Treasury & ALM USA

Mark Benaharon will be speaking at Treasury and ALM

Thomas Braun is the Head of Market and Treasury Risk for UBS Bank USA where he oversees the risk management infrastructure and risk profile across the bank’s businesses. Previously at UBS, he was head of the CUSO Liquidity and Funding Risk team, overseeing a team monitoring the complex risk profile of the UBS entities in the CUSO.

Prior to joining UBS in 2019, Thomas was Head of Liquidity Analysis at Societe Generale, where he developed the company’s liquidity and interest risk infrastructure, leading the implementation of the company’s liquidity risk framework including the firm’s liquidity stress testing covering a $200 billion sheet.

Previously, Thomas worked at Lehman Brothers within their ALM team and within AT&T Corp. Treasury, where he worked across Capital Market functions. He holds a BS in Finance and Accounting from New York University.

Mark Cabana is the head of US Rates Strategy at BofA Global Research, based in New York. In this role, he publishes research and trade recommendations covering US short-term interest rates and macro strategy. He also meets regularly with a broad range of clients to discuss the firm’s views on Fed policy, interest rates, and financial regulation. Cabana joined the firm in 2015.

Before joining BofA Securities, Mark worked as an officer in the MarketsGroup at the Federal Reserve Bank of New York. He spent nearly 9 years on the Open Markets Trading Desk which spanned the duration of the financial crisis. While at the NY Fed, Cabana was closely involved with the design and implementation for a number of asset purchase / QE programs and also managed a team focused on analyzing global macroeconomic conditions and financial markets.

Cabana earned a bachelor’s degree from Furman University and a master’s degree from Johns Hopkins University in finance and international relations. He is a CFA charterholder.

Bill has travelled extensively, working with banks in more than 20 countries globally. In his product management capacity, he managed several product suites and teams, across product lifecycles, including the launch of products focused on Balance Sheet management, Risk (Interest Rate, Liquidity, and Credit) and Financial performance.

Bill has worked in the financial services space for over 20 years in several senior roles, specifically within Product Management for more than 10 years. Bill is focused on delivering integrated finance, risk and regulatory compliance and reporting solutions to support regulated financial institutions in meeting their obligations to external regulators and their own board of directors.

Gennadiy Goldberg is a Director and US Rates Strategist at TD Securities, conducting research and providing market commentary on interest rates and the US economy. Gennadiy focuses on Treasuries, swaps, TIPS, supranational and agency debt, as well as green bonds. Gennadiy was ranked top five in the Federal Agency Debt Strategy category in the Institutional Investor’s All-America Fixed Income Research team surveys in 2017, 2018, and 2019.

Vineet will be speaking at the 2nd Annual Treasury & ALM Congress

Charlie has worked in First and Second Line of Defense roles in USA, UK, and Australia. He has an MBA from Chicago Booth and is certified by GARP as a Financial Risk Manager.  He is now based in Brooklyn, New YorkCharlie will be speaking at the 2nd Annual Treasury & ALM Congress

Julian oversees Berenberg Capital Markets’ risk management program as the Head of Risk Controlling. Berenberg is a multinational full-service investment bank founded in 1590 with a significant presence in New York. Prior to returning to the industry, he consulted large financial institutions around the globe with a focus on Western Europe and North America. His financial and tech skills made him a trusted advisor across treasury, finance, ALM, and risk departments and a frequent speaker at industry events.

Rajesh currently leads the Regulatory Reporting and CCAR initiative. He also has the oversight of some of Corp Treasury programs. Prior to this, Rajesh led many projects including Enterprise Data Services at BNY Mellon. Rajesh has over 20 years of experience in financial sector. Rajesh is fully hands on with strong interest in applying data science to different areas.
Rajesh is a constant learner and enjoys taking University level classes to expand his learning. He has Masters in Computer Science from University from Massachusetts, Boston. Recently his interests has shifted into Data Science area.

Shahab Khan currently works for HSBC USA in New York in Capital & Liquidity Policy Group as Head of Liquidity Policy. Prior to this, he was at JP Morgan Chase & Co. as subject matter expert. Before this, he worked for various financial institutions and was associated with one of the big four accounting firms in the financial advisory group at the beginning of his career. During his professional career, he has held various positions in Treasury and M&A 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.

Ty Lambert joined BancorpSouth in 2006 and has held a variety of management positions with responsibilities contributing to balance sheet management, credit risk management, corporate planning, and modeling and forecasting. In his current role as Chief Risk Officer, his team is responsible for data analytics, regulatory compliance, enterprise risk management, vendor management, and Bank Secrecy Act/ Anti-Money Laundering efforts. Prior to joining BancorpSouth, Ty was an investment portfolio manager.

Avi Lopchinsky is a senior Treasury Risk Professional with extensive leadership in building and leading Treasury(ALM/IRR, Liquidity, CCAR) and market risk teams. He currently works as Head of Liquidity, Interest, and Market Risk at Apple Bank. Avi has an in-depth knowledge of banking practices and drivers from a business and risk viewpoint.

Jennifer was in the field of finance for 14 years and now has added 5 years in banking corporate risk. She started her career at the Federal Reserve Bank of KC after receiving a BA in finance/management. In her nearly 7 years at the Fed she worked with phenomenal people and had mentors that encouraged her to further her education. She obtained a MA in Economics and has all but the dissertation completed on a PhD in Economics and Public Administration. She then worked for DST Output and Pioneer Services as a Director of Finance. For the past 5 years, while at UMB, she has built the model risk management program from the ground up and acquired other operational risk management responsibilities such as third-party risk management onboarding and monitoring, corporate insurance, and contracts management.

Matthew Michel joined Cadence Bank in 2011. He is a CFA® charterholder and has held several positions within the Credit Department that include commercial underwriting, portfolio reporting, and MIS management. As Director of Quantitative Credit models, he leads a team that is responsible for managing the ACL using portfolio level credit models, developing and maintaining credit risk scorecards, and portfolio level stress models. Before joining Cadence Bank, Matthew worked in Retail Underwriting for Wells Fargo.

Siddharth will be speaking at the 2nd Annual Treasury & ALM Congress

Julian will be speaking at the 2nd Annual Treasury & ALM Congress

Mr. Charlie Peng is currently a Senior Vice President and Head of Treasury at Bank of China USA, primarily responsible for managing the banking book interest rate risk, liquidity risk and funding operations, investment management and other treasury functions .

Prior to that, he was also Head of Market Risk Management at Bank of China USA, and a director in Global Risk Oversight group at American Express, mainly responsible for financial & treasury risk modelling and market risk oversight. He also worked at Bank of America Merrill Lynch and Deloitte.

He is a CFA and holds MS Computer Science from State University of New York at Binghamton, MS Economics at Fudan University and Bachelor at Nankai University in China.

Svilen is currently with RBC as a Managing Director and is responsible for Balance Sheet Risk, Group Risk Management, Enterprise wide ALM, investment portfolios market risk, and liquidity risk governance, oversight, reporting, and model validation.

Prior to RBC, he held progressively senior roles in the Treasury and ALM management functions of large financial institutions in North America and Europe.

Susanne Robinson leads the second line of defense Liquidity Risk Oversight function at First Citizens Bank.  She joined First Citizens earlier this year when it merged with CIT Bank and became a Category IV bank with over $100bn of assets.  Susanne had been with CIT since 2014 where she built the Liquidity Risk Oversight function and held roles in Model Validation, CCAR stress testing, and Resolution Planning.

Susanne has a PhD in Finance from Stanford University.  Earlier in her career she worked in fixed income research and trading and financial analysis for securities litigation.  She has also taught classes in fixed income and options markets at NYU and Columbia Business

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.

Yujush Saksena is currently a Managing Director in Treasury Risk at BNY Mellon.Prior to this he was the Head of Market Risk, GE Capital covering Interest Rate Risk, FX Risk and Commodities Market risk. Prior to this he was the Managing Director Market Risk for GECA and the Verticals and co-head of Interest Rate Risk oversight at GE Capital where his primary responsibilities included providing Independent Market Risk oversight of GE Capital Americas and GE Capital’s Global Commercial Real Estate, Aviation Financial Services, North American Life and Health and, until full divestiture, Synchrony. Prior to SIFI de-designation he was responsible for strengthening the independent oversight and challenge of IR risk, including evolution of IRR Policy, Standards and Procedures framework

Prior to joining GE Capital Yujush was at Citigroup, where was the Managing Director Interest Rate Risk Oversight and Market Risk Manager for the Retail Asset businesses. In his 23 years at Citi he held a number of roles in Market Risk and Finance, including Market Risk Manager for Latin America Retail bank. While at Citi, he also worked on developing and implementing a standard NII forecast process across Finance, Risk and Treasury at Citi.

Yujush holds an MBA from The Indian Institute of Management, Bangalore India and has an undergraduate degree in Engineering and a Master’s in Economics. He also holds CFA and FRM certifications.

Frank Sansone is Treasurer and SVP of China Construction Bank NY branch. Frank joined CCBNY in 2014, and he is primarily responsible for all branch treasury activities including balance sheet management, interest rate, funding, liquidity and forex risk. Previously, Frank served as Treasurer for Dexia US operations where he was responsible for global USD liquidity & interest rate risk. Prior to Dexia, he was the Treasurer of National Bank of Kuwait US operations.

Visionary problem solver & diplomatic change agent, Frank currently leads the NY branch Libor Transition Working Group. Frank has also led CCB’s effort as co-chair on US RMB Working Group successfully securing the regulatory approvals for the launch of an RMB clearing hub in the US. Frank is a seasoned liquidity stress manager having successfully chaired the US Liquidity Contingency Committees overseeing Dexia’s global USD liquidity management efforts during the crisis of 2008, 10 & 11, National Bank of Kuwait USD operations during the Iraqi invasion of Kuwait and most recently CCB during the 2020 Pandemic systemic liquidity stress.

Frank is a subject matter expert and regular industry speaker on China macroeconomics, managing China risk, and Treasury management best practices, including Liquidity, FTP, Libor transition, interest rate risk and balance sheet management. Frank has spoken at numerous Association of Financial Professional conferences on the benefits of RMB internationalization in RMB trading and corporate risk management and on Liquidity, IRR Risk, Funds Transfer Pricing and Libor-SOFR transition. He launched and is the author of the CCBNY China Update, with the objective of educating and facilitating a better communication and understanding of China’s evolving economic and regulatory framework for our local U.S. corporate and financial clients.

Frank graduated with a Juris Doctor from Fordham University School of Law and a Bachelor of Science in both Economics and Finance at the State University of NY at Albany.

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.

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

Paige Wisdom is a strategic executive with deep expertise in finance, risk management and capital markets at Fortune 500 financial institutions and private equity and venture capital-backed FinTech start-ups. She has a track record of leading high performing teams through extensive M&A, financial market and large-scale transformation. She is recognized as a results-oriented leader focused on leveraging data-driven analytics and creating an inclusive culture for talent development.

Paige currently serves on the board of Morgan Stanley Bank N.A. and Morgan Stanley Private Bank. She currently is a member of both the Risk and Audit Committees.

For the past five years, Paige has been the CFO of non-bank, early-stage financial services companies owned by venture capital and private equity, including Exeter Finance, Renovate America, and Southern Management.

During the 2008 financial crisis, Paige took on the important role of Chief Enterprise Risk Officer at Freddie Mac where she was responsible for the management of credit, market, model, and operational risk as well as building the risk framework and governance for the $2 trillion company.

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

Oscar is currently with BNP Paribas, in NY, as a Director, the Head of ALM&T and Asset Management Model Risk Management and the Validation Manager for CCAR, Compliance and Global Markets AI/ML models.

Prior to this role, Oscar enjoyed his 12+ year career in the risk management across different locations: Tokyo, London, Brussels and London, by enhancing risk management practices with local lines of business and supervisors. As the Head of Market and Counterparty Risk Model Validations, BNP Paribas, Americas, he also played a major role as the second line of defense in enhancing these models by leading global teams in Europe and in North America.

Oscar, FRM, holds a Master’s degree in quantitative finance from the École Mines de Paris, France

Maxwell Zhu is the managing director, Head of Quantitative Analysis & Strategy, Corporate Treasury, BMO FG. Maxwell is responsible for the enterprise wide modeling and analytics to support structured market risk and liquidity & funding risk management as well as the PPNR modeling and analytics of stress testing required by both the US and Canadian regulators. Prior to joining BMO, Maxwell was MD of CCAR PPNR Modeling and Risk Management at MUFG Union Bank. He was Vice President for Pricing and Credit Valuation Analytics at Fannie Mae, focused on the pricing and valuation of mortgage guarantee assets and liabilities and valuation impact of mortgage modifications. Maxwell also worked at JP Morgan Chase as a Senior Vice President where he focused on Jumbo mortgage, home equity, and subprime portfolio management, management of purchased credit impaired mortgage portfolio, and mortgage servicing right (MSR) interest risk hedging analytics and strategy.