CeFPro Webinar: The intersection of technology and model risk

The intersection of technology and model risk

COMPLIMENTARY CEFPRO WEBINAR

The intersection of technology and model risk

 Taking place on 26th May @ 3pm (GMT) / 10am (EST)

Key agenda topics to be addressed include:

Reviewing goals and outcomes of an effective model risk program
Data governance, quality and lineage
Standardisation of model development
Integration of technology and use of cloud
Ownership: Modeller vs. data owner
Calibration and management of the model lifecycle

Can’t make the live date? Still register your place, as all registrants receive a complimentary copy of the final recording.

INSIGHTS FROM:

Ashutosh Roy

Ashutosh Roy
COO Risk Methodology,
Deutsche Bank

Biography

Ashutosh is heading the COO function of Risk Methodology department at Deutsche Bank, and he is driving the consistent adoption of model development standards across risk models including process automation and reduction of divergence in model development platforms to achieve efficiency and cost benefits. He has 13 years of deep experience with an equal amount of exposure to 1st LOD (Model Development) and 2nd LOD (Model Governance) spaces. As a 1st LOD model risk manager, he has gained first-hand experience on setting up the key elements of holistic model risk governance framework namely model risk tiering, model change governance control and model uncertainty management framework. He has worked with Morgan Stanley as Market Risk model developer and with BAML as a model governance manager. Ashutosh holds a PhD from Indian Institute of Management (IIM), Ahmedabad, India and Masters from Indian Institute of Technology (IIT) Kharagpur, India. He also holds FRM and ERP Certification by GARP.

LinkedIn Account

Rajesh Kaveti

Rajesh Kaveti
Head of Finance Regulatory/Capital Adequacy Technology/Director,
BNY Mellon

Biography

Rajesh Kaveti is director at BNY Mellon and is the global head for RISK and Financial Regulatory Reporting Technology. Prior to this. Rajesh was responsible for development of Enterprise Data Lake implementing a single source of truth across the enterprise. He has strong experience in data engineering and has focused extensively on bigdata-based enterprise wide solutions for compliance related projects.

Currently he is focused on developing an advanced analytical platform in the internal cloud to support CECL and CCAR model development using PYTHON and SPARK. This is to remove all UDTs solutions and automate the entire process of data acquisition, model development and execution for CCAR and CECL cycles.

Rajesh has extensive background in engineering and data science. He has worked in financial companies including State Street, Fidelity and Thompson Financial. He has Masters Degree in Engineering from University of Arizona, Tucson and Computer Science from University of Massachusetts, Boston.

LinkedIn Account

James Bone

James Bone
Lecturer-In-Discipline, ERM,
Columbia University

Biography

James is Lecturer-in-Discipline, ERM at Columbia University’s School of Professional Studies in the Enterprise Risk Management program. Bone is a risk researcher and author of Cognitive Hack: The New Battleground in Cybersecurity…. the Human Mind and creator of the first cognitive risk framework for Cybersecurity and Enterprise Risk Management.

Bone has served in numerous senior risk positions including Fidelity Investments, Department of Treasure/Freddie Mac, Liberty Mutual and consultant to professional organizations on GRC risk technology and enterprise risk programs.

Bone graduated Drury University with a B.A. in Business Administration, Boston University with Ed.M. in Management and Harvard University with a M.A. in Business Management and Finance.

LinkedIn Account

Michael S. Harmon

Michael S Harmon
Managing Director, Market Risk Management,
Wells Fargo

Biography

Michael S Harmon will be presenting at the forthcoming Risk Americas Convention.

LinkedIn Account

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