Sophie is the Chief Risk and Compliance Officer of Gulf International Bank (UK) Limited. She is responsible for driving an effective risk culture throughout the company, designing the risk and compliance frameworks and overseeing risk management and regulatory compliance practices. Sophie joined GIB UK with extensive experience in the field, having previously served as Executive Director for Compliance and Operational Risk Control at UBS Asset Management. Before this, she was Global Head of Operational Risk at Barings, and non-Executive Director of the Baring-Coller Secondaries Fund. Sophie was also an Operational Risk Manager and the Group Head of Investment Risk Framework at Schroders.

Farooq has been with UBS since June 2020. He previously held various senior positions in Investment Risk at Fidelity International and Royal London Asset Management. He spent close to a decade in managing hedge fund Investment Risk at Tudor Investment Corporation and City Financial. He started his risk career in the Investment Banking space, at Royal Bank of Scotland, Lehman Brothers and finally Nomura before transitioning to the alternative’s arena.

Cecilia Gejke has a background in Material Physics and renewable energy sources prior to joining the world of Finance. Cecilia has held various leadership roles within Risk Management and capital & liquidity management at financial institutions both in London and Europe, gaining a broad experience across investment, retail and private banking products and cultures. Cecilia has a proven track record of designing and delivering efficient risk management frameworks to drive business performance.

Emma Hagan is Chief Risk and Compliance Officer at ClearBank, responsible for all risk and compliance-related activities. She has over 18 years’ experience in commercial and corporate banking in both first and second lines of defence.

Emma joined ClearBank from Silicon Valley Bank (SVB), where she was Chief Risk Officer for EMEA, serving as part of the EMEA leadership and global risk leadership teams. Prior to SVB, she worked at Lloyds HBOS in a variety of roles.

As CRO Wholesale, Steph oversees all risks, financial and non-financial, across HSBC UK Wholesale businesses. Steph moved to the UK in 2017 to set up the HSBC ring-fenced Wholesale Credit Risk team and has steered the bank through Brexit preparations as well as managing Covid crisis and more recently the SVB acquisition.

Prior to the UK, Steph was based in Hong Kong where she looked after Wholesale Credit Risk for HSBC Hong Kong, and a number of other HSBC Asian sites. Steph joined HSBC in 1999 in her home country Mauritius as a Foreign Exchange trader, the first female dealer in HSBC Mauritius, and her 24-year career has spanned both frontline leadership roles in Global Banking & Markets and Commercial Banking as well as in Risk, primarily in Asia Pacific. She holds a BSc Economics and a MSc Finance & Economics from the London School of Economics.

Hanna Sarraf is a seasoned risk executive, with over twenty years’ experience in leading and implementing risk management frameworks that deliver effective results in the financial services industry. He is currently the Chief Risk Officer at Starling International and was previously the Group Chief Risk Officer at Bankmed, a regional corporate, retail and private banking organisation with operations across the EMEA region. Prior to joining Bankmed, Hanna was the Head of Risk Strategy at Bank of Ireland Group and previously held senior risk and regulatory management consulting roles at KPMG, Accenture and Ernst & Young in the UK and globally.

Hanna holds a Specialised Master’s degree in Financial Engineering from the École Supérieure des Sciences Économiques et Commerciales (ESSEC) and an MSc in Finance from Dauphine University in France. He has authored many articles on financial risk management and is a frequent speaker at leading UK and international conferences.

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

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

Michael Sparks is the Chief Risk and Compliance Officer responsible for risk management and compliance oversight of the Issuer Services businesses at BNY Mellon.

With over 20 years of experience in financial services, Michael has risk management and first line business experience covering global custody operations, on exchange and OTC clearing and settlement, debt and equity capital markets servicing, equity and FX trading, transaction banking and private client stockbroking.

Michael began his career at Abbey Stockbrokers (part of the Santander Group), going on to join BNY Mellon in 2000. In that time, Michael has held first line management roles in Pershing’s Retail Brokerage Middle Office and Risk Management roles aligned to Pershing, Securities Operations, Global Collateral Management, ABN Amro Mellon, Corporate Trust, Depositary Receipts and Treasury Services.

Thomas Wallace is CRO of Revolut UK, having led the Group Financial Risk function since 2021. He has nearly 20 years of experience in risk management within industry and consultancy.

Before joining Revolut, Tom was a partner in the risk function at McKinsey, where he helped build the Risk Dynamics team focusing on risk analytics and model governance as well as serving top-tier clients on sustainability and climate risk topics. Prior to this he provided quantitative advisory services to banks and insurance firms as part of the PwC actuarial practice.

Tom is a Fellow of the Institute and Faculty of Actuaries and holds an MA in Mathematics from the University of Cambridge.

Sridhar is an executive leader with over 30 years of experience in Capital, Liquidity and Portfolio management. He has a wide-ranging experience covering Financial Markets, Corporate Treasury, Finance and Risk Management with large MNC Banks across multiple markets. He has developed and implemented several strategic Balance Sheet management initiatives to strengthen capital, funding and liquidity position while improving returns.

Valeriu Bajenaru is an established Managing Director who has led large global teams to deliver transformational change in the bank industry. He held a number of roles leading enterprise risk, stress testing and other strategic-change initiatives. Prior to banking, Valeriu worked in consulting on a diverse set of engagement across many financial institutions. Valeriu has an MBA from The University of Chicago Booth School of Business.

Assad Bouayoun has over 15 years of quantitative analysis experience in investment banking. He is a quantitative finance specialist focusing on total valuation including funding and capital cost, xVA, risk, stress and reverse stress testing. He was responsible for designing industry standard hedging and pricing systems in equity derivatives during his time in Commerzbank, and had the same responsibility in credit derivatives while working for Credit Agricole, and also in xVA in institutions like Lloyds, RBS and Scotiabank. He lead the modelling team responsible for the research and development of the simulation engines used for exposure computation within HSBC in London. Now he is XVA and Credit Derivative quantitative analyst at Daiwa Capital Market.
During the different projects Assad has undertaken in quantitative finance, he integrated new technologies such as Cloud, GPU and QPU; new design (parallelization using graphs) as well as new numerical methods such as AAD. He also participated to the firmwide data standardization and integration that are essential aspects of the success of these projects. He is also leading an effort to leverage quantum annealing for financial quantitative reverse stress testing.
He holds a MSc in Mathematical Trading and Finance from Cass Business School and an MSc in Applied Mathematics and Computer Science from UTC (University of Technology of Compiegne, France).

Charlie Browne is the former head of valuations at Lloyds Bank. He is currently Head of Market Data, Risk and Quant solutions at GoldenSource, as well as pursuing his PhD within the Department of Accountancy & Economics at South East Technological University, Ireland.

Quantitative leader, specialist in machine learning, numerical methods and algorithm development: most applications based on applied math for valuation of financial products, risk model building and risk measurement.

Applying Machine Learning to trading, market risk and portfolio management at New Horizon Technologies. Trained to apply techniques and tools for enhancement of financial analysis and decision making.

Specialist of implementation of high technological solutions for financial institutions, reengineering of end-to-end processes in complex business IT and high regulated environments (EBA, BIS).

My team of quants and technologists have responsibility for building trading book models and optimisation and monitoring tools for capital, initial margin, attributions, hedge efficiency, stress testing, valuation adjustments and model risk management. With a hybrid background in quantitative finance, engineering, economics, markets, regulation and business strategy, I have a keen interest in expanding the role and application of data, technology and analytics in new areas of finance especially associated with trends linked to ESG, De-Fi and new business models.

Christophe Delcourt is the Head of Business Development for ActiveViam in the EMEA region. With over 20 years of experience in the Capital Market industry, Christophe has worked in various IT and Business roles heading a pre-sales team for the Capital Markets solutions of Finastra, and managed the run and build team for the Treasury and Interest Rate derivatives activities of CA-CIB and the Asian Development Bank, a supranational institution. Christophe holds a Masters of Science in Electronic and Electrical Engineering from HEI – Hautes Etudes d’Ingénieur. He resides in Paris, France with his family.

John has an academic background in economics and over 25 years of experience in financial markets. John spent ten years in financial markets as a futures trader before taking on a role at the UK regulator in the aftermath of the Global Financial Crisis, supervising a range of global investment banks. John then moved into risk advisory with PwC supporting a range of retail and wholesale banks on ICAAP, ILAAP, Recovery Planning and general regulatory engagement. John is currently Head of Prudential Risk at SMBC BI and oversees the Bank’s ICAAP, Recovery Plan and Sustainability Risk Management processes.

Dirk Effenberger is Head Investment Risk at UBS CIO. His team monitors key financial market risks and assesses their impact on asset classes. In addition, his team publishes the UBS Global Risk Radar – an investor’s guide to key investment risks. Dirk joined UBS in 2007. Previously, he was an economist at Deutsche Bank Research (Frankfurt and Toronto) and Swiss Re (Zurich). Dirk is a regular speaker at UBS client events and a guest lecturer to Coursera and University of St. Gallen. Dirk holds a master’s degree and a PhD in Economics from the University of Muenster (Germany) and studied at the University of California (USA)

I am an experienced credit risk practitioner with 20 years’ experience as a Credit Risk Modeller and Model Risk Manager, developing and validating IRB, IFRS 9, CCAR and AML models for a variety of asset classes including Large Corporates, Wealth Management, and Retail Mortgages. I also developed new skills when working in the US, namely CCAR and AML compliance models.

Having worked in two Big 4 consulting firms and three large international banks, I have supported and led international projects, led global teams, and managed and delivered a variety of regulatory projects.

Jérôme Henry is Principal Adviser at the ECB, in the financial stability area. He led Quality Assurance for SSM stress tests and was a BIS fellow. Originally from the Banque de France, Mr Henry started at the ECB leading its modelling team and thereafter its projection exercise.

Mr Henry has a number of research publications, eg the ECB STAMP€ e-book. An ENSAE graduate, he holds an Economics PhD and a History BA from Paris Sorbonne.

Julius is Head of Audit at the Bank of New York Mellon (BNY Mellon) in London and in that role responsible for covering Risk Management, Treasury, Capital Adequacy and Finance in the EMEA region, and Client Asset Safety globally. Before joining BNY Mellon in 2015 he worked at PwC in Luxembourg as Risk and Regulatory Consultant, specialised in Prudential Risk/ Basel III. Julius has a Master in Economics and Political Sciences, and holds both the Financial Risk Manager (FRM) as well as the Sustainability and Climate Risk (SCR) Certificate.

Dilbagh is a Partner at Fintegral and leads the firm’s UK practice. He specialises in the areas of traded risk and climate risk, helping banks to enhance their analytics capabilities to better identify, quantify and manage current and emerging risks. He has over 20 years of experience in trading, risk management and quantitative modelling at banks and hedge funds, including Credit Suisse, Man AHL and Nomura. Dilbagh holds a degree in Natural Sciences (Physics) from the University of Cambridge.

Haitian works in UBS Treasury Risk Control. She is a Managing Director heading Liquidity and Funding Risk Control team globally. Haitian also had extensive experience in Market Risk covering products across Fixed Income, Secured Funding, and Equity Financing.

Sreekar Periketi will be speaking at Risk EMEA 2023

Before joining Opensee in 2019, Christophe Rivoire spent more than 25 years in the Banking industry and especially in Fixed income trading in Europe and in the US. He started his career at Louis Dreyfus Finance before joining HSBC in 1998, where he held various responsibilities. Combining Risk, Trading and Technology has always been at the center of his interests.

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.

Jacek is a Vice-Director of ALM Risk of mBank Group (#4 Bank in Poland, part of Commerzbank Group). He is a member of the Risk Committee, CALCO and ALM Committees. He is involved in risk monitoring, governance, stress testing, contingency planning, ALM, FTP and regulatory topics.
Previously, he held Vice President role at JP Morgan Chase in London. He was responsible for credit risk of portfolio of Emerging Markets FI & Sovereigns.
Jacek holds a MSc. in Management and Regulation of Risk from LSE and a BSc. in International Business Administration from RSM Erasmus University.
Jacek regularly presents at conferences in London, Prague, Vienna and Warsaw.
Privately, father of two boys, whom he infects with passion to skiing and sailing.

 I am the Global CEO and Co-Founder of Mirai Advisory. Our company was founded ten years ago as a niche consulting firm focused on Balance Sheet Management. After three years, we began developing our own ALM tool, called Mirai ALM Tool. This is a cloud-native solution that has been successfully deployed in over 9 countries, with a G-SIB as one of our clients.

Sunil heads the market risk stress testing methodology at UBS. He is responsible for developing models used globally across UBS. He is closely engaged in various regulatory projects such as CCAR, EBA Stress Testing, IWST, FINMA Stress Testing etc. He runs a small team based out of London, Krakow and Mumbai.

Sunil is an engineer (undergrad) and MBA. During his career, prior to UBS, he has worked at banks such as ING, RBS, Lloyds and Northern Trust. He enjoys maths, machine learning, watching documentaries on diverse subjects and experimenting with cuisines for Sunday family meals.

Neels Vosloo covers Regulatory Capital Policy and Advocacy for EMEA within Enterprise Capital Management at Bank of America. Before joining BofA, Neels headed up the Traded Risk Modelling team in Deloitte’s Risk Advisory practice in London; he has held risk modelling roles across market and counterparty risk, including as Senior Risk Specialist in the Traded Risk Department at the UK FSA and PRA. Neels holds degrees in Mathematics, Philosophy, and Actuarial Science from the University of Pretoria.

Katherine leads the Global Financial and Model Risk Regulatory Policy and Engagement team for Risk at HSBC. The team acts as the external regulatory interface for the Wholesale Credit, Traded Risk, Treasury Risk Management and Global Risk Analytics functions and includes the provision of guidance  on regulatory risk matters, regulatory policy interpretation and industry engagement.  She has been with HSBC for eight and a half years. Prior to this she was based in Brussels as a Public Affairs consultant specialising in financial services regulation. Katherine has an MA in International Economic Relations from American University and a Maîtrise in European and International Law from the University of La Reunion. She is a fluent French speaker.

Lena is EMEA Head of Treasury and Liquidity Risk at Credit Suisse since July 2021. Prior to her current role, she was Head of Audit Liquidity and Funding, also at Credit Suisse. Previous roles include Global Head of Liquidity Reporting and Analytics in Barclays Group Treasury, responsible for all liquidity regulatory reporting to the PRA and global MI reporting, and European Head of Treasury Capital Markets at Morgan Stanley.  Lena holds a degree in Economics from Stockholm School of Economics, majoring in Financial Economics and Econometrics.

Chaoxin Zheng will be speaking at Risk EMEA 2023

Lukky Ahmed’s got more than a decade of international banking experience with leading institutions, covering risk management, regulatory change, stress testing and consultancy. Never one to shy away from the big problems, he went into the rabbit hole of understanding how climate change would impact the world’s financial stability.

Allen is the Head of Financial Crime and Compliance Management at Nest. His background is Audit with EY and then Engineering Consultancy including working on the London Olympics. He joined Nest when it was a start up to support the introduction of Automatic Enrolment legislation in the UK and worked in a variety of roles during its development. The Scheme currently stands as one of the biggest in the UK by membership with over 11 million members and circa £25 bn AUM.

Megan Brown has spent the past 15+ years in SAAS and technology leadership roles, and for the past 6 years, she has worked alongside the founding team at LogicGate to help scale the Risk Cloud, a next gen GRC workflow automation saas platform around the world. Megan currently works in the UK as the Head of International Sales after having developed the Strategic Alliances and Partner function at LogicGate.  Megan leads the International market expansion strategy and sales team covering global markets. In her free time, she loves podcasts and is a host herself. You can hear more from Megan on LogicGate’s GRC & Me Podcast.

Ben leads LBG’s oversight of operational resilience and technology resilience risks. Ben enjoys building functions that anticipate new risk challenges, develop innovative ways of optimising the treatment of risk, and help our business succeed. He has a passion for coaching, enhancing capability and bringing executives and regulators on the journey. As LBG embarks on it’s biggest transformation yet, Operational and Technology Resilience remains at the forefront of our mission to Help Britain Prosper.

Alia Cooper has worked for HSBC for 10 years in a variety of Financial Crime Risk focussed roles. She was heavily involved in the deployment of HSBC’s Global Standard FCR framework in the Europe region and has held roles in KYC Operations, Business and Compliance. In her current role Alia is focussed on the future of CDD, with an emphasis on efficient and effective compliance with the global regulatory environment in which HSBC operates.

Zara Culican will be speaking at Risk EMEA 2023

Ben Davis currently leads the Global Operational Resilience function within Barclays Bank whilst also performing wider Operational Risk responsibilities as part of the Managing Director leadership team. Prior to his time in Barclays, Ben led the Operational Risk and Resilience division within Sainsburys Bank where he was accountable for all aspects of the Operational Risk Framework together with Control Assurance and Crisis & Incident Management. Ben has also held a number of senior roles both within, and outside of, Risk across the Financial and Professionals sector.

Keith is currently Group Chief Risk and Compliance Officer (CRCO) of Admiral Group Plc, having previously been a Non-Executive Director and Chair of the Risk & Audit Committee for two entities within the Admiral Group.

He has extensive experience in risk management and governance, having worked in insurance, asset management and banking for 25 years. Prior to joining Admiral,  Keith was previously CRCO at Federated Hermes Limited – the fund management company that has been at the forefront of sustainability investing and global stewardship since 1983. Before that, Keith held a number of senior roles at Prudential and M&G Plc (M&G) – being the first Chief Risk Officer at M&G having helped the company de-merge from Prudential Plc. He was previously Group-wide Chief Internal Audit Executive for all Prudential’s insurance and asset management companies. He has also held senior roles in risk management and audit at Standard Chartered and Deutsche Bank and spent two years within the Policy team at the Financial Services Authority. In addition to his NED role at Admiral, Keith is also a Trustee for the International House Trust Charity and on the Risk and Audit Committee at Glamorgan CCC and can therefore give a perspective of governance from both an Executive and independent viewpoint. Keith has a degree in Economics from Cambridge University and an MSc in Economics and Econometrics from the University of Bristol, has certifications on ESG Investing and Sustainability & Climate Risk, and helped write the ESG Investment Handbook.

Federica joined Barclays in 2017 as Lead Developer for Stress Testing on the Retail portfolio after eight years spent in financial services across Italy and UK and a double Master in Economics and Finance.
In 2019 she transitioned to the validation space where was appointed Head of Scenario Expansion and Reverse Stress; thanks to this role she gained great insight of large model frameworks critical for the Bank as well as exposure to Senior stakeholders.

In 2021 her scope expanded to the validation of Climate risk models used for regulatory Stress Test or adopted to monitor Barclays carbon emissions as part of the 2050 net-zero commitment.

Being keen on transformative processes, she is leading an initiative that brings together all the skills – consolidating academia and business practices – to formulate responses to challenges arising from the evolution of climate risk management and modelling.

In 2022, she has been nominated Diversity & Inclusion champion; whilst advising Senior Management across the board on the agenda implementation, she maintains a strong focus on Gender and Inspire pillars.

Sophie is the Chief Risk and Compliance Officer of Gulf International Bank (UK) Limited. She is responsible for driving an effective risk culture throughout the company, designing the risk and compliance frameworks and overseeing risk management and regulatory compliance practices. Sophie joined GIB UK with extensive experience in the field, having previously served as Executive Director for Compliance and Operational Risk Control at UBS Asset Management. Before this, she was Global Head of Operational Risk at Barings, and non-Executive Director of the Baring-Coller Secondaries Fund. Sophie was also an Operational Risk Manager and the Group Head of Investment Risk Framework at Schroders.

Vivien is Head of Financial Risk, managing investment, credit and prudential risks for GIB UK across asset management and banking. He previously held roles within the risk departments of Invesco (UK) and Amundi (Luxembourg). Vivien holds a MSc in financial markets from ICN Business School and a postgraduate degree in business law from the university of Nancy (France).

Maya is an experienced professional focusing on Data Protection, Privacy Regulation and Regulatory Change. In her role as a Risk Manager in EPCOR Privacy, she works with the EMEA teams to manage the risk of regulatory changes and rulings and ensure risk management and compliance are across the forefront of BAC’s business operations.
Maya has over 10 years’ experience delivering security, regulatory and data protection projects across various industries including Investment Management and Retail Banking. She has acquired the skillset to effectively enable transformation within challenging business and IT environments, working with a multitude of technical, organisational and C-suite stakeholders.
Maya is a certified privacy professional and holds CIPP/E, CIPM, CIPT, CIPP/US, CIPP/A and CISSP certification. She holds a BSc in Business Economics and an MSc in Information management from Tilburg Business School.

Nino’s 18 years career in risk management spans across systemically important listed banks both in emerging and developed markets, the Big Four Consulting (EY, KPMG) and listed multinational companies in Australia. Nino accumulated unique experience in each of the Three Lines [of Defence] as well as external assurance providers/advisors granting her a broad perspective on important risk management matters.
Most recently, Nino led the creation of the first Enterprise Risk Management (ERM) function at Bank of Georgia, the London Stock Exchange listed systemically important bank in Georgia. This entailed strengthening the Risk Culture and the effectiveness of the Three Lines [of Defense – LOD] Model across the organization. In her previous role as the Chief Auditor at the company, Nino modernized the Internal Audit function and influenced the introduction of many innovative, advanced risk management frameworks throughout the Group.
Prior to relocating from Australia, Nino held senior risk management roles in both 1LOD and 2LOD at Westpac Banking Corporation (the second largest bank in Australia) based in Sydney.

Imtiaz Hussain is the Deputy Chief Auditor at BNY Mellon responsible for Investment Management and Wealth Management, Human Resources and ESG, Global Compliance, and Audit Innovation & Analytics. His primary responsibilities include creation of Internal Audit strategy, and risk based annual audit plan; delivery of audit projects in a timely manner and within budget; and seamless operations of the Audit Function. Imtiaz is responsible for driving Audit’s Agile Transformation initiative, and sponsoring strategy for auditing ESG.

Imtiaz received his Bachelor of Science degree in Business Administration from Slippery Rock University and completed his MBA in International Finance and Strategy from George Washington University. Imtiaz is a Certified Public Accountant and holds several certifications in the field of Banking and Project Management.

Dr. Uwe Klapproth is serving as a Head of Group Risk and a Non-Executive Director / Board member in the banking sector. He studied Business Management and Criminal Science..

Germar is Head of Division in ECB’s Directorate General Systemic and International Banks, which is in charge of the line supervision of G-SIBs. He is overseeing several Joint Supervisory Teams as well as project work related to the implementation of new regulatory approaches. Before joining ECB in 2014 from the German Federal Agency for Financial Market Stabilisation, he was responsible for the oversight over German public banks that benefitted from state support as well as the development of resolution plans. Following university studies in physics and business administration, Germar has worked in commercial banks since 1997, mainly in risk controlling and portfolio management roles

Nitesh Kumar is the Global Head of Cyber and Payment Systems Risk for BNP Paribas Group. He is an internationally recognized executive with a background in Payment Systems Risk Management, Cyber Security Resilience, Data Privacy, and Operational & Technology Risk Management. He has extensive global experience in the Financial Services in the United States, United Kingdom and India. He has successfully created a sustainable Risk and Audit teams where pragmatic and collaborative risk management is a daily part of corporate decision-making supporting the Cyber Resilience, Digital Transformation, Secure Cloud adoption and innovation strategies.

Peter joined HSBC in 1997 and was worked across various businesses in front-line and risk, control roles. Since 2020, Peter has lead Risk Stewardship (2LOD) oversight activities across the Wholesale and Markets businesses as well as leading on enterprise-wide internal fraud. With deep SME knowledge gleaned from various international assignments, Peter leads on the policies and controls which underpin HSBC’s fraud defences and he works closely with Financial Crime and Risk teams across the firm to deliver targeted anti-fraud frameworks. Key priorities for Peter include the transition to digital and greenwashing risks.

First psychologist ever appointed by a central bank – The Dutch Central Bank – to use her specific skillset in supervision. First behavioural scientist appointed as Global Head Behavioural Risk Management at a global bank with a direct reporting line to the ExCo. Editor and lead author of the highly influential book – Supervision of Behaviour & Culture. Worked with regulators across the globe including the ECB, NY FED, MAS and APRA in embedding behavioural insights. Key-note speaker and advisor across the globe. Unique experience in execution of behavioural risk reviews and reveal blind spots and unknown behavioural risks. Broad experience with applying behavioural insights and realising behavioural change in renown profit and governmental organisations

Jeff Simmons joined MUFG Bank in June 2014 as the Head of Enterprise Risk, tasked with creating the function. He has been involved intensively with the enhancement of the Risk Management framework in MUFG Bank (Europe). This has involved him in the formation of an Enterprise Risk function in Amsterdam tasked with delivering the full range of regulatory submissions. In April 2018 he transitioned to MUFG Securities to become involved in the Brexit project. In this capacity he is the CRO for MUFG Securities (Europe) N.V. the Dutch subsidiary of MUFG Securities (EMEA).
Prior to joining the bank he spent some 20 years specializing in best practice Risk Management including Market Risk, Credit Risk, Risk Model Validation and Regulatory Risk consulting. As well as have line management responsibilities in various institutions he has also gained extensive experience in implementing Risk Management frameworks from both a technical and operating model based perspective.

Daniël has over 20 years of experience in providing financial services institutions with risk advisory and assurance services, including risk and regulatory transformation. He is currently globally responsible for the Governance, Performance, Risk & Compliance (GPRC) technology solutions offered by Corporater for financial services clients.

Prior to joining Corporater in 2023, he led the Governance, Risk and Compliance practice of EY, first in the Netherlands and later in Norway.

Daniël holds a University degree in Business Economics and Accounting and is a certified internal auditor with the Institute of Internal Auditors.

Lorraine joined Nest as Head of Risk in 2021. She has worked across various sectors but is strongly established in Financial Services, having worked in a global risk role for Zurich and, prior to that, in similar roles for Nationwide Buidling Society. Before joining Nationwide Lorraine worked for KPMG in their IARCS (Internal Audit, Risk and Compliance Services) team.

Lorraine has nearly 20 years experience of risk and controls alongside a Masters degree in Risk Management and post graduate qualifications in audit and accounting. She has presented on a number of topics for the Chartered Institute of Internal Auditors, sharing her passion with both peers and the next generation of risk, compliance and audit professionals.

Andrew is best know for the 8 years he spent at the UK regulator, firstly in the FSA and subsequently at the PRA. During his time at the regulator, Andrew managed the Operational Risk Review team and represented the UK on the BCBS’ and EBA’s Operational Risk working groups. After life at the regulator Andrew joint HSBC and then Credit Suisse before retiring in 2019 and setting up a consultancy to provide assistance and training in Operational Risk matters. Andrew actively promotes the development and discipline of Operational Risk and is a Fellow of the Institute of Operational Risk.

Sean has 30 years of experience in Risk Management across disciplines, including Enterprise Risk, Operational Risk, Credit Risk, Strategic Risk and Front Office Supervision.   He is a passionate advocate for the furtherance of Operational Risk as a discipline, co-authoring papers and acting as a speaker and panellist at many external events.

Sean has held Director level roles at a number of organisations, both on a consultancy and permanent basis.  He is currently Director of Enterprise and Operational Risk at Metro Bank, running a team responsible for the Bank’s overall risk management framework and approach to Operational Risk from a second line perspective.  This includes liaison with the PRA and FCA and making ongoing enhancements to the Bank’s approach to risk appetite, governance and embedding a strong risk culture across the three lines of defence.  His team works closely with the first line on approaches to Fraud, Operational Resilience, Third Party Risk Management and the management of People, Change, Data, Information Security and Technology Risks.

Sean is a member of the Institute of Operational Risk/IRM Operational Risk Advisory Committee, providing advice on its approach to Operational Risk and running the IOR’s Chapters across the globe.

Wiehann Weerts, Director at Monocle Solutions, gained over 15 years of consulting experience before moving to the Netherlands to lead the growth and delivery of Monocle’s European expansion. During his time at the company, he has been responsible for successfully designing and delivering a diverse range of projects and engagements at a broad range of retail and investment banks in South Africa and Europe.

In his role as Consulting Director for Europe, Wiehann engages with clients at an executive level to advise and assist in translating client requirements into pragmatic approaches and executable project deliverables. In this capacity, he is also responsible for the leadership and management of consulting teams across multiple engagements, clients and jurisdictions. Wiehann’s exposure to projects across a diverse range of clients and project environments has afforded him a deep understanding of the functioning of banks, not only at a business level, but also at a systems, process, and data level. He provides SME input on large change projects driven by regulatory developments, as well as innovation initiatives and large system implementations

Ben is a Principal consultant at 4C Strategies with over 16 years’ experience working with a broad array of different clients to deliver operational resilience, business continuity programmes and crisis management solutions to them. Ben has been fortunate to work with some of the World’s leading brands in supporting them building resilience capability, whether this is the start of a journey by helping them to understand ‘what good looks like’ or a review of current resilience capability making recommendations to enable them to work towards achieving organisational resilience.

As a Principal Consultant Ben has experience from projects across the public, private and military sector. He has assumed primary responsibility for elements of a large number of business resilience programmes in a wide variety of areas including but not limited to public health, emergency management, counter terrorism, telecom resilience, corporate crisis management including retail, financial risks and military operations to a wide range of clients in the UK, Europe, the US and Asia.

Prior to 4C Strategies Ben spent 10 years working for the Emergency Planning Department of the London Fire Brigade and his last role there was a Deputy Head of Emergency Planning.

Ben has a broad academic background combined with specialisation within crisis management and Business Continuity Management and holds an MSc in Risk, Crisis, and Disaster Management from Leicester University

Since 2017, Juergen is Member of the Managing Board at Airbus Bank GmbH, a 100% captive institution within Airbus. On the Managing Board, he is responsible for Risk Management & Control, Portfolio Management, Finance, Legal & Compliance and Banking Services.

During his 30+ years of professional life in the industry, Juergen’s expertise spans from Risk Management, Sales, Compliance across Investment Banking, Corporate Banking and Corporate Real Estate. Next to his global positions, he covered markets locally in Germany, UK, US and Italy.

Konstantina is a highly experienced Financial Risk professional with over 20 years career in Banking in various Quantitative Modelling roles, most recently as the Group Head of Model Risk Management at Barclays. Prior to that, she worked at Deutsche Bank where she built and led the Bank’s Model Risk Management function and before that at UBS in various quantitative roles in both the Front Office and Risk. Konstantina has extensive experience in developing Model Risk Management frameworks including methodologies to assess and quantify Model Uncertainties and their impact on the output of the framework they are used for (e.g. Capital in stress, IFRS9 etc). Konstantina’s most recent work involves Climate Transition modelling. She holds a PhD in Mathematics from Imperial College, London and an MSc and BSc in Mathematics from ENSIMAG, Grenoble, France and the University of Patras, Greece respectively.

Gilles Artaud has been working in investment banking since last century, where he held various positions within Quant, Front Office, IT and Risk Department, working all along on many models, quant developing, managing, validating them, making sure their risks are adequately managed. He’s now in charge for the 3rd line of defence of Model Risk Audit for Group Inspection in Group Crédit Agricole SA, dealing with transformation of risk induced by new models, framework, market and business evolutions, new fields of modelisation and compliance with ever-increasing regulations.

Yingbo joined UBS in 2010 and is currently co-head of the Model Risk Management and Control function with focus on valuation models and methodologies. Prior to UBS, he worked in various roles across quant and model risk control at CICC, JP Morgan and Morgan Stanley.

Tanveer Bhatti is a risk manager, physicist, and certified finance professional with an extensive career encompassing sell-side and buy-side positions in investment banks, private banking, and asset management in London and New York. Renowned for his approach combining analytical rigor and practical relevance, he is particularly interested in the practical implications of new technologies, markets, electronic trading, modelling approaches, and data. His focus lies in leveraging these elements to enable emerging or non-existent products, services, business models, and societal advancement. Recently, he has been exploring the capabilities of artificial intelligence, large-scale data analysis, improved data analysis methods, accelerated delivery, and automated decision-making. He holds degrees in mathematics and physics from Cambridge University, including postgraduate studies, and has held senior global roles in Tier 1 GSIBs in the US and UK, overseeing large, geographically dispersed finance and risk management teams.

types. Advanced IRB status was delivered on the strength of these areas

The Model Strategy & Oversight team was set up to provide strategic guidance on model build and remediation. Stuart’s responsibilities include IRB models, IFRS9 and Stress Testing.

Stuart has over 25 years experience delivering credit risk, stress testing and economic capital models. This includes roles as:

Senior Technical Specialist at the PRA

Head of Model Validation for S&P Europe.

Head of Models for the Rainbow Business at Royal Bank of Scotland.

Head of Credit Risk Methodology at Barclays Capital, where he rebuilt the team following the departure of the previous head, and managed all IRB related regulatory issues.

Head of Corporate Analytics at HSBC, where he was responsible for Credit Risk Modelling and saw the bank achieve Advanced IRB status. He also introduced credit risk stress testing and economic capital.

Head of Economic Capital and Model Risk Management at Standard Chartered Bank, where his responsibilities included building an offshore validation team, and coordination of stress testing across portfolios and risk types. Advanced IRB status was delivered on the strength of these areas

Philippe joined Crédit Agricole CIB in 2016 as Managing Director to follow ECB review of BCBS 239. Prior to that, Philippe held several risk and IT positions within HSBC Global Banking & Market and Société Générale CIB in Paris where he managed IS strategy and transformation program for equity derivatives, market risk and corporate banking activities.
He is expert in architecture, advanced analytics and digital transformation, graduated with a master’s degree in mathematics applied to finance.

Sam will be speaking at CeFPro’s Risk EMEA 2023

Madison joined BNY Mellon’s Risk and Compliance team in 2017 and has held a variety of roles across EMEA and Global Regulatory Change Management. She has a Legal background, and her early career was spent in Legal team at Abrdn and Aegon Asset Management, as well as a 1st Line Regulatory Risk role with Natwest.

Madison is currently repsonsible Global Regulatory Change Management. This involves supporting the identification, allocation and assessment of new regulations to BNY Mellon’s entities and LOBs, across APAC, EMEA and Americas.

Francis Gross is Senior Adviser in the Directorate General Statistics of the European Central Bank.
Francis’ main interest lies in developing vision, conceptual design and strategy for sustainable digitalisation of the economy, with a focus on effective measurement. His immediate aim is to design and drive concrete, feasible measures with transformational power, e.g. global, public-good digital infrastructure to make the system adequately measurable and more efficient. Starting in 2006 he initiated the movement that led to the G20-backed Global Legal Entity Identifier System, where he serves on the Regulatory Oversight Committee.
Before joining the ECB in 2001, Francis spent fifteen years in automotive, eight at Mercedes, working on globalisation.
He holds an engineering degree from École Centrale, Paris, and an MBA from Henley Management College, UK
In his free time, Francis coaches athletes for javelin throwing, including the current decathlon world champion.

Aleksi Grym is Head of Fintech at the Bank of Finland. His team manages a portfolio of projects covering financial technology, new payment systems and digital currencies. He is a member of the ECB’s digital euro project steering group and has been a member in several other international working groups. Before joining the Finnish central bank Aleksi worked in the consulting and technology industry for over fifteen years in London and Helsinki, advising organisations ranging from SME’s to leading global corporations.

Farooq has been with UBS since June 2020. He previously held various senior positions in Investment Risk at Fidelity International and Royal London Asset Management. He spent close to a decade in managing hedge fund Investment Risk at Tudor Investment Corporation and City Financial. He started his risk career in the Investment Banking space, at Royal Bank of Scotland, Lehman Brothers and finally Nomura before transitioning to the alternative’s arena.

Emma Hagan is Chief Risk and Compliance Officer at ClearBank, responsible for all risk and compliance-related activities. She has over 18 years’ experience in commercial and corporate banking in both first and second lines of defence.

Emma joined ClearBank from Silicon Valley Bank (SVB), where she was Chief Risk Officer for EMEA, serving as part of the EMEA leadership and global risk leadership teams. Prior to SVB, she worked at Lloyds HBOS in a variety of roles.

Impairment Manager at Starling Bank, 6 years credit risk management experience across commercial loan underwriting and Retail Loan Loss Provisioning Commonwealth Bank in Australia. Strong focus on expected loss models and model adjustments in uncertain economic conditions.

I am a quant and data scientist with more than 15 years’ experience working in Finance in London during which time I have developed specialist knowledge in derivative pricing, numerical methods, statistics and machine learning. Today I work in a global risk function and lead a range of initiatives from synthetic data to behavioural finance, seeking to solve complex problems with robust and modern computational techniques.

Senior Audit Leader with multi-disciplinary experience of over 22 years in the area of business and integrated technology auditing. Expertise in products (retail, markets, insurance and investments), digital, technology, cyber, resilience, emerging technologies, data and sourcing. Building collaboration and engagement across senior leaders, regulators and control functions. Firm believer in coaching and supporting a diverse team to help fulfill their potential. Currently, Head of Audit with Lloyds Banking Group covering Insurance, Stockbroking and strategic technology platforms, security, resilience, digital transformation, data management and migration. Previously, worked with Deutsche Bank, Bank of Africa UK, Credit Suisse, KPMG and Oracle.

Basima Khuram will be speaking at Risk EMEA 2023

Marion Laboure is a Senior Economist at Deutsche Bank in London and Lecturer at Harvard University. She has extensive private sector, public policy, and monetary policy experience, including at the European Commission, the IMF, the Luxembourg Central Bank, and Barclays. She received first prize from the American Society of Actuaries, Revue Banque nominated her as a rising star in finance, she is part of the 45 standout women in fintech, and Business Insider named her a cryptocurrency mastermind. She is the author of Democratising Finance published by Harvard University Press

Carlos Martin FRM Msc BBA is an Executive Director at JPMorgan Chase & Co. and Global Head of CIB Markets Fixed Income, Currencies & Commodities Operatonal Risk Management. He has 25 years’ industry experience having previously worked at Morgan Stanley, CIBC, BNP Paribas, UBS, RBS NatWest Markets and EY in roles across Trading, Technology, Finance, Market Risk, Operational Risk and Audit.
Carlos collaborates with the Council for International Securities and Investment (CISI), the Professional Risk Managers International Association (PRMIA) and the Global Association of Risk Professionals (GARP). He is a certified Financial Risk Manager, holds a Master of Science in Finance by the University of Syracuse, New York, a Bachelor of Business Administration by the Universidad Autónoma, Madrid, and Academic Qualifications in Economics, Computer Programming, Market Risk and Operational Risk.

I am currently heading the Operational Risk Function at the National Bank of Kuwait (International).

I have spent over 10 years designing, implementing, and embedding Operational Risk frameworks across various sectors of Financial Services, including Retail Banking, Payments, and Financial Technology.

I also sit on the Executive Committee of the Institute of Operational Risk as Head of Membership for England and Wales.

Mo brings a wealth of experience covering first, second and third line roles in Cyber, Security, Risk Management and Resilience across several sectors including Financial Services, Technology, Retail, UK Government and Telecommunications.

He joined L&G as a Head of IT Risk in early 2022 and currently leads the security teams across a diverse business that provides life insurance, pensions, mortgages and fintech services to retail customers.  He is well versed in delivering initiatives aimed at driving technology risk management and security good practice into organisational culture, for firms that deliver high levels of IT transformation and change and utilise agile frameworks.

Dr. Ying Poikonen is currently the Head of Modelling Group for EMEA region in SMBC. She is responsible for the quantification of Credit, Market, Liquidity, Operational and Climate Change related financial risks for both internal and regulatory purpose, as well as the development of Model Risk Management and Stress Testing for EMEA region. Prior to joining SMBC, Ying worked in Deutsche bank. She holds a PhD degree in Engineering from Warwick University.

Peter Quell is Head of the Portfolio Analytics Team for Market and Credit Risk in the Risk Controlling Unit of DZ BANK AG in Frankfurt. He is responsible for methodological aspects of Internal Risk Models, Economic Capital and Model Risk. Prior to joining DZ BANK AG Peter was Manager at d-fine GmbH where he dealt with various aspects of Risk Management Systems in the Banking Industry. He holds a MSc. in Mathematical Finance from Oxford University and a PhD in Mathematics. Peter is member of the editorial board of the Journal of Risk Model Validation and a founding board member of the Model Risk Management International Association (mrmia.org).

Catarina Souza is the Head of Model Development and Review Division at the Bank of England, Prudential Regulation Authority (PRA). Prior to joining the PRA, Catarina was a Senior Expert for Model Risk Management at ING, where she led the implementation of the model risk management framework globally for the bank, with a significant focus on the adoption of Artificial Intelligence (AI) technology. Catarina has over 16 years of working experience, including leading multicultural international teams successfully delivering cross-border projects in the areas of credit risk and model risk management. Prior to joining ING, Catarina worked with S&P Global Market Intelligence, overseeing numerous clients across EMEA and the Americas, managing the development, implementation, maintenance, and validation of credit risk models.

Before joining Opensee in 2019, Christophe Rivoire spent more than 25 years in the Banking industry and especially in Fixed income trading in Europe and in the US. He started his career at Louis Dreyfus Finance before joining HSBC in 1998, where he held various responsibilities. Combining Risk, Trading and Technology has always been at the center of his interests.

Amanda Whitley will be speaking at CeFPro’s upcoming Risk EMEA Convention

Corporater is a global software company that enables medium and large organizations worldwide to manage their business with integrated software solutions for Governance, Performance, Risk and Compliance (GPRC) built on a single platform.

Our signature solutions include Business Continuity, Operational Resilience & Third-Party Risk Management, Compliance Management, Enterprise & Operational Risk Management, Individual Accountability Regimes (e.g. IAF & SMCR), Internal Audit Management, Performance & Strategy Management. All Corporater software can be used out of the box as point solutions or implemented as a seamlessly integrated holistic GRC framework.

Corporater solutions are used by public and private organizations in highly regulated industries, including banking and financial services, healthcare, local and state government, logistics, telecommunications, utilities, and others. Corporater solutions are intuitive to use, secure, scalable, and highly configurable – enabling organizations to have their solution set up their way, today and in the future.

Learn more at: corporater.com/fs

4C Strategies are sponsoring Risk EMEA 2023

Our consultants combine exceptional quantitative skills with a deep understanding of financial risk management, and have a business-oriented mindset, allowing us to successfully deliver complex analytical projects. We have a corporate culture with flat hierarchies, where entrepreneurship is encouraged from all members of our collaborative teams, across our offices in London, Frankfurt and Zurich.

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.

Redis are sponsoring Risk EMEA 2023

ActiveViam, a global software provider to the financial services industry, delivers a fit-for-purpose data analytics platform that accelerates confident decision-making. For nearly two decades, we have empowered financial services firms to be ready for the unexpected and eliminate blind spots when making decisions. Performing continuous calculation of risk and performance metrics on huge volumes of fast-moving data, our innovative data aggregation and analytics platform helps clients freely explore metrics at the most granular level, detect and diagnose outliers as they happen, and perform real-time impact analysis of ‘what-if’ scenarios. This results in better business outcomes such as optimized profits, a higher yield on investments, and reduced exposure to regulatory fines.

Climate X’s climate risk data and analytics platform, Spectra, is a multi-award-winning SaaS solution that helps organisations become more resilient to the impacts of climate change by quantifying the probability and severity of weather events decades before they happen. With the latest regulatory requirements in mind, firms around the world trust Spectra to provide explainable and understandable data to strengthen their climate financial risk disclosures and plans for ICAAP, stress testing, origination and TCFD reporting.

Spectra delivers location-specific risk ratings, EPC ratings for transition risk and climate-adjusted loss estimates between now and 2100 under multiple climate emission pathways via an easy-to-use SaaS platform or integrated API.

To learn more about Climate X and the work we do, visit our website for a personalised demonstration: https://www.climate-x.com

Opensee empowers Risk Managers and Quants to consume an unprecedented volume of historical and real time data for their most complex calculations, and for the analysis associated with these metrics.

Combining the power of Cloud Computing, AI and modern architectures with decades of expertise from the Trade and Risk departments of global banks, Opensee brings the new generation of Risk Analytics, with ability to recalculate, compare, drill down, roll up, run what if scenarios across billions of data points.

Deployed across global leaders of the sell and buy-side for Credit Risk, Market Risk / FRTB (SA/IMA), Liquidity & ALM, ESG and Collateral Management, Opensee challenges the limitations of legacy Risk Systems and brings a new impetus to analytics with key ability to deliver hyper fast calculations, advanced analytics, versioning and data quality – abstracting the complexities to focus on valuable analysis effort, with full control of cost and deployment model.

Deliver your key metrics (VAR, Expected Shortfall, Default / Incremental Risk Capital,  NRMF Stress Tests…) at your fingertips and never compromise again on the volume and quality of data you need for your regulatory and non-regulatory analysis!

LogicGate is a modern risk optimization company empowering businesses to proactively transform risk enterprise-wide. Because risk is a team sport, we created Risk Cloud® — the most nimble and collaborative GRC platform out there. Rapidly adapt to changing business conditions. Confidently innovate and build new processes as you go. Collaborate on risk across your entire organization. Risk Cloud gives you a truly holistic view of risk that you just can’t get from point solutions. After all, great companies are built not by avoiding risks — but by choosing the right ones.

LogicGate is recognized as a risk management leader by Gartner, Forrester, and G2, with accolades from Crain’s Chicago Business, Built in Chicago and the Chicago Tribune for its company culture. LogicGate was also recognized in Inc. 5000 2021.

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