, counterparty credit risk, interest rate risk and valuation models. Prior to his current role, Mitchell has more than a decade of experience building and validating high risk models, including leading teams in areas focused on capital markets and asset liability management. He has a master’s in economics and finance from University of North Carolina – Charlotte and a certified FRM through GARP.
Lorenzo Cupido
Chief Investment Risk Officer
Prudential Financial
Lorenzo Cupido
Lorenzo Cupido is currently Chief Investment Risk Officer at Prudential Financial. He is leading the risk management team responsible for all investment and financial risks across the enterprise. He previously served in various business and risk roles in the banking industry, including Chief Risk Officer, Swap Dealer and US Head of Market Risk at HSBC. He has extensive international experience in risk management, capital markets, treasury, as well as asset and liability management. Prior to joining HSBC, Mr. Cupido held senior positions at other US and European financial institutions. He holds a Master’s Degree in Finance from the City
University of New York and an Italian Laurea in financial economics.
Paul Diouri
Chief Risk Officer
Barings
Paul Diouri
Paul Diouri is Chief Risk Officer and Global Head of Risk Management at Barings, a role he assumed in February 2021. Previously, Paul was the Americas Head of Risk at Schroders based in New York where he established and led the risk management organization for the region across seven countries from 2016 to 2020.
Prior to Schroders, Paul was Head of Investment and Principal Risk Management at JP Morgan Asset Management for the Americas for five years. Earlier roles include CRO at a publicly listed specialized credit asset manager, head of risk management for private assets at TIAA-CREF and for the first 12 years of his career, origination, structuring and investment roles in leveraged lending, oil and gas, structured credit and bank loan portfolio management at Natixis Bank.
PaulearnedanMBAinFinanceandaBSinAppliedMathematicsfromtheUniversityofHouston. Paul also completed executive education programs in leadership, strategy and portfolio management at the graduate business schools of Columbia and NYU. He serves on the board of advisors for the Master of Science in Finance and Analytics program at Queens University of Charlotte.
Carl Groth
Chief Risk Officer
Legal & General Retirement
Carl Groth
Carl Groth is Chief Risk Officer for Legal & General Retirement America. In that role, he oversees and maintains risk governance, analytics, compliance, and control frameworks across the US Retirement business. Additionally, he provides appropriate independent advice, oversight, challenge and supports the broader Legal & General global risk management team.
Prior to joining Legal & General Retirement America, Carl served in senior risk management roles at Principal Financial Group. He joined as Chief Risk Officer for Principal International and later served as head of Financial Risk Management where he was responsible for overseeing the Group’s investment risk management, ALM, derivatives, stress testing, economic capital modeling and US ORSA. Previous to Principal, Carl served as KPMG’s Insurance Industry Risk Management Advisory Practice leader.
Carl has an MBA in Finance and Investments with honors from The George Washington University and a BA in Economics from the University of Washington
Aengus Hallinan
Chief Operational Risk Officer
BNY Mellon
Aengus Hallinan
Aengus will be speaking at CeFPro’s Risk Americas 2024
Tendayi Kapfidze
Chief Economist
Wells Fargo
Tendayi Kapfidze
Tendayi Kapfidze is Chief Corporate Economist at Wells Fargo, providing strategic economic advice to bank’s leadership team. He leads a team responsible for preparing the corporation’s economic forecasts used in financial planning and risk management.
Tendayi has a successful track record in macroeconomic and financial analysis. He was Chief Economist at US Bank & LendingTree, Deputy Chief Economist at Pfizer and on the economics teams at Bank of America and Ally Financial. He has been quoted in numerous publications including The New York Times, The Wall Street Journal & The Washington Post, and has appeared on Yahoo Finance, CNBC & Bloomberg television.
Tendayi earned his Bachelor’s degree in Engineering Management at Saint Louis University and his Master’s degree in Applied Economics from The Johns Hopkins University.
Cyril Korenbeusser
Chief Operational Resilience Officer
BNP Paribas
Cyril Korenbeusser
Cyril Korenbeusser is the Chief Operational Resilience Officer for BNP Paribas CIB Americas. He is a digital native with over two decades of experience in leading strategic growth and mutations across technology, operations, and digital risk.
Prior to his current role, he served as BNPP deputy CTO and head of CIB AMER IT Production. Before joining the bank, he developed the activities of Digital Risk Transformation and Cybersecurity of New York office of Kurt Salmon and Wavestone.
In his current role, Cyril is responsible for leading the organization to effectively strengthen the risk management practices as well as resilience capabilities across business, continuity, cyber, technology, and third-party resilience. He is involved in various industry thought leadership initiatives and is an avid reader, speaker, and writer. Cyril contributes to cross-industry efforts and regulatory framework enhancement.
Markus Lammer
COO, Investment Banking and Capital Markets America
UBS
Markus Lammer
Biography coming soon
Sabeena Ahmed Liconte
Head of Legal & Chief Compliance Officer, Americas
ICBC Standard Bank Group
Fintech Leaders Advisory Board member
CeFPro
Sabeena Liconte
Sabeena Ahmed Liconte serves as Chief Compliance Officer, Americas to ICBC Standard Bank Group (“ICBC Standard”), including its SEC-registered broker-dealer, ICBC Standard Securities Inc., and its CFTC-registered introducing broker, ICBC Standard Resources (America) Inc.
Prior to joining ICBC Standard, Sabeena’s previous professional experience included serving as Deputy Chief Operating Officer and Chief Legal Officer to the US investment banking division of Bank of China International. She also served as Futures & Derivatives Counsel to E*TRADE Financial Corp., including E*TRADE Clearing Corp. and E*TRADE Securities Corp.; and worked for the Office of General Counsel at Merrill Lynch Pierce Fenner & Smith Incorporated, the Division of Enforcement at the Financial Industry Regulatory Authority, 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.
Sabeena is a licensed attorney with a Juris Doctor from the St. John’s University School of Law. She also completed a visiting year at Fordham University School of Law. In addition to her law degree, she holds a Master of Arts in International Relations from Columbia University and, paying homage to her Canadian roots, a Bachelor of Arts in Criminology and Political Science from the University of Toronto.
She also serves as a member of the Executive Committee to the Futures Industry Association’s Law and Compliance Division; advisory board member of the Center for Financial Professionals FinTech Advisory Group; Diversity Chair of the American Bar Association’s Business Law Committee – Futures and Derivatives Law Subcommittee; and member of the New York City Bar Association’s Foreign and Comparative Law Committee, and Derivatives and Futures Committees.
Ty Lambert
Chief Risk Officer
Cadence Bank
Ty Lambert
Ty Lambert joined Cadence Bank in 2006 and has served in a variety of roles including balance sheet management, credit risk management, corporate planning, business intelligence, and modeling and forecasting. In his current role as Chief Risk Officer, his team is responsible for risk analytics, enterprise risk and regulatory compliance, regulatory relations, vendor management, internal loan review, corporate security, and BSA/anti-money laundering, as well as the Company’s CRA, community lending and fair lending programs. Ty served as Chief Data Analytics Officer prior to becoming Chief Risk Officer for the Company. Prior to joining the Bank, Ty was an investment portfolio manager.
Ross Marrazzo
EVP – Enterprise Chief Compliance Officer
Flagstar Bank
Ross Marrazzo
Ross Marrazzo joined NY Community Bancorp in 2022 as EVP, Enterprise Chief Compliance Officer. He has over 40 years of domestic and international financial services experience in banking, insurance and securities as a compliance officer, audit executive, and consultant. His consulting experience included overseeing multiple independent consultancies and monitorships for the Federal Reserve, OCC, NYDFS, and DOJ. Ross has worked extensively internationally with financial institutions and government agencies throughout Latin America, Asia and Europe.
Emily Nachlas
Chief Risk Office
Western Alliance Bancorporation
Emily Nachlas
Emily Nachlas is the Chief Risk Officer of Western Alliance Bancorporation.
In this role, Ms. Nachlas brings nearly 25 years of experience in financial services risk management to oversee Western Alliance Bancorporation’s second line of defense risk management teams and processes. Since joining the bank in 2019, she has evolved the organization’s risk management strategy, organizational risk framework, and infrastructure commensurate with its size and complexity as it crossed the regulatory threshold beyond $50 billion in assets. She provides overall leadership, vision, and direction for enterprise risk, credit risk, financial risk, strategic risk, compliance, BSA/AML, operational risk, credit review, and model risk management.
Before joining Western Alliance Bank, Ms. Nachlas specialized in developing risk management programs as Executive Vice President and Director of Enterprise Risk Management at IBERIABANK in New Orleans and previous risk management positions at HSBC, Amegy Bank and Hibernia National Bank. She holds a Bachelor of Science degree in Management from the A.B. Freeman School of Business at Tulane University and a Master of Business Administration degree from the University of New Orleans.
Within the banking industry’s risk management discipline, Ms. Nachlas serves on several boards and councils, including the National Mid-Tier CRO Council of the Risk Management Association, as well as the local Phoenix RMA chapter. She is a frequent speaker and presenter at industry conferences. In 2022, she was named among Arizona’s Most Influential Women in Business. As a committed ally, she is the Executive Sponsor of PRIDE@Work, the BRG for Western Alliance Bank’s LGBTQIA people and allies.Ms. Nachlas lives in Phoenix with her husband and two children. As a volunteer with Arizona S
Charles A. Richard III
Senior Vice President, Co-Founder
QRM
Charles A. Richard III
Charles A. Richard III is a Senior Vice President at QRM, with over 25 years of experience in enterprise risk management, balance sheet management, credit risk management, and regulatory capital management. During his tenure at QRM, he has consulted with hundreds of financial institutions worldwide and helped QRM build an international client base of over 250 long-term engagements
Melissa Sexton
Chief Risk Officer
BNY Mellon Wealth Management
Melissa Sexton
Melissa Sexton is Chief Risk Officer for Wealth Management and BNY Mellon N.A. Bank, responsible for independent oversight of risks including investment, fiduciary, operational, reputational, credit, market, liquidity, and strategic.
Melissa joined BNY Mellon in May 2021 from Morgan Stanley where she was Co-Head of Field Risk and Supervision, overseeing ~16k Financial Advisors. Previously at Morgan Stanley, she was Head of Investment Risk. Prior to Morgan Stanley, she held senior risk positions at Bank of America and hedge funds Ore Hill and Concordia.
Melissa holds a B.A. in Mathematics and Economics from Boston University and is a CFA Charter holder.
Paul Tava
Chief Risk Officer – Advice & Wealth Management
Ameriprise Financial
Paul Tava
Responsible for the implementation & execution of the AWM Enterprise Risk Management Framework across the Advice & Wealth Management Organization. As the 2nd Line of Defense, the AWM Risk Organization provides risk oversight and challenge of the business in identifying, measuring, monitoring and reporting on Strategic, Reputational, Operational, Legal/Compliance and Financial Risks. Responsible for the implementation & execution of the AWM Enterprise Risk Management Framework across the Advice & Wealth Management Organization. As the 2nd Line of Defense, the AWM Risk Organization provides risk oversight and challenge of the business in identifying, measuring, monitoring and reporting on Strategic, Reputational, Operational, Legal/Compliance and Financial Risks
Howard Whyte
Chief Information Security Officer
Truist tbc
Howard Whyte
Biography coming soon
Future State of Risk Management
Rezarta Aliaj
Executive Director – Global Banking & Markets, Treasury & Swap Dealer Compliance
Scotiabank
Rezarta Aliaj
Rezarta Aliaj leads the Global Banking, Markets, & Treasury Compliance Audit Team at The Bank of Nova Scotia, focusing on the coverage of market abuse trade surveillance and Swap Dealer Compliance, as well as regulatory compliance management framework pillars across geographies (Canada, UK & Ireland, APAC). Prior to joining the Bank of Nova Scotia in 2021, Rezarta led the global risk management audit coverage portfolio, inclusive of market, credit, liquidity, and operational risks, at Nomura Securities in New York. In her previous role at the Bank of Tokyo-Mitsubishi UFJ, Rezarta built and drove the audit coverage program and strategy of the CFCT and NFA requirements on Swap Dealers, pursuant to the Dodd-Frank Act, as well as the Bank’s activities in other jurisdictions (Tokyo, Hong-Kong, Canada, and Latin American countries). Rezarta also gained her knowledge and subject matter expertise on regulatory compliance, pertinent to asset management and private wealth management during her tenure at Goldman Sachs Internal Audit, where she started her career. Rezarta received her Master of Science in Enterprise Risk Management from Columbia University, New York, and Master of Business Administration concentrating in Financial Risk Management from Pace University, New York.
Imir Arifi
former Executive Director, Models and Methodologies
UBS
Imir Arifi
Imir Arifi manages three operating units within Group Compliance at UBS spanning centralized AI development activities in US, model development activities in the Americas, and Global Model Governance (vendor model) activities.
Prior to joining UBS, he served in various leadership roles in model development & validation covering credit risk, market risk, operational risk, PPNR, and compliance modelling. Over the last five years he has focused on Artificial Intelligence and Machine Learning, executing use cases for banks, insurance companies, and institutional grade hedge funds. He holds a PhD from the Illinois Institute of Technology in Chicago where his research fused financial engineering with operations research, covering Credit Risk management and predicting CDS spreads.
Terrence Barrett
First Vice President, Analytics, Governance, Risk and Compliance
Axos Financial
Terrence Barrett
Terrence Barrett is the First Vice President of Risk Analytics within Governance, Risk and Compliance (GRC) at Axos Financial, overseeing the team responsible for the analytics behind the Bank Secrecy Act (BSA) / Anti-Money Laundering (AML), Compliance, and Enterprise Risk Management (ERM) functions on both the banking and securities side of the business.
He has over 25 years of experience in the financial industry including GRC, trading, operations, analytics, research, journalism and consulting roles in the banking, securities and fintech sectors.
Although the roles have been diverse, they all have a common thread – understanding how to make data tell a story. Previously he oversaw the team responsible for the Security Master reference databases at Charles Schwab and founded the Real Time Data Services for Economics, Commodities and Energy at Bloomberg.
He earned his BS in Finance from the University of Southern California, where he now serves as a mentor to current undergraduate students. In his spare time, he coaches youth sports teams.
Andries Berendsen
Head of FP&A and Capital Planning
Rabobank
Andries Berendsen
Andries Berendsen is Head of Quantitative Risk Analytics and Capital at Rabobank North America, overseeing the bank’s risk analytics, capital stress testing and decision support activities. Prior to Rabobank, he held senior Finance positions at Standard Chartered and Citigroup, including Chief Financial Officer, in New York, Bangkok and Singapore with a focus on capital optimization and strategy. Andries started his career at Ernst & Young, working in Assurance & Advisory Business Services in The Hague, Johannesburg and New York. He has a M.Sc. in Business Economics from Erasmus University Rotterdam and holds professional certifications as a CPA in the US and a Registered Accountant in The Netherlands.
James Berrocales
Manager, Solutions Engineering
iGrafx
James Berrocales
James Berrocales is the Manager of the North American Solutions Engineering team at iGrafx. He has over 20 years of experience in the Business Process Management space, mostly in IT Risk Management in Financial Services. James provides crucial input to the iGrafx product roadmap and is responsible for helping customers achieve their strategic business goals with iGrafx process intelligence solutions.
Stacey Bolton
Executive Vice President, Chief Risk Officer, Asset Servicing
Northern Trust
Stacey Bolton
Biography coming soon
C. Robin Castelli
Author – Quantitative Methods for ESG Finance
Robin Castelli
Head of Transition Risk Model Development (Climate Modeling Analytics) within Modeling Change & Innovation
In my current role I am supporting Citi’s firmwide agenda on Climate Risk, by leading the team that is developing the models that are required to estimate the stresses to financial institutions, properties or sectors which arise from shifts in policy, consumer and business sentiment, or technologies associated with the required changes necessary to limit climate change.
Mehdi Esmail
CPO
ValidMind
Mehdi Esmail
As Chief Product Officer. Mehdi is responsible for advancing ValidMind’s product portfolio as the company continues to scale its reach across financial services and insurance industries. Previously, Mehdi was VP of Product at Zenon.ai, a solution focused on Al-enabled automation for financial services, healthcare, and technology-focused B2B. Prior to founding ValidMind, he was Chief of Staff to the CDAO at AMEX and Analytics consultant at Booz Allen.
Will Heffernan
Director of field operations
CIMCON
Will Heffernan
Will Heffernan is Director of Technical Operations in CIMCON’s London offices. In his role, Will is responsible for implementing CIMCON’s EUC risk governance solutions in financial enterprises across Europe and the Far East. Having previously worked with Business Intelligence solutions and ERP Software companies and having over 25 years of experience, he has a wide depth of knowledge across multiple industries. Will uses this expertise to ensure that the CIMCON tools deliver the required outcomes to customers whilst delivering value through being more efficient and satisfying the customer’s business and regulatory needs.
With 25 years of experience, CIMCON is the market leader in providing End User Computing (EUC) and Model Risk Governance solutions for spreadsheets and Alteryx/Python/R/SQL file types that cover the entire EUC life cycle withing Inventory, Discovery, Monitoring and Data Integrity modules. CIMCON’s EUC Insight platform is used by 600 customers in 30 countries for compliance with SOX, Stress Testing, Solvency II and other regulations
With 25 years of experience, CIMCON is the market leader in providing End User Computing (EUC) and Model Risk Governance solutions for spreadsheets and Alteryx/Python/R/SQL file types that cover the entire EUC life cycle withing Inventory, Discovery, Monitoring and Data Integrity modules. CIMCON’s EUC Insight platform is used by 600 customers in 30 countries for compliance with SOX, Stress Testing, Solvency II and other regulations.
Vall Herard
CEO and Founder
Saifr
Vall Herard
Vall has a mastery of emerging technologies like artificial intelligence (AI), machine learning (ML), blockchain, and micro-services. He earned a BA in Mathematical Economics/Econometrics and an MS in Computational Finance.
Vall has extensive experience in financial services and FinTech holding positions at Fidelity Investments Inc., BNP Paribas S.A., The Bank of New York Mellon Corporation, UBS Investment Bank, NumeriX, Renaissance Risk Management Labs, Barrie + Hibbert Limited, and Misys (Finastra Limited).
Vall is a sought-after speaker with hands-on knowledge and insights on AI, ML, and other advanced analytics and their implementation in regulated industries, such as financial services. In 2023, he spoke at TSAM, NSCP, and Global RegTech Summit, and in 2024 has spoken at T3 and Compliance Week National, among others.
Tarun Joshi
Executive Director NLP/GenAI Model Validation
Wells Fargo
Tarun Joshi
Tarun Joshi will be speaking at CeFPro’s Risk Americas Convention
Derek Jun
Managing Director, Head of Climate Risk
Nuveen, a TIAA Company
Derek Jun
Derek is an investment professional specializing in portfolio construction and risk management. His current focus is on climate risk and climate solutions asset classes: farmland and timberland.
Derek has been with TIAA and Nuveen since 2015 and currently serves as Head of Climate Risk where he is responsible for coordinating and leading the build of climate risk management frameworks throughout the enterprise. Derek has 18 years of experience in investment management and risk management. Prior to joining TIAA and Nuveen, Derek was a Senior Equity Analyst covering natural resource sectors and has held various roles including quantitative analyst, emerging markets specialist and structured products analyst.
Derek earned a degree in Economics from Princeton University, with a certificate in Finance and a certificate in Applied Computational Mathematics. He holds the CFA, CAIA, FRM and SCR designations.
Olivier Lachaud
Former Director – Officee of the COO
Scotiabank
Oliver Lachaud
Olivier Lachaud is a strategic, high-energy executive striving for operational excellence and resilience. With over 18 years of experience in the financial services industry, Olivier has held leadership roles at Scotiabank, Deutsche Bank, and BNP Paribas where he orchestrated strategic transformations and ran several high-impact teams. A true cross-functional collaborator and integrator, he weaves data and technology into business solutions spearheading disciplined efforts to deliver on strategic goals. Adept at team leadership and talent development, he loves building new capabilities and shaping organizations.
Olivier holds Master of Science in General Engineering from Ecole Central Nantes, a Mastère Specialisé in Strategy and Management of International Business from ESSEC Business School and a Certificate in International Management from Thunderbird School of Global Management. He is PMP-certified since 2008, fluent in English and French.
Sabeena Ahmed Liconte
Head of Legal & Chief Compliance Officer, Americas
ICBC Standard Bank Group
Fintech Leaders Advisory Board member
CeFPro
Sabeena Liconte
Sabeena Ahmed Liconte serves as Chief Compliance Officer, Americas to ICBC Standard Bank Group (“ICBC Standard”), including its SEC-registered broker-dealer, ICBC Standard Securities Inc., and its CFTC-registered introducing broker, ICBC Standard Resources (America) Inc.
Prior to joining ICBC Standard, Sabeena’s previous professional experience included serving as Deputy Chief Operating Officer and Chief Legal Officer to the US investment banking division of Bank of China International. She also served as Futures & Derivatives Counsel to E*TRADE Financial Corp., including E*TRADE Clearing Corp. and E*TRADE Securities Corp.; and worked for the Office of General Counsel at Merrill Lynch Pierce Fenner & Smith Incorporated, the Division of Enforcement at the Financial Industry Regulatory Authority, 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.
Sabeena is a licensed attorney with a Juris Doctor from the St. John’s University School of Law. She also completed a visiting year at Fordham University School of Law. In addition to her law degree, she holds a Master of Arts in International Relations from Columbia University and, paying homage to her Canadian roots, a Bachelor of Arts in Criminology and Political Science from the University of Toronto.
She also serves as a member of the Executive Committee to the Futures Industry Association’s Law and Compliance Division; advisory board member of the Center for Financial Professionals FinTech Advisory Group; Diversity Chair of the American Bar Association’s Business Law Committee – Futures and Derivatives Law Subcommittee; and member of the New York City Bar Association’s Foreign and Comparative Law Committee, and Derivatives and Futures Committees.
Philip Masquelette
SVP, CRO
Ulster Savings Bank
NFR Advisory Board member
CeFPro
Philip Masquelette
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 Senio 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 from Tulane University.
Ira McKey
Director of Product Management
iGrafx
Ira McKey
Biography coming soon
Lee Medoff
Head of Model Governance
Fifth Third Bank
Lee Medoff
Lee Medoff has over 20 years of professional experience in banking and finance. He began his career as a desk quant at JPMorgan Chase, where he developed models to optimize the return of the bank’s card portfolio. He moved to the Federal Reserve Bank of New York, following the merger with BankOne, before joining Moody’s Analytics Risk Management Services, where he oversaw analytics teams in New York and India. Professional experience further includes consulting roles in the Quantitative Advisory Services Group of EY, followed by several years in leadership functions in the Fintech space, prior to joining Fifth Third.
Santosh Mishra
Group Head – Quantitative Modeling & Advanced Analytics
KeyBank
Santosh Mishra
Santosh Mishra heads the Credit Modeling function for KeyBank’s entire Loan and Lease portfolio. He is currently responsible for development and implementation of Stress testing and CECL models. Additionally, he also leads the Commercial Risk Rating, Economic Capital, functions and is architect of numerous commercial analytics initiatives to support KeyBank’s strategic goals. Last but not the least, Santosh is leading KeyBank’s Climate analytics including Financed emissions and Scenario analysis.
Arpit Narain
Global Head of Financial Solutions
MathWorks
Arpit Narain
Arpit is the Global Head of Financial Solutions at MathWorks, leading the product strategy for Quantitative Modeling and Artificial Intelligence in Financial Services. His focus areas include Model Risk, Financial Risk & Compliance, and Climate Risk & ESG. With 17 years of industry experience, Arpit has managed projects for major financial institutions around the world. He also serves as a visiting professor in the Masters in Quantitative Finance programs at NYU and Rutgers.
Yu Pan
EVP, Chief Model Risk Officer
US Bank
Yu Pan
Yu Pan is the EVP and Chief Model Risk Officer at US Bank, where he leads the enterprise model risk functions, responsible for identifying/managing model risks, as well as overseeing the validation/use of models and analytical tools, including AI/ML within the Bank.
With over 20 years of experience in the financial industry, Yu Pan has led model development, validation, and implementation, with extensive envolvement in risk control,business strategy and regulatory compliance. Prior to joining US Bank in 2018, he was SVP at Wells Fargo for 13 years, starting with a leadership role in risk modeling and later became the head of model review/validation covering diver models for credit decisioning, allowances, capital planning, financial crime, and compliances. Yu Pan has also worked at HSBC and Delta Airlines in research, decision support, and analytics roles. Before that, he was an assistant professor at the Hong Kong Baptist University business school. Yu Pan holds a Ph.D. in economics from the University of Minnesota.
Alex Roumi
Senior Product Manager
Mathworks
Alex Roumi
Alex Roumi is a senior product manager at MathWorks, specializing in Model Risk Management solutions. Since joining the company in 2020, Alex led computation finance projects including innovative demonstrations, webinars and educational videos on reinforcement learning in finance, backtesting, portfolio optimization and risk management. Prior to MathWorks, Alex worked on the electrical design of airport buildings, and airfield lighting, including Dubai International Airport.
Alberto Ramirez
Partner – Risk Analytics
Solytics Partners
Alberto Ramirez
Alberto is a Partner at Solytics Partners leading development of advanced analytics solutions global banks, insurers, and financial institutions. His expertise extends across in model governance, model risk management, actuarial sciences, and ESG and climate risk.
He is a member of the American Academy of Actuaries (MAAA) and a Fellow of the Conference of Consulting Actuaries (FCA) and also serves on the Actuarial Advisory Board at Roosevelt University. He earned his degree in actuarial science from UNAM in Mexico.
Rajeev Sambyal
MD, Head of Digital Assets Platform
BNY Mellon
Rajeev Sambyal
At BNY Mellon Rajeev leads Product Development for Digital Asset Custody platform and Enterprise Digital Assets in building solutions and capabilities that support clients’ evolving digital asset needs. As part of Advanced Solutions, Rajeev works across the enterprise to identify and build innovative solutions using artificial intelligence, machine learning, and other emerging capabilities.
Rajeev joined BNY Mellon from State Street where he held various engineering leadership roles building products using emerging technologies. Rajeev has a Masters in Technology Management from Columbia University as well as a master’s in Information Technology from Symbiosis University, India.
Craig Spielmann
Risk Intelligence Leader
CNM LLP
Craig Spielmann
Proven Enterprise Risk Management expert and ESG advocate with an established track record of driving enterprise wide initiatives for the world’s top financial institutions. Leverages vision, leadership, innovation and relationship management skills to achieve success. Expertise in leading global initiatives to align risk management practices with business goals.
Chris Smigielski
Director of Model Risk Management
Arvest Bank
NFR Leaders Advisory Board member
CeFPro
Chris Smigielski
With over 30 years of financial services industry experience, Chris has an in-depth knowledge of model risk management, model governance, model validation, financial model development, Asset Liability Management, and team development. Chris is currently the Director of Model Risk Management at Arvest Bank and was previously Vice President, Director of Model Risk Management at TIAA Bank for five 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.
Thomas Sullivan
Managing Director
Societe Generale – FORGE
Thomas Sullivan
Thomas Sullivan is a Managing Director at Société Générale in New York, where he is the Head of Market Access and Business Development for Digital Assets. Through the SG-Forge subsidiary, Société Générale has been recognized as a market leader, providing innovative services to issue, transact, and manage digital-native financial products registered on blockchain. In collaboration with the SG-Forge team, Tom spearheads the tokenization and blockchain efforts for Société Générale in the Americas.
Tom has over 20 years of experience in securities and banking, focusing on the intersection of operations and innovation. In his seven years at Société Générale, he has managed various operations divisions, including securities settlements, collateral management, f/x, and payments. Tom has spearheaded several blockchain related initiatives, and in 2022, he led Société Générale’s successful implementation of the Broadridge Distributed Ledger Repo platform. He is an active member of the Securities Industry and Financial Markets Association, participating in SIFMA’s Digital Assets Working Group.
Prior to Société Générale, Tom was the Head of Broker Dealer Operations at Commerzbank, where he managed securities settlements, securities lending support, and asset servicing. With the merger of Commerzbank and Dresdner Bank in 2009, Tom coordinated the integration of the operational platforms of the Firms. He graduated from New York University with BA in Economics and holds Series 7, 24, and 27 registrations with FINRA.
Charles Tao
Director
Citi
Charles Tao
Biography coming soon
Stephen Woitsky
SVP, Operational Risk Business Oversight
Wells Fargo
NFR Leaders Advisory Board member
CeFPro
Stephen Woitsky
Hands-on and results-driven Risk Management Executive with 25+ years of leadership expertise in internal audits, regulatory compliance, controls, and overall strategic audit planning/execution for companies such as CLS Bank, Credit Suisse and UBS and BNP Paribas.
Strong, energetic leader with forte in streamlining processes ensuring compliance with regulatory standards; extensive experience launching internal audit and risk management operations.
Trusted and active advisor in dissecting, analyzing and presenting key strategic financial solutions to executive leadership.
Active volunteer and board member with Bridges Outreach since 2015 focusing on feeding and servicing people in need in NJ and NYC, providing input into the strategic planning process and doing fundraisers with local businesses and schools.
Yun Zheng
Head of ST and ESG Analytics, Global Risk Analytics
HSBC USA
Yun Zheng
Biography coming soon
Resilience & NFR
Susan Adibi
Director
MUFG
Susan Adibi
Susan has extensive experience in risk management across a range of industries. She has led global scenario programs for over a decade and is now focused on ORM practices including scenarios, loss data and risk appetite.
The scenarios she has led were developed for Stress Testing and Capital Adequacy but also provide useful risk management insights. She has also worked o n a number of resiliency scenarios including climate related scenarios.
Tibor Bartels
Managing Director/Head of Transaction Services Americas
ING
Fintech Leaders Advisory Board member
CeFPro
Tibor Bartels
Tibor Bartels heads-up the ING Transaction Services department for the Americas region. He is responsible for payments and cash management solutions, liquidity management, working capital optimization and traditional trade solutions.
In 2016, Tibor moved to NYC to establish ING’s Transaction Services business in the Americas. He leads a team of product specialists that have in-depth discussions with America’s-based multinationals on how to improve their Transaction Services strategies and infrastructure to drive revenues and/or increase efficiencies. Next to this, Tibor is a member of the management board of ING in the Americas and represents Transaction Services in the Commercial Green Light Counsel.
Tibor has been with ING for 20 years and started his career as a trainee and worked in various departments. In 2008, Tibor joined the Transaction Services department with regional responsibility for the United States. Currently he is a considered to be a specialist for treasury optimization and market trends in Europe and has been regularly featured in industry trade publications such as Treasury Management International, the TMANY and the Center for Financial Professional’s annual magazine.
Tamara Culler
Director for Governance and Operational Risk Policy
OCC
Tamara Culler
Biography Coming Soon
Kelly Feili
Director – Risk Policy and Advocacy
DTCC
Kelly Feili
Kelly Feili is a Director in DTCC’s global risk policy and advocacy group and maintains a deep understanding of global legislative and regulatory policy activities related to cybersecurity, resilience, new and emerging technology and third-party risk management. Kelly partners with industry peers, supervisors and regulators, international standard-setting bodies, government officials and trade associations to address key risk policy initiatives. Kelly also leads DTCC’s responses to policy initiatives and is seen as a top contributor to a number of global working groups.
Prior to DTCC, Kelly held cybersecurity roles at Morgan Stanley and EY. Kelly has over 15 years of experience in cybersecurity and third-party risk management and maintains the CISSP certification.
Madiha Fatima
Executive Director
JP Morgan
Third Party Risk Management Advisory Board member
CeFPro
Madiha Fatima
Madiha Fatima is an Executive Director – Operational and Outsourcing Risk Management at JP Morgan, where she leads the second line of defense function for operational and outsourcing risk overseeing Third Party Risk Management, Sourcing, Procurement and Inter-Affiliate Management. Previously, Madiha was the Head of Third Party Risk Management Department at Angelo Gordon where she was responsible for development of Third Party Risk Management Framework while enabling businesses to achieve their strategic objectives from utilizing vendors. Prior to joining Angelo Gordon, Madiha Fatima served as the Third Party Risk Governance & Oversight Lead at DTCC. Madiha is a Certified Third Party Risk Professional (CTPRP). Madiha earned a Bachelors of Science degree in Financial and Capital Markets from Rutgers Business School.
Will Heffernan
Director of Field Operations
CIMCON
Will Heffernan
Will Heffernan is Director of Technical Operations in CIMCON’s London offices. In his role, Will is responsible for implementing CIMCON’s EUC risk governance solutions in financial enterprises across Europe and the Far East. Having previously worked with Business Intelligence solutions and ERP Software companies and having over 25 years of experience, he has a wide depth of knowledge across multiple industries. Will uses this expertise to ensure that the CIMCON tools deliver the required outcomes to customers whilst delivering value through being more efficient and satisfying the customer’s business and regulatory needs.
With 25 years of experience, CIMCON is the market leader in providing End User Computing (EUC) and Model Risk Governance solutions for spreadsheets and Alteryx/Python/R/SQL file types that cover the entire EUC life cycle withing Inventory, Discovery, Monitoring and Data Integrity modules. CIMCON’s EUC Insight platform is used by 600 customers in 30 countries for compliance with SOX, Stress Testing, Solvency II and other regulations
With 25 years of experience, CIMCON is the market leader in providing End User Computing (EUC) and Model Risk Governance solutions for spreadsheets and Alteryx/Python/R/SQL file types that cover the entire EUC life cycle withing Inventory, Discovery, Monitoring and Data Integrity modules. CIMCON’s EUC Insight platform is used by 600 customers in 30 countries for compliance with SOX, Stress Testing, Solvency II and other regulations.
Anand Hingway
Executive Director, Environmental & Social Risk Management, US Region
CIBC US
Anand Hingway
Anand is an Executive Director with CIBC in New York. Anand is part of a specialized team tasked with developing and maturing the Environmental & Social Risk Management function for the US Region.
Anand has over 15 years of experience working in the financial services industry, and has focused on Risk for most of that time. Previous to this role, Anand was tasked with implementing innovation and automation solutions for meeting regulatory expectations in a high-growth environment at CIBC. Anand has played similar roles at JPM in the past, and with other large financial institutions as a consultant with Deloitte.
Cyril Korenbeusser
Chief Operational Resilience Officer
BNP Paribas
Cyril Korenbeusser
Biography coming soon
Tausif Khan
Director, Third Party Risk Management
DTCC
Third Party Risk Management Advisory Board member
CeFPro
Tausif Khan
Tausif leads the Third Party Risk Governance and Reporting group of DTCC. He is responsible for managing the Third Party Risk Management framework and lifecycle specifically focusing on Critical Third Parties, firmwide awareness of responsibilities, due diligence of 4th/nth parties, governance for monitoring and oversight, and regulatory responses. Tausif holds a BS in Finance from the University of South Florida and is currently pursuing his MS in Cybersecurity from Virginia Tech.
Srini Masanam
Global Head of Surveillance Data Quality
Citi
Srini Masanam
Biography coming soon
Wei Ma
Managing Director, Head of Model Risk and Validation
SMBC
Wei Ma
Wei Ma is head of model risk and validation in SMBC U.S., in which capacity he oversees the development and continuous enhancement of MRM framework across SMBC U.S. operations as well as lead the strategic development and operations of various model risk teams.
Before joining SMBC in 2013, Wei worked for five years at AIG where he managed structured product portfolios composed of CDO, RMBS, and CMBS assets with a notional amount of over $60 billion. He also led the development of structured product risk analytic capabilities at AIG Asset Management and led work streams in stress testing and model risk management initiatives.
Prior to AIG, Wei was a structurer at Merrill Lynch and PriceWaterhouseCoopers with a focus on CLO. He also spent two years working as a risk management consultant at PwC during which period he advised banking clients on risk management solutions.
Wei received an M.B.A. degree from NYU Stern School of Business. He also holds degrees in computer science from top universities in China. He is a certified financial risk manager by GARP.
Matthew Moore
Director, US Head of Operational Risk for Markets, Banking, Treasury
Barclays
Matthew Moore
Matthew Moore is the US Head of Operational Risk for the Markets, Investment Banking and Treasury businesses based in the New York at Barclays. Matthew started his career at JPMorganChase where we worked in both the retail and investment banking businesses. After 6 years at JPMorganChase, he landed new role in finance at Deutsche Bank where he stayed for 14yrs. During that time he had roles in finance, operations and risk functions prior to his role at Barclays.
Ross Marrazzo
EVP – Enterprise Chief Compliance Officer
Flagship Bank
Ross Marrazzo
Ross Marrazzo joined NY Community Bancorp in 2022 as EVP, Enterprise Chief Compliance Officer. He has over 40 years of domestic and international financial services experience in banking, insurance and securities as a compliance officer, audit executive, and consultant. His consulting experience included overseeing multiple independent consultancies and monitorships for the Federal Reserve, OCC, NYDFS, and DOJ. Ross has worked extensively internationally with financial institutions and government agencies throughout Latin America, Asia and Europe.
Emily Nachlas
Chief Risk Officer
Western Alliance Bancorporation
Emily Nachlas
Emily Nachlas is the Chief Risk Officer of Western Alliance Bancorporation.
In this role, Ms. Nachlas brings nearly 25 years of experience in financial services risk management to oversee Western Alliance Bancorporation’s second line of defense risk management teams and processes. Since joining the bank in 2019, she has evolved the organization’s risk management strategy, organizational risk framework, and infrastructure commensurate with its size and complexity as it crossed the regulatory threshold beyond $50 billion in assets. She provides overall leadership, vision, and direction for enterprise risk, credit risk, financial risk, strategic risk, compliance, BSA/AML, operational risk, credit review, and model risk management.
Before joining Western Alliance Bank, Ms. Nachlas specialized in developing risk management programs as Executive Vice President and Director of Enterprise Risk Management at IBERIABANK in New Orleans and previous risk management positions at HSBC, Amegy Bank and Hibernia National Bank. She holds a Bachelor of Science degree in Management from the A.B. Freeman School of Business at Tulane University and a Master of Business Administration degree from the University of New Orleans.
Within the banking industry’s risk management discipline, Ms. Nachlas serves on several boards and councils, including the National Mid-Tier CRO Council of the Risk Management Association, as well as the local Phoenix RMA chapter. She is a frequent speaker and presenter at industry conferences. In 2022, she was named among Arizona’s Most Influential Women in Business. As a committed ally, she is the Executive Sponsor of PRIDE@Work, the BRG for Western Alliance Bank’s LGBTQIA people and allies.
Ms. Nachlas lives in Phoenix with her husband and two children. As a volunteer with Arizona Small Dog Rescue, she has fostered more than 50 small dogs since 2016, ensuring they have safe forever homes.
Anita Nandakumar
Head of Operational Resilience – Global Markets
Goldman Sachs
Anita Nandakumar
Biography coming soon
Monisha Nariani
Head of Retail and Small Business Banking Transformation
US Bank
Monisha Nariani
Monisha Nariani leads U.S. Bank’s Retail and Small Business Banking Transformation, Sales Enablement, and Strategy. She identifies and elevates best practices for 12.1MM consumers and businesses while amplifying the business impact of the 2,200 branches and 13,000 employees that represent $10BN in revenue.
Monisha served as the Chief Operating Officer of Citi’s Global Business Development and Strategy organization and, also, the Global Head of Citi’s Consumer Fairness and Reputation Risk discipline. During her professional tenure, she established herself as a forward-thinking leader and banking executive with expertise that spans consumer banking and wealth management, delivering positive economic returns and championing consumers and businesses in the financial marketplace. She is a catalyst for scalable transformation and has skillfully navigated shifts in technology, regulation, and customer expectation to identify new opportunities for customer value and franchise growth.
Monisha has a strong commitment to strengthening the community around her. She co-chaired Citi’s 3,000-member Asian Diversity and Inclusion Network. As an advocate for economic and social progress, she serves on the Board of Directors for both the Center for an Urban Future, a preeminent public policy think tank, and the Coro New York Leadership Center, and counsels not-for-profit and government leaders. A proud native of New York City, Monisha lives in Manhattan with her husband and two teenage sons – Zubin and Yash.
Jascha Prosiegel
Market Lead North America, AI Risksr
Munich Re
Jascha Prosiegel
Jascha Prosiegel is the North America Lead for AI risks at Munich Re. The team works with tech startups and corporates to increase adaption of AI across all industries by providing targeted insurance solutions. Jascha joined Munich Re in 2014 and has worked on a range of new technology topics before joining the AI risks team. He is an actuary by training and currently lives in San Francisco, CA.
Marta Palanques
Director, Assessment Methodology, Technology Risk Management
Capital One
Marta Palanques Villalonga
Marta Palanques is a seasoned Security and Risk professional, specializing in integrating risk management practices and processes to effectively support decision making with meaningful data while minimizing the overhead and meeting regulatory expectations, and in communicating security and risk to technical and non-technical executive stakeholders.
In her current role as a Director of Risk Methodologies at Capital One’s Technology Risk Management team, Marta is responsible for defining methodology and practices for risk and controls management, and providing risk intelligence to benchmark risk analysis and monitoring. Her team also oversees technology and cyber risk compliance requirements and monitors adherence to those requirements. Her previous experience in the industry ranges from IT audit and risk functions at Deloitte to conducting research in cybersecurity at Barcelona Digital Technology Center and includes defining and implementing an integrated risk management framework as a Director of Enterprise Risk Management at ADP, and building a program to support a single reporting platform that enabled exploration of multiple data sources and provided ADP’s executive leadership with visibility and insight into the security and risk program.
Angela Phillips
Director Cyber & Operational Resilience
SMBC
Angela Phillips
Biography coming soon
Charles Shen
Managing Director, Head of Model Risk Management
Societe Generale
Charles Shen
Charles Shen is a Managing Director and Head of Model Risk Management at Societe Generale. Prior to this, Charles was working at JP Morgan Chase for 12 years, initially as Managing Director and Head of Model Review Group (Americas), then as Global Head of Model Performance Assessment and Ongoing Monitoring. Prior to JP Morgan, Charles was at Goldman Sachs for more than seven years, holding various leadership positions there.
Dr. Charles Shen holds a Ph.D. in economics from Duke University, specializing in econometrics and financial economics.
Dalit Stern
Senior Director, Enterprise Fraud Risk Officer
TIAA
Dalit Stern,
DALIT STERN is a Senior Director and Enterprise Fraud Risk Officer in TIAA. She leads the oversight of fraud risks and misconduct and drives enhancements to the fraud risk program. She leads assessments of internal and external fraud; monitoring of metrics; development of policies and standards, root-cause analysis and escalation protocols, risk appetite statements.
Ms. Stern is a CPA (Isr.) and a Certified Fraud Examiner (CFE). An MBA graduate of Tel Aviv University who holds a certificate in Cybersecurity: Managing Risk from Harvard University. She is an adjunct professor at New York’s Baruch College and is a frequent speaker and author on fraud risk management and investigations
Patrick Simonnet
Managing Director – Chief Audit Executive
Bank of China
Patrick Simonnet
Patrick Simonnet is a New York-based Managing Director and the Chief Audit Executive (CAE) of Bank of China for the USA.
Patrick has enjoyed a long career within banking and financial services. Prior to Bank of China, Patrick was the Global Head of Audit for Market Behavior & Conduct at Credit Suisse between 2014 and mid-2019. In this role, Patrick assumed global responsibility for the audit coverage of market conduct risk, including the related legal, compliance and regulatory programs and activities, including AML. He previously worked at JP. Morgan Chase in 2011-14, where he was an Executive Director within their Internal Audit department for the Investment Bank and their regulatory change program consecutively within the COO department. Originally from Paris, Patrick held a number of control and business roles with the Banque de France and the French Futures and Options Exchange and Clearing House (aka MATIF). Patrick also spent 14 years with Goldman Sachs in Paris, London, New York and Chicago, in various Operations, Finance, Technology, Management Controls and Internal Audit roles, ultimately leading the Americas regional Internal Audit program.
Patrick has been very familiar with 1st, 2nd and 3rd lines of defense matters since he has fulfilled responsibilities in a large number of different executive roles and covered related topics throughout his career at Goldman Sachs, JP Morgan Chase, Credit Suisse, globally, and Bank of China in the US.
Market Risk
Ian Broff
Head of Market Risk
USAA
Ian Broff
Ian joined USAA in May 2019 and currently leads Enterprise Interest Rate and Liquidity Risk Oversight, and serves as the functional Head of Financal Risk for USAA Federal Savings Bank.
Prior to USAA, Ian was Senior Vice President at BNP Paribas Bank of the West where he served as the Head of Market & Counterparty Risk. While at BNP, he also held roles as a Senior Credit Officer and in Risk Credit Strategies for the US Commercial Banking operations.
Prior to BNP, Ian worked for a market-neutral hedge fund covering the financial services sector for 2 years from 2007-2009. Prior to 2007, Ian worked in various roles in risk management and corporate credit with Bank of America.
Ian is an active CFA Charterholder and member of the DFW CFA Society. He holds a Master’s in Financial Engineering from UCLA Anderson School of Management and a Bachelor’s of Science in Finance from Boston College. Ian is also a graduate of the Pacific Coast Banking School where he was published in the Library and included on the Honor Roll.
When not at work, Ian enjoys spending time with his wife Monica, and two daughters, Evelyn (8) and Vivienne (6). He also enjoys playing Classical piano (since 4 years old) and an occasional round of golf.
P.J. Cole
Senior Sales Executive
Empyrean Solutions
P.J. Cole
P.J. Cole is currently a Senior Sales Executive at Empyrean Solutions. Before starting his new role in January 2017, P.J. worked at Darling Consulting Group as a Senior Analyst and Product Manager for 9 years.
Since joining Empyrean, P.J. has held numerous roles throughout the organization. In addition to his current sales responsibilities P.J. continues to provide model demos of Empyreans risk management solution suite. Other roles/responsibilities throughout his Empyrean tenure include Director of Client Engagement, Implementation Consultant, Head of Client Success, and QA analyst .
P.J. earned his Bachelor’s degree in Finance from the University of Maine. P.J. also earned his MBA from Endicott College in Beverly Massachusetts in 2014.
Lorenzo Cupido
Chief Investment Risk Officer
Prudential Financial
Lorenzo Cupido
Lorenzo Cupido is currently Chief Investment Risk Officer at Prudential Financial. He is leading the risk management team responsible for all investment and financial risks across the enterprise. He previously served in various business and risk roles in the banking industry, including Chief Risk Officer, Swap Dealer and US Head of Market Risk at HSBC. He has extensive international experience in risk management, capital markets, treasury, as well as asset and liability management. Prior to joining HSBC, Mr. Cupido held senior positions at other US and European financial institutions. He holds a Master’s Degree in Finance from the City
University of New York and an Italian Laurea in financial economics.
Nabil Ez-zaoui
Managing Director, Head of Markets Advisory
Mizuho
Nabil Ez-zaoui
Nabil heads Markets Risk Advisory (MRA), which provides tailored risk management advice to corporate and sponsor clients using advanced quantitative & data science analytics. Areas of advisory expertise include corporate finance, equities, currencies, interest rates, and commodities.
Prior to joining Mizuho in April 2015, he worked for Royal Bank of Scotland within the Corporate Advisory department for 5 years where he developed derivatives and hedging policy solutions for corporates and financial institutions.
Nabil started his career in 2008 on the buy-side at FrontPoint Partners where he performed various roles, including multi-strategy portfolio allocation, tail risk hedging strategies, and portfolio analytics.
He holds a Masters in Mathematics of Finance from Columbia University and an Engineering Degree from Ecole des Mines in France with a major in Applied Mathematics.
Asha Gowda
Director – Market Risk Governance
KeyBank
Asha Gowda
Asha Gowda is a Director of Governance in Market Risk Management at KeyBank. Asha is responsible for developing strategies and programs to comply with corporate governance and regulatory expectations focusing on liquidity, interest rate and market risk. Previously, she worked in internal audit at KeyBank where she was responsible for managing the audit and review of corporate treasury and model risk activities. Asha has more than twenty-five years of experience in audit, risk management, finance, and modeling. Previously, she worked at PNC and its predecessor bank, National City, where she began her career in the corporate audit department and then transitioned to the risk management group, developing an economic capital model for operational risk. She earned her BA in Accounting from Ohio Wesleyan University and an MBA from Case Western Reserve University. Additionally, Asha is Chair of the Board at Andrews Osborne Academy, a Private Co-ed School for Grades PK-12 in Willoughby, Ohio.
Vineet Gumasta
Head of Balance Sheet Management – Rural Business
Rabobank
Vineet Gumasta
Vineet has 20+ years of experience with the Financial Institutions and had the privilege of working on newer and challenging opportunities across geographies, risk types (Market, counterparty, ALM and Liquidity) and asset classes. Vineet is currently Head of Business Strategy for IBOR transition at Rabobank working closely with Product Heads, CRO team and Control in delivery of Rabo’s Libor Transition activities and plan in accordance with USD Libor cessation timeframes.
Bernhard Hientzsch
Head of Market Modeling Techniques (for Corporate Model Risk)
Wells Fargo
Bernhard Hientzsch
Dr. Bernhard Hientzsch is a quantitative manager working in Model Risk Research and Development at Wells Fargo. He leads a group that concentrates on Capital Markets Pricing and Risk Modeling and has managed, lead, and worked on a wide range of projects within that area. Before joining Wachovia, he was a Post Doctorate researcher at New York University and self-employed. He received his Ph.D. in Applied Mathematics from the Courant Institute of Mathematical Sciences at New York University.
Sandeep Jain
Director & Market Risk Executive
Bank of America
Sandeep Jain
Biography coming soon
Shahab Khan
Head of Liquidity Policy
HSBC
Shahab Khan
Shahab Khan currently works for HSBC Holdings Plc. as Head of Liquidity Policy in New York. Prior to this, he was at JP Morgan Chase & Co. in the Capital & Liquidity Policy Group as a subject matter expert. Before this, he worked at various financial institutions and was associated with one of the big four accounting firms in the financial advisory space at the beginning of his career. During his professional career, he has held various positions in Treasury, M&A and Finance groups. For the last several years, he has been dealing with regulations related to Capital, Liquidity, RWA, Market Risk etc. that are applicable in the U.S. In addition to MBA, he is also a certified Treasury Professional. He is an avid reader and loves to travel.
Sudhir Kumar
Head of Capital Management Oversight
US Bank
Sudhir Kumar
Biography coming soon
Sean Keenan
Executive Director, RMDAD – Stress Testing
SMBC
Sean Keenan
Sean Keenan heads the Quantitative Portfolio Modeling team at SMBC. Sean has more than 25 years of experience in quantitative finance and in infrastructure and software design. He as authored a book on information processing for banks and authored and co-authored numerous journal articles. He holds a PhD in Economics from NYU.
Judah Kaplan
Director – Independent Liquidity Risk – Legal Entities
BNY Mellon
Judah Kaplan
Biography coming soon
Markus Lammer
COO, Investment Banking and Capital Markets Americas
UBS
Markus Lammer
Markus Lammer is the Chief Operating Officer for the Ultra High Net Worth (UHNW) business and the Corporate Bank for Credit Suisse in the Investment Bank in New York. He launched the Ultra High Net Worth coverage platform in Investment Banking after it transitioned from the US Private Bank.
Previously, Markus was the Chief Operating Officer of Credit Suisse Germany and Central Europe, and also the Head of the Board of Credit Suisse Germany. Markus received his LLM from Yale University as a Fulbright Scholar and holds degrees from European Business School in Germany and University of Graz in Austria.
Ernest Lang
Head of ALM Analytic Solutions
Transamerica
Ernest Lang
Biography coming soon
Kai-Ching Lin
Head of Model/Market Risk
Valley National Bank
Kai-Ching Lin
Dr. Lin currently heads up Model and Market Risk Management at Valley National Bank. Preoviously, he was Managing Director at Houlihan Lokey as well as at Duff and Phelps, providing complex and inlliquid security valuation. He was also Global Head of Quantitative Methodology at Credit Suisse and Director of Mortgage Research at JP Morgan Chase. Dr. Lin holds a Ph.D. in Mathematics from UCLA.
Arun Polala
Senior Quantitative Analyst
Wells Fargo
Arun Polala
Arun Polala is a senior quantitative analyst working in Model Risk Research and Development at Wells Fargo. His primary focus lies in developing and implementing machine learning models for pricing and risk management. He received his Ph.D. in Financial Mathematics from the Florida State University.
Phil Ohana
Global Head of Market Risk Audit
UBS
Phil Ohana
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.
Erdni Okonov
Business Intelligence Practice Director
Arrayo
Erdni Okonov
Erdni Okonov serves as the Business Intelligence Practice Director at Arrayo, where he empowers financial institutions to unlock the hidden potential of their data, enhancing decision-making processes. His journey began in London at Investment Banking with a leading bulge bracket firm. He then transitioned to Private Equity, pioneering the use of Business Intelligence (BI) for efficient portfolio monitoring and management. This pivotal move led Erdni into consulting, where he refined his expertise in data analytics and visualization, specifically tailored for executive decision-making within premier financial institutions.
Oskar Rogg
Managing Director, Head of Treasury
Credit Agricole
Fintech Leaders Advisory Board member
CeFPro
Oskar Rogg
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 startup consulting firm. Oskar began his career at First Boston (now Credit Suisse) where he developed software, worked in municipal finance and traded repo and municipal GICs. 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 and holds Series 7, 63, & 24 registrations and a PMP.
Ronald Ratcliffe, PhD
Managing Director in Applied Portfolio Analysis
BlackRock
Ronald Ratcliffe, PhD,
Ronald Ratcliffe, PhD, is a Managing Director in BlackRock’s Applied Portfolio Analysis practice area within the Analytics & Quantitative Solutions (AQS) group. He focuses on multi-asset portfolio risk, scenario analysis, and portfolio construction. Dr. Ratcliffe’s service with BlackRock dates back to 2004, including his years with Barclays Global Investors (BGI), which merged with BlackRock in 2009. Prior to joining AQS, he led the Market-Driven Scenarios (MDS) initiative as Head of Cross-Platform Scenario Analysis in the Risk & Quantitative Analysis (RQA) group. Previously in RQA, he was Head of Multi-Asset Investment Risk for the Americas West region. In the Portfolio Management Group (PMG), he was a portfolio manager and developed systematic macro trading strategies. Prior to joining BGI, Dr. Ratcliffe was a senior manager at KPMG in corporate valuation and international transfer pricing. Previously, he was the chief economist for Latin America at SG Cowen Securities, a subsidiary of Societe Generale. Before that he was with Bankers Trust Company (now part of Deutsche Bank) where he carried out country risk analysis. Dr. Ratcliffe earned BA degrees in economics and in political science, with distinction and with departmental honors in economics, from Stanford University. He received a PhD in economics from the University of Pennsylvania.
Jorge Segura
Senior Director, Head of IRBBB/ALM Risk Oversight
Santander
Jorge Segura
Jorge is a Senior Director at Santander in the Market Risk department. Mr. Segura oversees Asset Liability Management exposure of all Santander US and as such provides challenge to Treasury department, participates in the ALCO and acts as Secretary in the Market Risk Committee. As Second Line of Defense, he also provides an independent view to ALM functions and is responsible of the European Regulatory reporting. He has experience dealing with dual regulation (US and Europe) and lead the implementation of IRRBB Guidelines in Santander US. Jorge’s experience includes interest rate risk, liquidity risk and trading risk management. Prior to be transferred to Boston, Jorge was Market Risk Head in Puerto Rico and before he worked in Santander Peru and in the Front Office.
Shawn Snyder
Global Investment Strategist, Executive Director
JP Morgan
Shawn Snyder,
Shawn L. Snyder, Executive Director, is a Global Market Strategist on J.P. Morgan Private Bank’s Global Investment Strategy Team. In this role, Shawn is responsible for delivering timely market and economic insights to J.P. Morgan’s Wealth Management clients. He has been a television guest on CNBC, Bloomberg, Fox Business Network and Yahoo Finance. He has also been quoted in the financial press, including The Wall Street Journal, CNBC, CNN, Barron’s, Fortune, Bloomberg, Business Week and MarketWatch. He has published opinion pieces for CNN Business, Forbes and MarketWatch.
Prior to joining J.P. Morgan, Shawn served as the Head of Investment Strategy at Citi U.S. Wealth Management, where he acted as the lead Investment Strategist for the North American consumer client base consisting of high-net-worth and mass affluent clients. He was also a voting member of Citi’s Global Investment Committee. Earlier in his career at Citi, Shawn was a Vice President at Citi Private Bank, where he worked in the Office of the Chief Investment Strategist and also served as a U.S. Economist in Citi’s Institutional Clients Group with a specific focus on U.S. equity themes. Before joining Citi, Shawn worked at the White House’s Office of Management and Budget, and also served as an Economist at the U.S. Bureau of Economic Analysis.
He holds a master’s degree in Economics from George Mason University and attended business school at the University of Maryland’s Robert H. Smith School of Business. He obtained his bachelor’s degree in Economics and Finance from Marian University.
Katya Ternyayeva
Director, Americas Head of Funding & Liquidity Management
Barclays
Katya Ternyayeva
Katya Ternyayeva is the Head of Funding and Liquidity Management, Americas with UBS. She oversees prudential liquidity management, funding planning, forecasting and optimization, and the implementation of regulatory initiatives, including NSFR and 6G. Bringing over a decade of experience in liquidity management, she specializes in liquidity risk arising from secured funding, prime brokerage and collateral activities, as well as contingency and recovery planning. Previously she held roles as Americas Head of Funding and Liquidity Management and in Recovery and Resolution Planning with Barclays, as well as Financial Risk Management for KPMG. Katya holds a M.Sc in Finance and a B.A. in Economics from the University of Michigan.
Ashutosh Tripathi
Managing Director
Mizuho
Ashutosh Tripathi
Result oriented finance professional with 20 years of successful track record in Portfolio Management, Client Advisory, Structuring, Research, Treasury Management, ALM and New Business Development. Recognized by clients, peers and colleagues for innovative solutions, team building skills, ability to take charge, ethical approach and commitment to excellence. Demonstrated ability to consistently identify and generate successful client focused investment ideas that have always led to a strong long-term relationship with clients.
Extensive experience in creating overlay solutions using Interest Rates, FX and Credit derivatives for both fast money and real money accounts Entrepreneurial spirit, extensive management experience leading diverse teams and cross-functional projects
Gavin Xu
Global Head of Markets Model Validation
HSBC US
Gavin Xu
Gavin Xu leads Model Risk Management for HSBC Global Markets and Securities Services, covering the entire spectrum of market models used for pricing, algorithmic trading, valuation adjustments, and market risk management. He spearheads the global FRTB program from a second-line-of-defense perspective. Holding a Ph.D. in Computer Science and an M.S. in Mathematics, he also serves as an adjunct professor at Rutgers University Business School, where he teaches about cryptocurrencies and digital assets.
Investment & Asset Risk
Erdem Aktug
Head of Model Risk – Retail, Securitization & FSL
Morgan Stanley
Erdem Aktug,
Biography coming soon
George Bezerianos
Managing Director, Global Head of Fixed Income and Wealth Management Valuation Control
Morgan Stanley
George Bezerianos
- George Bezerianos is a Managing Director in the Valuation Control team within the Finance Division of Morgan Stanley. The Valuation Control function is responsible for the integrity of the valuations of Firm inventory presented in Morgan Stanley’s financial statements and related
- George sits on the Firm’s Significant Transaction Analytic Review (STAR) committee as well as the ISG Model Oversight committee. George is also VC Senior Sponsor for the Futures and Options Internship Program which provides New York City’s underrepresented students career development opportunities through professional work experience in a corporate environment .
- George has over 18 years of experience in the financial services He joined Morgan Stanley as an Executive Director in 2011 and has served in a number of leadership roles within Valuation Control across London and more recently in New York. George hold a PhD in Finance from City, University of London.
Mitchell Chad
Senior (Managing) Director Stress and Impairment – Modeling and Analytics
RBC
Mitchell Chad
Mitchell Chad is a senior Risk and Treasury practitioner with over 20 years of financial services experience built on a foundation of technical expertise, thought leadership, and change management. Throughout his career, he has focused on a holistic and comprehensive approach rather than the siloed one traditionally adopted by financial institutions.
Mitch and his team developed RBC’s suite of models and methodologies for IFRS 9, CECL, CCAR and EWST, including the underlying technology architecture. Prior to joining RBC, Mitch held progressively senior roles at multiple Canadian and international financial institutions in treasury and FTP (ALM and SIRR strategy, enterprise-wide implementation of LCR, NSFR and BCBS 239), market risk (MVS, EaR, VaR and PFE), structuring complex financial instruments and credit risk analytics (pricing/strategy models, AIRB, ICAAP, economic capital and stress testing).
Mitch holds a Master of Science degree in Mathematics, Statistics, and Actuarial Science from the University of Western Ontario.
Petr Chovanec
Director
UBS
Petr Chovanec
Petr Chovanec is a Director of Business Modeling and Forecasting at UBS Global Wealth Management where he leads a team modeling and predicting balance sheet and income statement of America’s wealth management banking. In his position, he is involved in business forecasting, strategic planning, capital optimization, and various stress testing exercises (CCAR, CECL, LPA). Before the position with UBS, he spent four years in capital management group and in model validation of Citizens Bank (formerly RBS Citizens) and State Street. Before that he was a front office quant in fixed income, currency and commodities trading with State Street and ENGiE.
Grace Duggar
SVP Model Risk
China Construction Bank
Grace Duggar
Grace is a SVP in Model Risk with China Construction Bank in New York. Grace has more than 18 years of credit risk analytics and model risk experience focused on consumer and commercial loans in the banking industry. She worked at Citigroup during 2008 Financial Crisis in credit risk portfolio management and during Covid-19 in CCAR loss forecasting/model governance. She helped two mid-sized banks with stress testing and CECL regulatory programs.
Grace holds a Master of Science from MIT Sloan School of Management, a Master of Science in Business Management and a Bachelor in Finance and Accounting from Peking University.
Paul Diouri
Chief Risk Officer
Barings
Paul Diouri
Paul Diouri is Chief Risk Officer and Global Head of Risk Management at Barings, a role he assumed in February 2021. Previously, Paul was the Americas Head of Risk at Schroders based in New York where he established and led the risk management organization for the region across seven countries from 2016 to 2020.
Prior to Schroders, Paul was Head of Investment and Principal Risk Management at JP Morgan Asset Management for the Americas for five years. Earlier roles include CRO at a publicly listed specialized credit asset manager, head of risk management for private assets at TIAA-CREF and for the first 12 years of his career, origination, structuring and investment roles in leveraged lending, oil and gas, structured credit and bank loan portfolio management at Natixis Bank.
PaulearnedanMBAinFinanceandaBSinAppliedMathematicsfromtheUniversityofHouston. Paul also completed executive education programs in leadership, strategy and portfolio management at the graduate business schools of Columbia and NYU. He serves on the board of advisors for the Master of Science in Finance and Analytics program at Queens University of Charlotte.
Fabrice Fiol
Managing Director, Head of Risk Management
Kuvare Asset Management
Fabrice Fiol
Fabrice Fiol leads the Risk Management team at KAM. Prior to KAM, he was a Managing Director and Deputy Head of the Enterprise Risk Management department for Societe Generale (SG) Americas, where he oversaw Enterprise Stress Testing for SG’s US activities. His previous role at SG was within the market risk department across several asset classes. Prior to SG, Fabrice was a Senior Vice President at Natixis responsible for risk management on a U.S. Agency MBS portfolio. He also held a Vice President role at the Swiss Re, where he developed interest rates analytics and subsequently joined the U.S. rates derivatives trading desk. Fabrice is a lecturer in the Columbia University SPS Enterprise Risk Management Program. He graduated with a master’s degree from ENSAE (National School of Statistics and Economics) in France.
Seyhun Hepdogan
Director of Analytics
Fifth Third Bank
Fintech Leaders Advisory Board member
CeFPro
Seyhun Hepdogan
Seyhun Hepdogan is Director of Analytics for Fifth Third Bank. He is responsible for retail credit risk models including originations, portfolio risk, collections, direct marketing and application fraud models for auto, credit card, personal loan and small business portfolios. Under his direction, his team oversees and develops models, frameworks and analytics. He and his team play an integral role in transitioning to machine learning models. Prior to his Fifth Third Bank experience, Seyhun held Director of Model Risk positions at Discover Financial Services and Santander Holdings USA covering fraud, AML, operational risk, retail and commercial credit risk. He holds a Ph.D. in Industrial Engineering from University of Central Florida.
Mike Guglielmo
Managing Director
Darling Consulting Group
Mike Guglielmo
Biography coming soon
Xiaowei Han
VP, Head of ALM
TIAA
Xiaowei Han
Biography coming soon
Haibo Huang
Managing Director, Global Head of Credit Stress and Portfolio Analytics
Morgan Stanley
Haibo Huang
Biography coming soon
Aleksey Leksanov,
Managing Director, Head of Model Risk Management
Mizuho
Aleksey Leksanov
Aleksey Leksanov has been leading Model Risk Management at Mizuho USA since December of 2022. Prior to the latest move he spent 8 year at Deutsche Bank where he lead Americas Model Validation Team and worked as an IB strat. Before joining DB Aleksey was a Portfolio Manager/ Investment Analyst and lead Model development at Apollo (via acquisition of Stone Tower Capital). Prior to his start on Wall Street in 2004 Aleksey worked at Hughes Network System as an embedded software engineer. He graduated from the Pennsylvania State University in 2000 with PhD in Physics.
Ty Lambert,
Chief Risk Officer
Cadence Bank
Ty Lambert
Ty Lambert joined Cadence Bank in 2006 and has served in a variety of roles including balance sheet management, credit risk management, corporate planning, business intelligence, and modeling and forecasting. In his current role as Chief Risk Officer, his team is responsible for risk analytics, enterprise risk and regulatory compliance, regulatory relations, vendor management, internal loan review, corporate security, and BSA/anti-money laundering, as well as the Company’s CRA, community lending and fair lending programs. Ty served as Chief Data Analytics Officer prior to becoming Chief Risk Officer for the Company. Prior to joining the Bank, Ty was an investment portfolio manager.
Fabien Lemoine
Director, Senior Credit Officer
Societe Generale Corporate and Investment Bank
Fabien Lemoine
Biography coming soon
Jonathan Liu
Risk and Treasury Professional
RBC
Jonathan Liu
Jonathan Liu is a seasoned Risk and Treasury professional with over 10 years of experience across multiple financial institutions in Canada. Throughout his career, he has focused on the education, explanation, and evangelization of sound banking practices in the areas of enterprise risk and asset liability management. Jonathan was instrumental in the documentation and socialization of RBC’s inaugural suite of models and methodologies for CCAR and IFRS 9 with a diverse group of both internal and external stakeholders. Prior to that, he was a key member of an initiative to reinvent Scotiabank’s ALM framework (including FTP and stress testing) as part of the Treasury department. Jonathan studied philosophy at the University of Toronto.
Suneera Madhani
Founder & CEO
WorthAI
Suneera Madhani
Suneera Madhani is a trailblazing entrepreneur and founder of Stax Payments, a billion-dollar technology platform that has become one of America’s top 10 fastest-growing fintech companies. As the first female CEO to lead a unicorn out of Florida, Suneera has been recognized for her success by Fortune’s 40 Under 40, EY’s Entrepreneur of the year, Entrepreneur Magazine’s 100 Most Influential Women, and Inc.’s 100 Female Founders to name a few.
Bernardo Mandri
Executive Director, Head of Credit Risk Review
ICBC
Bernardo Mandri
Bernardo is currently the Head of the Credit Risk Review function at ICBC, overseeing wholesale credit focused reviews covering myriad lines of business (including CRE, Project Finance, Fund Finance, general corporate C&I, and leveraged lending). As a Director at KPMG he led large scale projects to implement enhancements to credit risk processes, remediate regulatory issues and conduct co-sourced credit reviews for his financial services clients. Previously, Bernardo covered wholesale credit risk as a senior examiner in large bank supervision at the OCC – examining complex SNCs, CCAR/DFAST modelling, CECL, and credit / market risk functions, across multiple LOBs and industries.
Naresh Malhotra
Director
Societe Generale Corporate and Investment Banking
Naresh Malhotra
Naresh is a director at Societe Generale (SG) focused on capital markets and investment management activities, and an Adjunct Professor in Finance and Risk Engineering program at NYU. Prior to joining SG, Naresh served as US lead director of traded risk at KPMG. Previously, Naresh worked at Diamond Notch Asset Management, a hedge fund, as a portfolio manager and head of European Credit Trading. In prior roles, he served as head of credit exotics at Commerzbank (London), and as a senior credit derivatives trader at UBS and Merrill Lynch in New York. Naresh has a Ph.D. in Engineering from the University of Illinois (Urbana-Champaign, IL), and a BS in Aerospace Engineering from IIT-Kanpur (India). The academic preparation was followed by a research faculty position in Engineering & Applied Math at Caltech (Pasadena, CA).
Theresa Meawed
Senior Director & Head of Solutions Consulting
SS&C
Theresa Meawed
Theresa is Senior Director & Head of Solutions Consulting at SS&C EVOLV, focusing on reserving and credit solutions. Prior to joining SS&C she was a Senior Manager in Ernst & Young’s Financial Services Office. Theresa has 18 years of professional experience helping financial institutions solve their most complex business problems related specifically to credit, liquidity, capital markets, valuation and securitization. Theresa is a licensed CPA in the State of Virginia and scored in the top ten in the State of Virginia on the CPA Exam. She earned an undergraduate degree in finance and accounting from the McIntire School of Commerce at the University of Virginia and her MBA from the University of Virginia’s Darden School of Business.
Arsa Oemar
Director, Model Risk Management
US Bank
Arsa Oemar
Arsa currently heads up the Retail Credit Risk Capital Model Validation group at U.S. Bank. His team covers CECL and CCAR / DFAST stress testing models for all Retail products including mortgage & HELOC, personal loan, credit card, and auto loan & leases.
Jascha Prosiegel
Market Lead North America, AI Risks
Munich Re
Jascha Prosiegel
Jascha Prosiegel is the North America Lead for AI risks at Munich Re. The team works with tech startups and corporates to increase adaption of AI across all industries by providing targeted insurance solutions. Jascha joined Munich Re in 2014 and has worked on a range of new technology topics before joining the AI risks team. He is an actuary by training and currently lives in San Francisco, CA.
Sal Rehmetullah
Founder & CEO
WorthAI
Sal Rehmetullah
Sal is a highly accomplished entrepreneur and business leader, known for his innovative contributions to the payments technology industry. As the co-founder and president of Stax Payments, Sal has led the company to over a 140+ Million in ARR and to becoming a leading provider of cloud-based payments technology solutions, serving clients across a wide range of industries. Sal has been recognized for his leadership by Inc’s 40 Under 40 and EY’s Entrepreneur of the Year.
Alisa Rusanoff
Head of Credit/Trade Finance
Crescendo Asset Management
Alisa Rusanoff
Alisa Rusanoff is a Head of Credit at Crescendo Asset Management where she runs a trade finance strategy focusing on Supply Chain finance, Asset Backed Lending, Factoring, Embedded Finance and other structured debt solutions for her clients.
She is an experienced executive in Fintech, Embedded Finance, Credit, Marco Risks and has been a guest speaker at NYU, Bloomberg, the New School Venture Lab, Antler VC, GC4Women Certificate Program, Global Trade Review (“GTR”), ITFA, Money 2.0 Conference, etc. In 2021, she got a 40Under40 Award in Underwriting by Secured Finance Network, in 2020 she was named top 25 women by Opus Connect, received a Leadership Award in Finance by Money 2.0 Conference and was included ‘Women in Fintech Powerlist 2022’ by the Innovate Finance. Alisa is a contributor to the upcoming textbook ‘Cases in Financial Management: Financial Analysis for Corporate Financial Management’.
Heather Russell
Director – Quantitative Finance Manager
Bank of America
Heather Russell
Heather Russell currently drives model development initiatives for residential mortgages at Bank of America. Heather has also led validation efforts for mortgage and wholesale scorecard models. Her experience extends to developing CCAR models for Retail and Wholesale portfolios at Wells Fargo, where she built models for foreign and energy portfolios. Prior to her tenure at Wells Fargo, Heather served as Associate Director of Quantitative Research at Moody’s Analytics, spearheading CCAR consulting projects and innovating products such as CDS-Implied EDFs and RiskCalc US Banks. Heather holds a PhD in Mathematics from Harvard University, a Master of Financial Engineering degree from UC Berkeley and a BS in Mathematics from the California Institute of Technology.
Shahed Shafi
Head of Counterparty Risk/Credit Products
US Bank
Shahed Shafi,
Mr. Shafi is a result driven seasoned risk executive who provided leadership to the strategic improvement in counterparty credit and market risk management, governance and analytic framework at 2 of the largest financial institutions in the USA. Strategic improvements also included developing stylized and historic stress test scenarios using low to high probability risk-off events resulted in risk mitigation, hedging, risk/return and capital optimization. Active in various industry groups (ISDA, CME, LCH, ICE, Risk.net) and participated as moderators and speakers in forums sponsored by those groups. He holds MBA from Carnegie Mellon University and Ba in Eonomics from Univ of Okla & Bs in Mathematics.
Spend the day listening to in-depth thought leadership from industry experts to gain a better understanding of Stress Testing within your organization as this is a growing challenge for 2024. Please see the confirmed line-up so far below and come back for updates as more thoughts leaders are come on-board.
This masterclass will last from 9-5pm ET, due to the interactive nature of the masterclass sessions will be slightly longer however there will be ample time for breakfast, lunch and refreshments throughout the day. Please note that spaces will be limited as we hope for a hands-on, collaborative experience between presenters and the audience.
Stress Testing Forum Agenda
Stress Testing Forum Speaker Line-Up
Reviewing an overview of stress testing scenarios and best practices moving forward
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- Why stress testing? Potential use cases
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- Capital planning
- Limit monitoring
- Identifying vulnerabilities
- Other (e.g., Climate, Strategic Risks)
- How the end to end process works
- Stress scenario identification and design
- Portfolio coverage and model use
- Review and governance
- Best practice and lessons learned
- Thoughts on the future of stress testing
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Market-driven scenarios: An approach for plausible scenario construction
View Session Details
- Why scenario analysis is crucial to managing investment risk
- Statistical models do not accurately highlight the risk of discrete events
- Describing BLK’s market driven scenarios framework
- To provide a comprehensive understanding of potential market scenarios
- The step-by-step process of creating scenarios:
- Identifying key variables and factors
- Utilizing historical data and market trends to size the shocks
- Balancing quantitative and qualitative analysis
- Disseminating results to investors and clients
- Scenario case study
- Scenario narrative
- Crafting a compelling narrative for a specific scenario.
- Incorporating relevant market dynamics and variables
- Shock variable selection
- Shock sizing
- Quantifying the magnitude of shocks
- Assessing the potential impact on the market
- Scenario severity assessment
- Evaluating the severity of each scenario.
- Determining the likelihood of occurrence.
- Scenario narrative
Yakov Shenkman, Director
Head of Risk for Fundamental Equity in Americas
Blackrock
Yakov Shenkman
Yakov Shenkman, CFA, FRM, CAIA, Director, is the head of the Risk & Quantitative Analysis team for Fundamental Equity, Americas. The RQA team provides independent risk oversight on behalf of BlackRock and its clients, as well as partners with portfolio managers in their portfolio construction process to ensure the risks managed by BlackRock are appropriately deliberate, diversified and scaled.
Prior to joining BlackRock in 2013, Yakov was a senior risk manager in Global Portfolio Strategies (GPS) team at Bank of America where he was responsible for constructing, optimizing and hedging bank’s commercial credit loan portfolio. Yakov started his career in 2006 at Morgan Stanley where he was an equity risk manager at Morgan Stanley Investment Management transitioning later on to a sell-side risk manager role covering Structured Credit Products trading desk.
Yakov holds a Masters degree in Operations Research / Financial Engineering from Columbia University and an undergraduate degree in Economics from the Wharton School at the University of Pennsylvania. Yakov is a CFA, FRM and CAIA charter holder and is a member of CFA Institute and Global Association of Risk Professionals (GARP).
Alberto Scalari
Head of Market and Counterparty Credit Stress Testing Program,
BMO
Alberto Scalari
Alberto Scalari has over 20 years of front line risk management experience in Equities, Credit and Commodities with responsibility for all aspects of Market Risk, including the approval of sizeable trades, new products and pricing models, drafting risk policies, limits, designing stresses.
In his first years in Investment Banks, he led projects on stress test, VaR methodology, and model risk at Societe Generale in Paris and at Citigroup in London. Subsequently, he joined Barclays, where he became the regional head of Equity Market Risk in Europe (London), Asia Pacific (Hong Kong) and the US (New York). In this capacity, he was responsible for the market risk of the regional Equity portfolios, deciding on sizeable trades such as blocks, corporate derivatives and exotics, setting risk limits, and representing the Bank to the regional regulators.
His working experience includes a year with KPMG where he documented the Barra models for the Investment Management Group of Morgan Stanley.
Over the past three years Scalari has been in charge of designing and implementing the Capital Markets and Counterparty Credit Stress testing Framework at Bank of Montreal (BMO).
Scalari holds a Ph.D. in Mathematics with a thesis in Several Complex Variables and has five publications in international journals. His work relates to the propagation of solutions of differential equations on manifolds embedded in several dimensional complex spaces.
Next phase in scenario analysis: Benefits of linked scenarios/integrated risk analysis and breaking down silos
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- Risk identification and risk assessment across different risk areas (capital risk, liquidity risk, market risk, operational risk, etc)
- Where and when risks collide (going back to balance sheets)
- Why are linked stress scenarios so important? Lessons learned from the last 5 years.
- Difficulties in generating linked stress scenarios-doing integrated risk management
Introducing structural/time elements into stress testing estimates and including hedging
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- How to incorporate delta hedging in stress estimates for books with convexity
- How deal with books with directional exposure on liquid underlying
- Extending a scenario to counterparty credit books, accounting for different time dynamics
- Keeping stress estimates “coherent” across scenarios and books
Deniz Tudor
Head of Modeling
Bread Financial
Deniz Tudor
Deniz Tudor works for Bread Financial leading the company’s model development team covering more than 100 models and tools. She previously was the Chief Financial Risk Officer at Bread Financial and a Senior Director at Moody’s Analytics co-leading the Credit Risk Analytics department. She has also worked as a Professor teaching Risk Management at MBA level in San Francisco. She is an experienced leader and strategist specializing in enterprise risk management, economics/scenario planning, compliance/governance, product management, analytics, and AI/ML. She has been working for several years as a thought leader focusing on trends, giving several industry presentations and webinars, and writing many white papers. She has a PhD from UCSD and a MSL (Master’s in Law) degree from Fordham University. She also has a graduate level Acctg certificate from Harvard and a leadership certificate from MIT.
Anindya Basu
Head of Rapid Stress Testing
Citi
Anindya Basu
Biography coming soon
Liquidity stress testing
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- Evolution of liquidity stress testing.
- Matters about the liquidity stress test design, such as:
- Scope
- Scenario development
- Assumptions
- Outputs
- Governance
- Integration with other risk models
- Tools / Metrics to measure stress liquidity risks.
- Lessons from the 2023 liquidity events
- Forward-looking: liquidity optimization
- Liquidity vs Yield
- Liquidity vs Capital
Chanchal Srivastava
Vice President
Blackrock
Chanchal Srivastava
Biography coming soon
Teresa Tian
Director -Market and Liquidity Risk
Brighthouse Financial
Teresa Tian
Teresa Tian is Director -Market and Liquidity Risk at Brighthouse Financial, a spin-off from Metlife. Previously, she was Director at Bank of America and Société Générale, directing comprehensive risk management programs and risk transformation on the global scale. Risk transformation and education are her passions. She volunteers for Global Association of Risk Professional (GARP) as FRM exam item writer since 2010 and New York Chapter Co-director since 2018. Teresa holds professional designations of CFA, FRM and CAIA.
After high demand CeFPro will be hosting an AI in Banking forum. Gain further understanding from leading industry experts as we take a look at the current AI landscape with thought leaders from Arvest Bank, UBS & New York Life Insurance Company through interactive sessions and case studies, followed by an afternoon of in-depth, practical experience for Machine Learning Model Validation with the Wells Fargo team.
This masterclass will last from 9-5pm ET, due to the interactive nature of the masterclass sessions will be slightly longer however there will be ample time for breakfast, lunch and refreshments throughout the day. Please note that spaces will be limited as we hope for a hands-on, collaborative experience between presenters and the audience.
AI in Banking Forum Agenda
AI in Banking Full Speaker Line-Up
Governance of all AI applications
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- Responsible AI: definition and importance
- Governance of AI: Structure, Roles & Responsibilities, Policies & Guidelines, Talent & Training
- AI Lifecycle and Risks: Define lifecycle phases and identify AI Risks
- Role of MRM in implementing AI governance for AI/ML models
- Vendor models and tools vs in-house built solution
- Need for enhanced AI standards and controls
- AI Inventory
- Measuring Inherent Risk of AI Applications
- Regulation of AI models and approaches
- AI Residual Risk
- Use and Monitoring
- Future state of regulations of AI models
Case Study: Developing an enterprise AI governance program.
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- Challenges of designing and implementing an Enterprise AI Governance program
- Reviewing available resources
- Case study: Designing and implementing a program
Tarun Joshi
Executive Director, NLP/GenAI Model Validation
Wells Fargo
Tarun Joshi
Tarun will be speaking at CeFPro’s AI in Banking Fourm 2024
Aijun Zhang
SVP Machine Learning & Validation Engineering
Wells Fargo
Aijun Zhang
Aijun Zhang is a senior vice president, quantitative analytics manager with Wells Fargo. He leads a machine learning & validation engineering team at Corporate Model Risk, responsible for a PiML toolbox of interpretable machine learning and a validation-on-demand platform for model validation. Aijun holds PhD degree in Statistics from University of Michigan at Ann Arbor, and he has over 10 years of experience working in financial risk management. Prior to joining Wells Fargo, Aijun was a tenure-track assistant professor at Department of Statistics and Actuarial Science, University of Hong Kong. He has published nearly 40 papers in professional conferences and journals, with topics in interpretable machine learning, data science and statistics.
Leveraging generative AI for product personalization
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- Managing customer expectations with outreach
- Existing vs. new customer messaging
- Reviewing different channels for personalization
- Analytics and technology capabilities
- Understanding the right mix of products for consumer satisfaction
The intersection of legal considerations for AI
View Session Details
- Increased focus on AI tools in lawsuits
- Understanding overlap of rules to consider
- Wiretapping laws when using chatbots
- Managing consent with use of AI
- Recording of chatbot discussions
- Reviewing trends in litigation
- Case studies on class action lawsuits for use of chatbots and cookie consent
- Educating teams on the risks
Rodanthy Tzani
Head of Model Risk Management
New York life Insurance Company
Rodanthy Tzani
Dr. Rodanthy Tzani is a Vice President and Head of Model Risk Management in New York Life Insurance Company, where she joined in 2018 and successfully built the Model Risk Management function of the company. She is currently working on establishing a cross-functional, Responsible AI Governance Framework. From 2009 to 2017 she was a Supervising Examiner and Risk Analytics Manager in the Supervision Group of the Federal Reserve Bank of New York. During her tenure at the Fed, she led numerous examinations evaluating all types of models and approaches used by large domestic and foreign banks (Systemically Important Financial Institutions). Dr. Tzani oversaw model risk across the Systemically Important Insurance Companies while they were under the Fed’s supervision and established supervising standards for insurance model risk. She was instrumental in establishing supervisory standards, working with leaders within the Federal Reserve System, and led her team’s effort in testing a Large Language Model. Before joining the Fed, Dr. Tzani was the Head of the Structured Finance Risk Management at ACA Capital, where she oversaw the restructuring and winding down of the company during the 2008 crisis. Prior to that she was a Vice President with the Derivatives Group of Moody’s Investors Service. Dr. Tzani holds a Ph.D. in Theoretical Physics from the City College of CUNY and has spent time in academia conducting research in various universities in Europe and the USA before moving to finance in 2001. She has published numerous papers in refereed journals both in physics and finance.
Chris Smigielski
Director Model Risk Management
Arvest Bank
Chris Smigielski
With over 30 years of financial services industry experience, Chris has an in-depth knowledge of model risk management, model governance, model validation, financial model development, Asset Liability Management, and team development. Chris is currently the Director of Model Risk Management at Arvest Bank and was previously Vice President, Director of Model Risk Management at TIAA Bank for five 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.
Machine Learning Model Validation (Led by Wells Fargo)
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- Introduction to minimum functionality tests for conceptual soundness and outcome analysis
- Conceptual soundness testing which includes data quality test, variable selection and causality test, explainability and model benchmarking with inherently interpretable machine learning.
- Outcome analysis which includes identification of model weakness through error slicing, reliability (evaluation prediction uncertainty and isolating regions with high uncertainty), robustness: sensitivity to input noise and assessing the impact of distribution drift.
- Understand the concept behind PiML and to be able to apply PiML fluently.
Revolutionizing Banking with AI: Insights from the Frontlines of Data
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AI-Powered Model Redevelopment:
– Discuss how AI, particularly GPT and similar models, have been instrumental in redeveloping quantitative models.
-Case studies/examples from our experience in model redevelopment.
-Benefits realized (accuracy, efficiency, etc.) and challenges encountered.
GPT for Enhanced Documentation Rendering:
– Explaining the application of GPT in automating and improving documentation processes.
– Impact on efficiency, accuracy, and compliance in reporting and communication.
Data Security Concerns in AI Applications:
-Addressing data privacy and security challenges specific to AI in banking.
– Strategies employed to mitigate risks, including any innovative approaches or tools used.
Navigating Limitations and Future Outlook:
– Discussing the current limitations of AI tools in banking, including GPT.
– How these limitations are being addressed, and the potential future developments in AI for banking
Developing a corporate AI policy
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- Incorporating use of AI in any aspect
- Collaboration across teams
- AI as a driver, an engine or a component of all operations
Audie Wang
Executive Director, Head of Quantitative Analytics and Data Science, Americas Finance
UBS
Audie Wang
Audie is a seasoned professional with a wealth of experience in quantitative analytics and data science. As Head of Quantitative Analytics and Data Science in Americas Finance, Audie leads a dedicated team that is focused on providing strategic insights and analytics to the business. With a primary focus on global wealth management financial advisor activities, the team uses machine learning and analytics to evaluate recruited financial advisors and their P&L projections, as well as predicting business division outcomes under various scenarios. In addition, Audie utilizes generative AI and model tuning tools, along with engineering design principles, to develop systematic solutions for business performance monitoring. Collaborating closely with front office, finance, IT, and model validation teams, is dedicated to delivering high-quality outcomes and driving business success.
George Soulellis
Enterprise Model Risk Officer
Freddie Mac
George Soulellis
George Soulellis currently serves as Enterprise Model Risk Officer for Freddie Mac with overall responsibility for model risk management in the firm. Previously, he served as Managing Director, Risk Analytics for Barclays Bank in the UK, overseeing model development and analytics. He has also held leadership positions in the risk management/modelling/analytics space at Citigroup, General Electric and JP Morgan Chase. His interests primarily lie in model uncertainty measurement, model risk under extrapolation, machine learning methods and modelling for capital requirements.
Risk Americas 2024 Sponsors
Knowledge partner
Quantitative Risk Management
Quantitative Risk Management (QRM) is the world’s premier consulting firm focused on balance sheet management and mortgage analytics. Since 1987, QRM has partnered with institutions from the banking, finance, and insurance industries to enhance their ability to achieve higher risk-adjusted returns. We develop industry-leading risk management principles, practices, and models, and provide our clients the advice, knowledge, and tools necessary to leverage our innovations toward better decision making and improved operational efficiency. With offices in Chicago, London, and Singapore, QRM has established over 250 long-term engagements with top financial institutions worldwide
Co-sponsors
ActiveViam
ActiveViam will be sponsoring Risk Americas 2024
Appian
Appian is a software company that automates business processes. The Appian AI Process Platform includes everything you need to design, automate, and optimize even the most complex processes, from start to finish. The world’s most innovative organizations trust Appian to improve their workflows, unify data, and optimize operations—resulting in better growth and superior customer experiences. For more information, visit appian.com.
Arrayo
Arrayo is a boutique consulting firm based in New York, specializing in delivering data-driven regulatory, risk, and compliance services. For over a decade, Arrayo has assisted international financial institutions in leveraging data technologies and analytics to navigate the complex regulatory landscape successfully. We understand the pivotal role that data plays in risk and compliance management. Our tailored solutions empower clients to harness the power of automation and intelligent insights, ensuring regulatory adherence and minimizing risk.
Many risk executives encounter unidentified bottlenecks in their decision-making processes stemming from a lack of visual representation of data. Crafting effective risk dashboards necessitates a blend of data visualization techniques, UX/UI principles, and a profound understanding of the relevant business domain and data modeling requirements. Designing and developing end-to-end data visualization solutions to improve the decision-making process for risk professionals is one of Arrayo’s core capabilities.
CIMCON Software
With over 25 years of experience, CIMCON Software is widely recognized as the Market Leader in Model and End User Computing (EUC) Governance, Risk and Compliance. CIMCON has over 800 customers in 30 countries, including 8 of the Top 10 global companies in banking, insurance, and asset management. CIMCON’s EUC Insight™ software delivers an integrated, yet modular, AI and EUC risk management enterprise platform that includes AIValidator, Inventory, Discovery, and Change Management for multiple file formats in a single system. AIValidator provides automated tools for a wide range of AI model testing and validation that can meet regulatory requirements and are consistent with the NIST AI Framework. These comprehensive set of proven and mature solutions allow organizations to jump start their AI and EUC risk management programs and drive operational efficiencies.
Darling Consultancy Group
Darling Consultancy Group will be sponsoring CeFPro’s Risk Americas 2024 Convention
ValidMind
iGrafx is the global leader in process intelligence and process management, helping deliver the business processes of the future, today. Our Process360 Live platform allows organizations to discover, design, and optimize their business processes to increase productivity, reduce costs, and ensure compliance with internal policies and external regulations. More than 2,000 customers worldwide are realizing value with iGrafx. Learn more by visiting http://www.igrafx.com
LSEG
LSEG Data & Analytics is one of the world’s largest providers of financial markets data and infrastructure. With over 40,000 customers and 400,000 end users across 190 markets, we are an essential partner to the global financial community. We enable customers to draw crucial insights through data, feeds, analytics, AI and workflow solutions.
LSEG Data & Analytics offers a one-stop solution for all our clients’ analytics needs, spanning across best-in-class datasets, asset coverage and services. Providing market-leading models, granular cashflows, real-time user-specified curves, robust derived analytics and integrated workflows that enables our buy-side and sell-side clients globally to access analytical solutions across the breadth of their business requirements. Our suite of advanced analytics products and solutions include Yield Book, Lipper, StarMine, and LPC. Visit our website to learn more about how you can turn data into actionable and AI powered insights. https://www.lseg.com/en/data-analytics/lseg-analytics-solutions
MathWorks
Mathworks will be sponsoring CeFPro’s Risk Americas 2024
Solytics Partners
Solytics Partners will be sponsoring CeFPro’s Risk Americas 2024
ValidMind
ValidMind will be sponsoring Risk Americas 2024
Worth.AI
The Worth AI’s Risk Management and Underwriting Platform is an innovative solution designed to revolutionize the underwriting and onboarding processes for financial institutions, fintech companies, high-tech firms, payment facilitators, ISVs, and insurance providers. The platform aims to address the current challenges and inefficiencies in the industry by offering a consolidated, AI-powered approach to underwriting and onboarding.
By eliminating manual tasks, providing comprehensive portfolio visibility, and leveraging advanced AI-driven risk modeling, Worth’s Platform seeks to deliver a superior user experience, consistent decision-making, and improved risk assessment for enterprise business owners. Visit us at www.worthai.com.
Associate sponsors
Archer
Archer, an RSA company, is a leader in providing integrated risk management solutions that enable customers to improve strategic decision making and operational resiliency. As true pioneers in GRC software, Archer remains solely dedicated to helping customers understand risk holistically by engaging stakeholders, leveraging a modern platform that spans key domains of risk and supports analysis driven by both business and IT impacts. The Archer customer base represents one of the largest pure risk management communities globally, with over 1,500 deployments including more than 90 of the Fortune 100.
Archer
Empyrean Solutions is a provider of advanced balance sheet management software. Our flagship offering, Empyrean ALM, is meeting the demands of the most sophisticated balance sheet managers as demonstrated by the rapid growth of our installed base with increasingly larger and complex financial institutions. Its single cashflow engine drives Empyrean ALM and all the related balance sheet management modules—FTP, Deposit Analytics, Liquidity Stress, and Credit. It is an intuitive, flexible, fast, and comprehensive asset/liability management solution.
SS&C
SS&C will sponsoring CeFPro’s Risk Americas 2024 Convention
SAIFR
SAIFR will sponsoring CeFPro’s Risk Americas 2024 Convention
CeFPro Connect
CeFPro Connect aims to connect industry experts through thought leadership content and timely news, written for the industry, by the industry. Gain unlimited access to CeFPro’s unparalleled library of resources including iNFRont Magazine, market intelligence reports, filmed presentations, insights Q&A’s, and much more.
Sign up for free.
iNFRont Magazine
iNFRont Magazine is a unique publication providing regular insight on the operational and non-financial risk (NFR) sector. Featuring contributions provided by leading industry figures and experts from around the world, iNFRont Magazine touches on the most critical themes and challenges currently affecting financial professionals.
Available to download for free.
2023 Sponsors
Risk Americas 2024 Venue
360 Madison Avenue | etc.venues
Madison Avenue
Midtown Manhattan
New York NY 10017
Accommodation is not available at the venue, however there are a selection of nearby hotels to choose from. Click here to find out more.
etc venues – 360 Madison NY
Image Gallery from Risk Americas 2023
Register - Early Bird Rate - Available until May 3
Till the end of the early bird rate!
Risk Americas - Main Event ticket
Registration includes
📚 Access to 50+ sessions – across 3 streams
🤝 Networking: 7+ hours
🍽️ Lunch + Refreshments
🍸 Networking cocktail reception
In addition – Post event 👇
📹 Video recording of panels and presentations*¹
🖥️ PPT slides/decks*¹
🎙️ Podcasts with industry experts
🎥 Videos and interviews from the event
📖 iNFRont magazine complimentary
🔗 CeFPro Connect membership
👥 Community network and engagement
📊 Market intelligence reports access
*¹subject to presenter approval
Registration includes
📚 Access to 50+ sessions – across 3 streams
🤝 Networking: 7+ hours
🍽️ Lunch + Refreshments
🍸 Networking cocktail reception
In addition – Post event 👇
📹 Video recording of panels and presentations*¹
🖥️ PPT slides/decks*¹
🎙️ Podcasts with industry experts
🎥 Videos and interviews from the event
📖 iNFRont magazine complimentary
🔗 CeFPro Connect membership
👥 Community network and engagement
📊 Market intelligence reports access
*¹subject to presenter approval
Registration includes
📚 Access to 50+ sessions – across 3 streams
🤝 Networking: 7+ hours
🍽️ Lunch + Refreshments
🍸 Networking cocktail reception
In addition – Post event 👇
📹 Video recording of panels and presentations*¹
🖥️ PPT slides/decks*¹
🎙️ Podcasts with industry experts
🎥 Videos and interviews from the event
📖 iNFRont magazine complimentary
🔗 CeFPro Connect membership
👥 Community network and engagement
📊 Market intelligence reports access
*¹subject to presenter approval
Stress Testing Forum Early Bird Rate
Spend the day listening to in-depth thought leadership from industry experts to gain a better understanding of Stress Testing within your organization as this is a growing challenge for 2024.
AI in Banking Forum Early Bird rate
Gain further understanding from leading industry experts as we take a look at the current AI landscape with thought leaders through interactive sessions and case studies, followed by an afternoon of in-depth, practical experience for Machine Learning Model Validation with the Wells Fargo team.
Group rates
*² Purchase two tickets and receive the third at a 50% discount, or with every four tickets bought, the fifth attendee is free. Bringing a team not only enhances the overall experience but also fosters significant team building among colleagues, while allowing you to save on your registration.
Registration assistance
Register for Risk Americas today and join the likes of 300+ industry professionals and subject matter experts looking to engage in meaningful conversation and discuss the latest developments and challenges within the risk and technology sector.
Need assistance with your registration? Get in touch with us via email below, or call us on +1 888 677 7007.
*To qualify for the preferential ‘early bird’ rates, registration must be received by the close of the ‘early bird’ working day, and payment can be made at the time of registering, or up to a week after registration is made an invoice sent. CeFPro reserves the right to increase rates should payment be delayed significantly. For Group Rates to be valid, the whole group must register at the same time, though names can be changed at any time up to the event at no additional cost. Should a delegate register at a rate that is inaccurate, CeFPro reserves the right to issue an additional invoice for the outstanding amount. Cancellations received more than one calendar month before the event will be eligible for a refund less 15% administration fee. Cancellations must be made in writing to info@cefpro.com. Regrettably, no refund can be made for cancellations within a month of the event.
Frequently Asked Questions
Can I share my thought leadership at Risk Americas?
Will there be opportunities to network with other attendees?
- Breakfast, lunch and refreshment breaks
- Drinks reception at the end of day-1
- Q&As, panel discussions, and audience participation technology
What is included within the registration fee?
Where can I find the Convention documentation and speaker presentations?
*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.