Malcolm D. Griggs
Executive Vice President, Chief Risk Officer
CITIZENS FINANCIAL GROUP
Malcolm Griggs is the Chief Risk Officer of Citizens Financial Group, Inc. He joined Citizens in December 2014 as Executive Vice President and Chief Credit Officer.
Griggs serves on the Executive Committee and as CRO is responsible for defining and overseeing how we manage enterprise-wide risk at Citizens and for leading the bank’s Corporate Risk Management organization, including the development and execution of its strategy and its day-to-day operations.
Griggs has over 25 years of risk and business line experience. He joined Citizens from Citigroup where he was head of business risk and controls for the U.S. commercial and consumer banking businesses. Prior to this, he held senior risk management and business line roles at Morgan Stanley, Bank of America, Wachovia and Fifth Third Bancorp, where he served as CRO.
Griggs is active in industry organizations and is a past chairman of the board of the Risk Management Association (RMA). He currently serves on the board of the Rhode Island Philharmonic Orchestra and Music School. He earned both his undergraduate and J.D. degrees from the University of North Carolina at Chapel Hill.
Chief Risk Officer
Darrel is Chief Risk Officer of Man Solutions, Man AHL and Man GLG ('GLG') with responsibility for risk management. Darrel joined Man Group via GLG in 2011.
Prior to this, he worked at Investec Bank PLC for over 10 years where he headed the Market Risk and Asset and Liability Management teams for the bank before working in the Principal Finance area.
Darrel holds a BSc (Hons) degree from the University of the Witwatersrand, Johannesburg, an MSc (Quantum Fields and Fundamental Forces) from Imperial College, London and a PhD in Theoretical Physics from Kings College, London. Darrel is a Fellow of the Faculty of Actuaries.
Head of Artificial Intelligence and Machine Learning
Imir Arifi leads artificial intelligence (AI) and machine learning at Health Care Service Corporation (HCSC). In this role, he provides executive guidance for the company’s AI strategy, manages the development and execution and guides use case selection to maximize long term value of the technologies.
Prior to joining HCSC, Imir served as the general manager for banking at DataRobot, leading the expansion of DataRobot’s partnerships in the banking industry through the effective use of its machine learning platform. Imir has 18 years of diverse banking expertise covering various risk functional areas and products at large financial institutions. He’s previously led the validation of mission critical models focusing primarily on market risk, operational risk, and pre-provision net revenue frameworks within the model risk management and validation department of Regions Bank.
He supported the Commercial Bank as well as the Commercial & Investment Bank divisions in various capacities including Quantitative Development, Risk Management, and Treasury Functions at JPMorgan Chase & Co. Imir worked as a senior quantitative developer at the Federal Home Loan Bank of Chicago, and began his career at ABN-AMRO North America where he served in Capital Markets & Treasury roles, including supporting the ALCO Committee and specializing in the valuation of interest rate derivatives.
Imir holds a Doctorate in Management Science with a focus on analytical finance and credit risk management from the Illinois Institute of Technology in Chicago, Ill.
Head of Applied Sciences - Business Integration, Group Digital and Transformation
LLOYDS BANKING GROUP
Artificial Intelligence Strategist and Business Integrator
Abhijit is bringing machine intelligence to life at the Lloyds Banking Group. His focus is on combining machine and human intelligence with data to fundamentally change the way the Bank does business and create new opportunities for customers and colleagues. Additionally, he is setting up an Academy in the Lloyds Banking Group to democratise AI skills across 75,000+ employees to empower them to succeed in the data driven future. Also, Abhijit sits on the Expert Advisory Panel of All Party Parliamentary Committee on Artificial Intelligence.
Earlier, at McKinsey & Company, Abhijit engaged with leaders from large enterprises across Europe, Asia, and North America to help them take strategic and investment decisions, build new digital business models, and drive above-market growth. He led a venture with a leading digital corporation to develop analytical offerings for energy and investment sectors.
Previously, at HCL Technologies, Abhijit built and led tech-enabled businesses in Europe and Asia. He helped large corporations and governments embrace technology to improve performance. This included setting up technical support infrastructure with over 3,000 people for the UK-wide broadband launch by BT.
An engineer by training, Abhijit has an MBA from London Business School with exchange at MIT Sloan.
Global Head of Financial Risk Analytics
Senior GRC Consultant
IBM – Watson Financial Services
Patrick Batson is a Senior GRC Solution Consultant who focuses on the IBM OpenPages platform. He has over 25+ years of IT experience in Risk Management, Security, Networking, Infrastructure, Architecture and Development. He has previously worked at as a Big Four Consultant where he was responsible for GRC implementations and business process re-engineering across a wide range of industries. His primary focus was on the delivery of RSA Archer and IBM OpenPages. He led teams on the development and delivery of technology solutions to meet use cases across Risk, Compliance, Internal Audit, Security and Vendor Management functions. He was also the lead architect on many of the implementations. Patrick also has also previously worked at RSA, the Security Division of EMC. His last position there was as a Senior Manager where he formed and managed a global team that performed testing of RSA products globally He also was engaged in the selection of and deployment of GRC tools such as Archer, BWise, MetricStream and Teammate. Patrick has also been a speaker at various conferences and customer events on GRC and Cybersecurity topics.
Chief Risk Officer, Retail and Institutional Financial Services
Michelle McCarthy Beck is CRO for Nuveen, the asset management division of TIAA. She heads the team responsible for Investment Risk, Operational Risk, Valuations, and Business Continuity. Before joining Nuveen in 2010 she had prior roles including CRO at Russell Investments, and Chief Market and Operational Risk Officer at Washington Mutual Bank.
From 1986-2003 she worked at Bankers Trust and then Deutsche Bank in roles including derivatives portfolio manager, head of market risk management for Europe/Middle East/Africa in London, and head of risk management for the bank's asset management division.
SVP, Head of Market Risk Model Validation
Ozgur is a quantitative finance and risk management professional with over 16 years of experience working with many reputable financial institutions including hedge funds, fund of hedge funds, banks and sell side research firms in middle office/front office quant and risk management roles. Currently Head of Market Risk Model Validation team for SunTrust he is responsible for model risk across the bank with a focus on capital markets, balance sheet, and investment management models. Prior to joining SunTrust, he worked at Regions Financial in validation of market risk models.
Earlier he partnered in a hedge fund start-up trading machine learning algorithms in Global Macro space. Prior to that, he held hedge fund risk manager/quant roles at Balyasny Asset Management, Deutsche Bank, Mesirow Advanced Strategies, and Charles Schwab. In these positions he was responsible for alpha research, building backtesting platforms, portfolio optimization, asset allocation, hedging, risk management, research and selection of hedge fund managers, and interacting with existing and prospective clients.
He has received his MBA in Finance from Thunderbird, his B.Sc. in Engineering from Middle East Technical University. He enjoys playing jazz piano and chess.
Managing Director, Head of Enterprise Risk Management for the Americas
Didier Blanchard started at Société Générale in 2009 as Group Head of Global Risk Measurement in Paris, before moving to New York in 2016 as Head of Enterprise Risk Management for the Americas. Prior to joining Société Générale, Didier had performed the Basel 2 validation of BNP Paribas Group, and then had structured regulatory and accounting solutions at that bank’s Fixed Income department in London. A graduate of Sciences Po Paris, Didier had started his career in 1995 at Commission Bancaire, the French banking supervisor.
Head, US Office of the Chief Data Officer and Privacy
Patrice Brusko has been with TD since 2011 in various roles including US Chief Privacy Officer since 2015 , Senior Compliance Group Manager in US Privacy and Senior Marketing Manager in US Corporate Marketing.
In her current role, Patrice is responsible for driving and integrating the enterprise data strategy across the U.S., maintaining strong partnerships between the OCDO and the U.S. lines of business, particularly the Data Steward community, monitoring adherence to OCDO policies and standards by U.S. business lines, and contributing to the overall evolution of enterprise data programs.
Patrice has more than 30 years of experience in financial services spanning roles in consumer banking, marketing, and compliance. She maintains the Certified Information Privacy Professional (CIPP) designation, Certified Information Privacy Technologist (CIPT) designation, and was also awarded the Fellow in Information Privacy (FIP) in 2017. She is a graduate of the ABA School of Bank Marketing and Management, and holds a degree in Political Science and Secondary Education from Gettysburg College.
Director, Research, Innovation & Financial Engineering, Financial Risk
Curt Burmeister is the Director of Research, Innovation & Financial Engineering for the Financial Risk division of Watson Financial Services. The Research and Financial Engineering team is responsible for the design and validation of the financial models and other quantitative methods use by IBM’s financial risk solutions. The Innovations team incubates ideas that apply new technologies and/or new methodologies to risk management. The group led the effort to re-platform core risk management simulation framework on Big Data and is currently developing a set of cloud APIs covering financial data, instrument valuation, scenario generation, and optimization.
Curt holds an MBA in Financial Engineering from MIT and a BA in Computer Science and Mathematics from Cornell University. He has a patent in compiler technology for register allocation and has co-founded four companies.
Head of Enterprise Risk Management
Joe has 30 years of direct risk management experience working in a variety of corporate and product specific risk management roles across a broad spectrum of financial services companies. He is currently the Head of Enterprise Risk Management at Lazard Ltd., with responsibility for the ongoing development and evolution of a comprehensive risk management program. Formerly, Joe was the Chief Risk Officer for Sanford C. Bernstein the sell-side subsidiary of AllianceBernstein. Previously, Joe led the market risk efforts across a variety of product areas at Credit Suisse and he served as the Head of Capital Markets Risk Management and Chief Market Risk Officer for Prudential Securities. Joe is a graduate from Villanova University.
Partner, Financial Services Advisory
ERNST & YOUNG
EY Americas Capital Markets Advisory Leader
Roy is a Principal in the Financial Services Advisory practice at EY based in New York. He leads the Capital Markets sector and co-leads the Treasury & Liquidity practice.
Roy leads EY’s Global Interbank Offered Rate (IBOR) offering, assisting industry working groups, trade associations and market participants in planning, as well as the execution of programs focused on IBOR transition to Alternate Reference Rates. Roy is responsible for EY's service offerings, focusing on Global Markets and Corporate Treasury function. Furthermore, he is a member of the client outreach and communication working group of the Alternative Reference Rates Committee in the US.
He is a frequent speaker at roundtables and conferences on corporate treasury, short-term wholesale funding, risk management, prime brokerage and capital markets.
Roy holds an MBA in Finance from Melbourne Business School, and is a member of The Institute of Chartered Accountants of India.
Managing Director, Head of US Liquidity and SIRR Oversight
Head of Risk, Americas
DEUTSCHE BANK AMERICAS
Head of DWS Investment Risk for the Americas & Asia-Pacific: New York
Joined the Company in 2006. In his current role, Ross leads a team focused on investment, counterparty credit and liquidity risk managed on behalf of DWS clients. In addition, Ross is responsible for financial risk of DWS USA Corp. Prior to his current role, Ross served in Deutsche Bank's Corporate Investment Bank, where he was responsible for overseeing counterparty credit risk to hedge fund clients. Prior to joining, he worked at Barclays Capital within the Hedge Fund Credit Group, at Risk Capital Management, at a boutique energy risk management consultancy and at Crédit Agricole Indosuez within the Financial Institutions Credit Risk Management Department
BS in Finance from Fordham University; CFA Charterholder; Financial Risk Manager (FRM); Former President of the Global Association of Risk Professionals (GARP) - Buy-side Risk Managers Forum
Principal Economist, Supervision & Regulation
FEDERAL RESERVE BOARD
Ashish Dev is Principal Economist at the Federal Reserve Board. Prior to that Ashish was a Managing Director at JP Morgan Chase Risk Management. He has over 20 years’ experience in enterprise risk management. Ashish is listed as one of the most published authors by Risk in its 20th anniversary issue. He has been recognized as one of the top faces of Operational Risk for making the field what it is today. Ashish is Editor-in-Chief of the Journal of Credit Risk. Ashish has a PhD in Economics & Finance and holds the CFA professional designation.
Director, Economic Stress Test Manager, Credit Strategies Group
Hakan Danis is currently Director in MUFG Union Bank where he is responsible for the BHC stress scenario design, expansion of supervisory scenarios and projecting 150+economic series under each scenario for use in CCAR, Mid-cycle DFAST, ICAAP, RRP, JFSA and monthly budget baseline scenarios. He has developed two challenger models (C&I and CRE credit loss) and a model that has been used to rank scenarios based on their severity. He actively participates in Review & Challenge and represents the Risk group in Overlay Committee meetings. Prior to joining MUFG Union Bank, he was Senior Economist in the Research Department at BBVA, where his forecasts were accepted one of the most accurate forecasts of U.S. economic trends in 2010 and 2011 by Bloomberg. He holds a PhD in Economics from Terry College of Business, UGA and is expert in time series econometrics and monetary policy. He has published several academic papers and worked as editor and guest editor in academic journals.
ERNST & YOUNG LLP
Cindy Doe is a Boston-based Principal and leader of Ernst & Young’s Digital Risk offering in the Financial Services Office (FSO). Cindy is also the FSO New England Market Advisory leader. She brings over 25 years of experience working in the financial services industry, specifically in banking and capital markets, investment management, and insurance. Cindy has significant experience working with global financial services clients on technology and cyber risk management frameworks, vendor risk management frameworks, resiliency frameworks, internal and external audits, and third party control reporting exams.
Prior to joining Ernst & Young’ Financial Services Office, Cindy worked for Zurich Financial Services as Director of IT Audit for Zurich Global Assets, including Centre Re & Zurich Capital Markets, and Director of Internal Audit for Zurich Scudder Investments in North America. In these roles, she was responsible for the development and execution of the annual risk-based audit plan for IT and as well as business operational audit work in the US and international locations as well as co-led the Business & Technology Recovery cross functional working group at Zurich Scudder Investments.
Selected Major Projects:
- Led various process, risk, and control assessments for large investment management firms and regional banks relating to various processes including information technology, information security, disaster recovery, investment life cycle, trading, as well as finance and billing.
- Led a large vendor risk engagement for a large US retail bank relating to the risk assessment and mitigation strategies associated with outsourcing of IT infrastructure services.
- Led a technology and operations risk and controls assessment of the consumer and mortgage servicing divisions of one of the largest global banks.
- Global IT Executive on a large global financial services firm, which includes broker dealer, custodian, and asset management services.
- Led an advisory engagement for a global financial services firm to provide insights and recommendations as part of management’s rollout of a quality controls and quality assurance program in the first line of defense.
- Led the IT component of multiple service organization control report engagements, including SOC 1 and SOC 2, including banks, clearing broker deals, alternative investment firms as well as alternative asset administrators.
- Senior advisor for complex resiliency, privacy, and cyber risk engagements as well as the IT component of integrated and statutory audits for firms in the banking, capital markets and alternative investment industries.
Cindy is a Certified Information Systems Auditor and received a B.S. in Finance from Boston College.
SVP, US Head of Model Risk Execution
Bin is currently the Head of Model Risk Execution, managing the global Qualitative Model Validation teams in TD Bank. Before TD, Bin worked for Citi Bank in New York, where he was the Director of the CCAR Model Implementation & Execution, managing a group of quantitative analysts and managers responsible for the model implementation, production, and performance tracking of all loss forecast models in Citigroup's global consumer loan portfolios. Before that, Bin spent about 3 years with Discover Financial in the Chicago area as the Director of Model Risk Management, managing a team in responsible for model risk management framework, including policy and procedure, model risk buffer and sensitivity analysis, and model validation, as well as their final submission to the Fed, of all the CCAR/DFAST models across the company’s whole book of businesses.
Bin's financial industry experience started with Capital One, where he worked as a statistician, senior statistician and statistical modeling manager. In his career since then, Bin had personally built many statistical models in credit card and mortgage marketing, credit underwriting, credit loss forecast using different data mining, statistical and machine learning methodologies, and managed teams of different sizes in these areas in a number of banking and financial services companies.
Bin holds a PhD degree in Quantitative Psychology from Tulane University
Senior Vice President, Regulatory Interpretations Team
Raphael Ereyi is a Senior Vice President in the Regulatory Interpretations Group in Wells Fargo. Raphael leads a team of experienced subject matter experts that provide technical and practical application of complex regulatory rules in the areas of Basel 3 capital, CCAR/Stress testing, Liquidity and other regulatory reports. His team also provides consultative and advisory support to regulatory and audit examinations within the bank as well as act as the bank’s advocate on proposed or new regulatory rules. Prior to this role, Raphael was the Head of Regulatory Policy and Data Steward in the Wholesale Business Group, leading initiatives to drive “fit for purpose” data needed for complete and accurate risk and regulatory reporting.
Prior to joining Wells Fargo in 2013, Raphael was an SVP at Bank of America where he held various roles including Head, LOB Capital Management Group and Risk capital executive, Basel II Capital Reporting. He also worked at JP Morgan as Executive Director, Balance Sheet Capital Strategies; leading the Investment Bank initiatives to strategically reduce regulatory capital utilization during the 2007 financial crisis
Raphael is a Chartered Accountant with the Institute of Chartered Accountants of Nigeria (ICAN). He has an MBA (Finance and Risk Management) from the University of Toronto, Canada and he is also a Chartered Financial Analyst (CFA) as well as a Financial Risk Manager (FRM).
Raphael lives in Charlotte, North Charlotte with his family. He enjoys playing squash as well as recreational chess. He is active in his church and the local YMCA chapter.
Managing Director, US Enterprise Risk Management (ERM) Deputy Head
Fabrice Fiol is a Managing Director and Deputy Head of the Enterprise Risk Management Americas division. In this capacity, he co-manages a team responsible for risk appetite statement and reporting, risk identification, enterprise wide stress testing and governance including regulatory oversight for the Americas.
He was previously in charge of the market risk cross-asset team overseeing regional limit framework, market risk stress testing. His prior role was heading the Equity/Fixed Income/Commodity market risk teams for SG in the Americas, including NY, Canada and Brazil activities.
Fabrice Fiol joined Societe Generale NY in 2009. Prior to SG, Mr. Fiol was a Senior Vice President at Natixis in charge of Trading Risk Management on a U.S Agency MBS portfolio.
Prior to Natixis, Mr. Fiol was a Vice President at the reinsurance company SWISSRE-NY where he was initially in charge of front-office quantitative pricing and subsequently joined the U.S Rates Derivative Desk trading.
He graduated from ENSAE (National School of Statistics and Economics) and holds a Degree (DEA) from Paris VII University.
ARRC Member and Vice President, Rates Strategy
RBS NATWEST US
Blake is a Vice President on the US Rates Strategy team, contributing to formulation of the team’s official market views and overall macro outlook. Blake also leads the team’s coverage of front-end rates and has a particular expertise on Federal Reserve policy decisions and implementation. In this capacity, Blake assists the global sales and trading desks with both internal and external client interactions, serves as the primary author of the Front End Dispatch publication, co-authors the daily Treasury Morning Call and US Markets Closing Notes, and is a contributor to the bank’s Global Macro Weekly.
Blake joined NatWest Markets from the Federal Reserve Bank of New York, where he served in the Markets Group for 7 years. Specializing in US rates, Blake provided market commentary and analysis for senior policymakers within the Federal Reserve System and US Treasury Department. Blake was also heavily involved in the Federal Reserve’s Treasury purchase program, commonly referred to as “QE”, and went on to co-manage the Federal Reserve’s Treasury portfolio, advising policymakers on potential strategies for implementing purchase, sale, or reinvestment programs. In addition, Blake managed fixed income trading that was conducted on behalf of foreign central banks and official institutions. He also served as a liaison to the US Treasury Department, helping to inform US debt management strategy.
Blake is active in the New York Money Marketeers, a financial industry professional association, having served on the board and as the club’s Vice President. He has also been heavily involved in “Fed Challenge”, an economic education programme for high school and college students.
Senior Treasury and Risk Management Executive
Steven Hageman is a Managing Director - Liquidity Risk for SG Americas, reporting the Liquidity Risk Officer. That department is responsible for independent review of liquidity and structural risks for the US Affiliates and Branches.
Prior to joining SG in April 2016, Steven worked for HSBC North America Holdings, where he was responsible for Asset Liability Management for the US Holding Company, including liquidity and interest rate risk. Steven worked for HSBC in ALM for over 9 years, and helped establish the liquidity risk reporting and management framework for their US Operation.
Prior to that, Steven worked for HSBC in a variety of Finance roles and with ABN AMRO supporting their Transaction Banking Market Research.
Director, Principal Machine Learning Engineer
Zachary Hanif, Director, Software Engineering, Capital One
Zachary Hanif is a director in Capital One’s Center for Machine Learning, an in-house consultancy and center of excellence for machine learning innovation, research, and product delivery across the business, where he leads the team’s anti-money laundering and credit work. Previously, Zachary was a pre-Series A employee at Endgame, a startup focused on offensive cyber security products. He also worked as Director of Analytics at Novetta, a defense contractor focusing on large-scale network security products. He graduated from the Georgia Institute of Technology, and spent time afterwards developing and applying large-scale machine learning models to solve cyber security research problems within the Georgia Tech Research Institute.
Jonathan G. Harris
VP, Manager Non-Retail Credit Risk Analytics
Jonathan Harris is an executive leader and experienced quantitative modeler with over 20 years experience in the financial industry. He is currently VP-Manager of Non-Retail Credit Analytics for TD-Bank, leading the modeling of credit risk for TD’s Commercial Portfolio. Mr. Harris previously led the modeling function in the balance sheet management group at Capital One, the modeling function for the capital markets and balance sheet modeling activities at Fannie Mae, and the modeling function for an asset manager specializing in fixed income. In these positions he has developed mortgage prepayment models, models of bank deposit behavior, derivatives pricing methodologies, interest rate models, mortgage servicing rights valuation models, economic capital models, and valuation and hedging systems.
Jonathan has a BA in chemistry and mathematics from Johns Hopkins University and a PhD in physical chemistry from the University of Chicago.
Managing Director, Head of Model, Library and Tools Development
Lecturer, UCONN and former Chief Risk Officer
Ms. Howe is a banker, risk management and finance professional with more than 25 years industry experience in the global financial services sector, including roles in Canada, Europe and Mexico. With the rare ability of combining high-level quantitative skills with qualitative management excellence she has held a variety of senior risk management roles in some of the world’s most established banks including Deutsche Bank, UBS, ABN AMRO, and Santander.
She is an expert is managing emerging risks and those that cross multiple domains, such as operational risks. A proponent of measuring what you want to manage, she continually strives for Best Practice in the design of KRIs/KPIs and other Internal Control metrics and workflows. As technology is an enabler to both taking and managing risks of all sorts she has emphasized the roles played by business process management and vendor use in cyber risk vulnerability, and the techniques of RPA and Blockchain on risk exposures. As a long-time financial modeler, she understands the impact of techniques including machine learning and the continuum of AI methods on both risk and front office exposures. Well-known within the risk community she served for more than 10 years on the Board of the Global Association of Risk Professionals (GARP).
Offering deep knowledge in capital markets and investments across a broad range of corporate strategies and client segments ranging from high yield to high net worth, she also has a passion for education. Between consulting and corporate training projects, she teaches at several major universities in the US Northeast on an adjunct basis. In today’s environment, this is a help in managing talent and growing staff capabilities.
SVP, Head of Model Risk Management
PACIFIC WEST BANK
Stephen Hsu is the SVP, Head of Model Risk Management for Pacific Western Bank. He has more than 15 years of banking experience in risk and capital management. In this role, Stephen oversees model risk management function (i.e. the Chair of Model Governance Committee) in the Bank and leads the Bank's model risk management strategy, initiative and practice including model governance, model risk appetite, model inventory, risk assessment, model validation, model risk reporting, etc.
Before joining Pacific Western Bank, Stephen was an Advisory Director in KPMG, leading model validations for CCAR/DFAST PPNR and credit loan loss models in top-tier US and global banks. Prior to KPMG, Stephen worked for MUFG in several roles, including Director of Economic Capital Group, AMA Operational Risk Management Group, etc. Prior to MUFG, Stephen was a VP for Bank of America in Capital Portfolio and Risk Analysis Group for Basel credit models. Stephen holds his PhD in Economics from University of California, Los Angeles.
Managing Director, Quantitative Risk Management
Katie Hysenbegasi is a Managing Director and the Corporate Risk Manager for the Risk & Compliance Sector of the Bank of NY Mellon. In the current position, Katie is leading a team of 25 modelers/economists for Stress testing, CECL/IFSR9, and Basel III covering credit risk. In addition, she is responsible for the scenario design and macroeconomic factors forecasting. Katie joined BNY Mellon in January 2006 as a head of the credit risk modeling group.
During her career, she has served as Citigroup Vice President developing statistical models to support marketing and risk management. Katie also has taught for the Department of Economics at Baruch College, CUNY, as an adjunct assistant professor and lecturer.
Katie obtained an M.S. in Applied Mathematics for Finance from Baruch College of CUNY; an M.A. degree in Economics and a Ph.D. in Applied Economics from WMU 2001.
Managing Director, Regulatory Policy
Joseph Hwang is a Managing Director in the Regulatory Policy group at Goldman Sachs. Joseph joined Goldman Sachs after college and earned his MBS from NYU. Joseph is responsible for policy, interpretation, and advocacy of the regulatory capital rules. Joseph primarily covers derivatives, securities financing transactions, securitizations, SLR, and G-SIB, among other issues.
STATESTREET GLOBAL EXCHANGE
Vice President, Regulatory and Industry Standard Risk Solutions, State Street Corporation
Mr. Kapoor is currently leading the liquidity product development team within State Street Global ExhcnageSM. Sahil has
developed risk solutions and provided advisory services spanning liquidity risk, market risk, and stress testing. Prior to his current
role at State Street, Mr. Kapoor was most recently the Senior Manager of Liquidity modelling and Stress Testing at the Bank of
Mr. Kapoor holds an undergraduate and a graduate degree in Mathematics from the City University of New York and a Masters of
Mathematical Finance degree from the University of Toronto.
Head of Savings
AXA GROUP RISK MANAGEMENT
Prof. Aymeric Kalife is the Head of Savings & Variable Annuities at AXA Group, and an Associate Professor in Finance at Paris Dauphine University. His career at AXA includes various roles as in Risk Management since 2007. Prior to AXA, Aymeric was a volatility analyst at Deutsche Bank, a hybrids derivatives structurer at Merrill Lynch, a quant analyst in commodities derivatives at EDF and in interest rates derivatives at ABN AMRO.
His research interests are in hedging market liquidity risk for flow and structured products, variable annuities product design and hedging strategies, and the modeling of insurance products policyholders' behavior. He holds 6 masters degrees from Polytechnique, HEC & ESSEC Business Schools, ENSAE, Sorbonne and Science Po, and a Ph.D at Paris Dauphine Universities.
Director, Model Validation
Shannon is currently the Director of Model Risk Management at Zions Bancorp. Over seventeen years of financial service industry experience in risk management, model development and model validation. Previously she has consulted as an Associate Director in models and risk management at Protiviti Consulting, and lead risk management and development functions including the US Head of Model Risk Management at TD Bank, Head of Enterprise Risk Management Audit at Bank of the West, and Director of Economic Capital at HSBC Bank US. Earlier in her career she also worked for the Federal Reserve Bank of Philadelphia in the areas of retail credit risk, models and Basel II examinations and writing regulatory guidance. Shannon has a Master’s degree in mathematics and statistics from Cornell University and a Bachelor’s degree in mathematics from the University of Washington in Seattle.
Chief Risk and Compliance Officer
Joshua Kotok is the Chief Risk and Compliance Officer at First Savings Mortgage Corporation. Joshua is an accomplished executive with demonstrated performance in leading operational and technology risk management and compliance initiatives. In addition, Joshua has identified and assessed operational and information technology risk from the regulatory and audit perspectives.
Prior to joining First Savings Mortgage Corporation, Joshua was the lead examiner for ongoing monitoring and targeted examinations of Freddie Mac's Operational Risk program for the Federal Housing Finance Agency (FHFA). Joshua also served as the Senior Manager of Operational and Technology Risk for the Making Home Affordable program where he led the development of the ORM framework and all supporting components. Joshua also has prior experience as a Big Four management consultant where he led several engagements for Financial Services clients specializing in operational, technology and compliance risk reviews, governance and supporting technology implementation (GRC).
Joshua holds a Bachelor of Science degree in Information Systems from Florida State University. Joshua is a Certified Fraud Examiner (CFE) as well as a Certified Information Systems Auditor (CISA). In addition, Joshua has held numerous industry association board positions including serving as the President and Education Director of the ISACA South Florida chapter and Vice President of the iCoast CIO council. Joshua is also a past presenter for the Global Association of Risk Professionals (GARP) and the Operational Risk North America conferences.
Head of Quantitative Risk Analytics
ARRC Member and Research Economist
OFFICE OF FINANCIAL RESEARCH
Adjunct Associate Professor
Director, Quantitative Research
Andrew McClelland, Ph.D., Director, Quantitative Research, Numerix
Andrew McClelland's work at Numerix focuses on counterparty credit risk issues including valuation adjustments and counterparty exposure production for structured products. He also works on numerical methods for efficient production of risk profiles under real-world measures.
Andrew received his Ph.D. in finance at the Queensland University of Technology in financial econometrics. His research involved markets exhibiting crash feedback, option pricing, and parameter estimation using particle filtering methods. His work has been published in the Journal of Banking and Finance, the Journal of Econometrics, and the Journal of Business and Economic Statistics.
Managing Director, Risk Management
Vice President and Chief Data Scientist, Head of Data Science, Data Engineering, Advanced Analytics
Sears is a Vice President with expertise in the areas of data science and analytics as well as enterprise and internet technology. Over the past 14 years, Sears has spent time leading and innovating in numerous industries, including healthcare, telecommunications, and financial services.
Sears currently leads MassMutual’s data science and advanced analytics organization. The team is focused on bringing data science, analytics, machine learning and artificial intelligence to bear throughout the firm and driving change in the industry. Before that, he founded a start-up which designed and implemented a real-time machine learning and inference platform for predicting within-competition events in college and professional basketball games. Before that, he was responsible for architecting one of the nation’s first regional telehealth networks in Colorado.
Sears holds a Ph.D. in Computer Science, M.S. in Telecommunications, and B.S. in Electrical Engineering from the University of Colorado at Boulder and an M.B.A. from the Sloan School at Massachusetts Institute of Technology.
Sears is a frequent speaker at industry conferences and has numerous patents and publications in the areas of machine learning, technology and financial services. In 2016, Sears was recognized as one of the life insurance industry’s top 25 innovators under 40 by LIMRA. He sits on the analytics advisory board for Corinium Intelligence and the Big Data Working Group for the American Council of Life Insurers.
Head of Retail Credit Modeling and Analytics
Santosh Mishra, Ph.D.
Director, SVP, KeyBank
Head of Retail Credit Modeling and Analytics
Santosh Mishra leads the Retail portfolio CECL and CCAR/DFAST Credit modeling at KeyBank. He has 10+ years of Credit model development, Portfolio risk management, stress testing and strategic analytics experience. He specializes in quantitative modeling, credit portfolio management and has significant subject matter expertise in wide variety of retail and wholesale products space. Prior to joining Key, Santosh led CCAR and Basel credit model development efforts for wholesale portfolio at State Street Corporation. His previous experience also includes residential mortgage portfolio credit modeling and portfolio risk management for both retained and sold and serviced portfolio at CitiMortgage. Additionally, Santosh spent more than five years in academic research and published articles in reputed peer reviewed journals.
SVP, Head of Stress Testing
obert Linklater leads the stress testing and Capital Target Setting for the US operations of TD Bank. He previously led the implementation of CCAR, Valuations, Capital reporting and initiatives for the Wholesale Bank of TDBG. He was also responsible for Global Stress testing across the Wholesale Bank and led certain Volcker-related initiatives at the Wholesale Bank and Enterprise level, in addition he was the CFO various subsidiaries related to Private Equity and Asset Securitizations.
Prior to TD Bank, Mr. Linklater held various positions at the Royal Bank of Canada including Head of Corporate Treasury Finance. He was responsible for enterprise derivative and hedge accounting and reporting, accounting and reporting of treasury related activities, including securitization. He led the IFRS transition for these areas. He had also held the position of Head, External Reporting at Royal Bank of Canada where he was responsible for the Annual and Quarterly Report to Shareholders, ensuring compliance with Canadian and US GAAP, securities law and Basel II. He held senior management roles in Group Risk Management leading enterprise credit provisioning and Basel II parameter estimation initiatives. Robert has five years of experience in public accounting, with Coopers & Lybrand in Canada and the United Kingdom working primarily with financial institutions. He holds a Bachelor of Commerce degree in Finance from McGill University and a Masters of Business Administration from the University of Toronto.
Head of Model Validation and Analytics, Managing Director
Julia Litvinova is the Head of Model Validation and Analytics at State Street. In this role Julia is responsible for supervising validation of a broad range of models for credit, market, ALM, liquidity risks and asset management at State Street as well as quantifying and managing model risk at the firm-wide level.
Prior to joining State Street Julia worked at the Brattle Group, the economic litigation consulting company. She received her Ph.D. in Economics from Duke University, M.A. in Economics from New Economics School and M.S. in Mathematics from Moscow State University.
Christopher R. Perkins
Managing Director, Global Head of OTC Clearing
Christopher R. Perkins, Managing Director, is the Global Head of OTC Clearing for Citi. In the
aftermath of the global financial crisis, Mr. Perkins founded Citi’s globally acclaimed OTC clearing
business and is a recognized, international authority and “thought leader” on central clearing. He
oversees a clearing business that has successfully cleared hundreds of trillions of dollars notional in
client Interest Rates Swaps, Credit Default Swaps and Foreign Exchange Swaps.
Mr. Perkins regularly participates in public roundtables on central clearing across the globe and
has authored multiple articles on successful central clearing design. His team was awarded
“Client Clearing Service of the Year” by Risk Magazine from 2015-2018, “AsiaRisk Client Clearing
Provider of the Year” from 2012-2016, and the “Best Clearing Bank of the Year” by Global Capital
Derivatives from 2014-2018.
Prior to joining Citi in 2008, Mr. Perkins served as the U.S. Head of Derivatives Prime Brokerage at
An Iraq war veteran, Mr. Perkins served in the U.S. Marine Corps for nine years achieving the rank
of Captain. Highlights of his military career include leading the reconstruction, civil affairs, logistics,
public affairs and fire support coordination effort in Ar Ramadi, capital of the Al Anbar Province
and commanding Battery F, 2nd Battalion, 11th Marines. He is the founder of the Citi Military
Veteran’s Networks, which include approximately 3,000 employees across 17 locations in the U.S.
and United Kingdom. Mr. Perkins was instrumental in the formation of Citi Salutes
(www.citisalutes.com) and served as co-founder of Veterans on Wall Street
(www.veteransonwallstreet.com) a national initiative focused on veterans employment and
He was named “Employee of the Month—35 People Worthy of Emulation” (Esquire, Fall 2012) and
recipient of Columbia University’s “Peter J. Awn Community Service Award” in 2018.
Mr. Perkins serves as Vice Chairman on the Board of Directors of Team Rubicon, an organization of
80,000 volunteers that unites the skills and experiences of military veterans to rapidly deploy
emergency response teams during natural disasters. He also serves on the Leadership Council of
the Bob Woodruff Foundation and the Veterans Advisory Committee of the City of New Rochelle.
A 2018 Economic Club of New York fellow, Mr. Perkins is also a member of the Nationswell Council.
Mr. Perkins has a Bachelor of Science Degree from the U.S. Naval Academy, with distinction, and
a Master of Arts Degree from Georgetown University.
ARRC Member and Deputy Assistant Secretary for Capital Markets
Head of Liquidity Risk
MUFG UNION BANK
Christian Pichlmeier, Head of Liquidity Risk, MUFG Union Bank
With more than 15 years of experience in Treasury and Asset/Liability Management, Christian took on a role as Head of Liquidity Risk in 2016 for MUFG Union Bank. In this capacity he is involved in improving processes across the organization to meet the requirements of Reg YY (Enhanced Prudential Standards), developing 2052a reporting and working on projects to align entities’ liquidity risk practices across the common U.S. operations (CUSO). Before MUFG, Christian worked for MUFG’s Broker/Dealer MUSA, Citibank and HSH Nordbank of Germany.
Promontory Financial Group
Prior to joining Promontory, she spent nearly 10 years at Goldman Sachs, where she served, most recently, as global co-head of business information risk. She led a global team in the design and firmwide implementation of information-security strategies, conducted comprehensive risk assessments, and oversaw mitigation planning related to critical third parties, global systems, and software. She was a primary contact in Goldman’s dealings with U.S. and Mexican bank regulators on matters related to business continuity and information security. She also played a key role in application security, privilege management, and data privacy. She previously served as Goldman’s head of business continuity in the Americas. Earlier in her career, Judith spent more than 15 years in management consulting, delivering complex technology-management programs for large corporate and U.S. government clients.
Director, Market Risk Group Manager, Global Counterparty Portfolio Optimization
Shahed Shafi, Director, Market Risk Group Manager, Global Counterparty Portfolio Optimization, CITIGROUP
Actuary and Managing Director
Vinaya Sharma is an Actuary and Managing Director at QRM. He has been involved in a variety of roles ranging from actuarial modeling to client management and business development for financial institutions and insurance companies around the globe. Prior to joining QRM, he helped lead his employer’s Enterprise Risk Management initiative and was active in the Society of Actuaries Risk Management Task Force. He is a Fellow in the Society of Actuaries, a Chartered Enterprise Risk Analyst, and holds the PRM designation from PRMIA.
Head of Risk Management for Global Rates, G10 FX, Global Financing and Futures, and Commodities
BANK OF AMERICA MERRILL LYNCH
Director, Capital Markets Advisory Services
Sonia is a Director in KPMG’s Capital Markets Advisory Services with more than 10 years of management and business advisory experience across buy side, sell side and the service provider community. Sonia’s focus is to engage clients to drive transformation of their operations across process, systems, technology and data to drive cost reduction, regulatory alignment and an optimized target operating model. She is a seasoned leader, with a track record of shaping and developing high performing teams in order to deliver complex, large scale implementations and transformative change programs and developing deep, productive client relationships. She operates globally across the US, UK and Hong Kong to best service client needs.
Head of Risk – Americas
Charles Tao is a Director in Citi's ICG Risk Analytics Group, where he leads a team responsible for the development and implementation of Basel 2.5 IRC, CCAR trading and counterparty credit risk IDL, and FRTB DRC models. His team is also actively involved in other aspects of Citi's FRTB implementation, particularly for credit and mortgage-related products. Prior to joining Citi, he worked as an investment risk manager at State Street Global Advisors , focusing on risk budgeting, portfolio optimization and asset allocation of the firm's fixed income portfolios; and as a senior data scientist at the Research Department of Novartis, where he developed statistical data mining and machine learning methods to identify patterns in large and complex data sets. He has a doctoral degree in Physics and a master's degree in Computer Science from New York University; and has earned the Chartered Financial Analyst (CFA) and Financial Risk Manager (FRM) designations.
Head of Multi-Asset and Alternatives Risk
Pietro Toscano, PhD, is Senior Risk Officer of OppenheimerFunds' Risk Management Group. In this capacity, he heads up the investment risk management and fiduciary risk oversight for the Multi-Asset and Alternatives business. Dr. Toscano is the Founder and Chairman of the OppenheimerFunds Investment and Risk Institute.
Previously, he worked at BlackRock, where he was Lead Risk Manager for the America's Quantitative Fixed Income business (including the $7B+ flagship systematic Fixed Income Global Alpha hedge fund FIGA) as well as for the America's Fixed Income ETF and Index Investments business, overseeing an AUM of $540B+. At BlackRock, he served as a member of the BlackRock Applied Research Award Committee - a select group of 25 top quants across the firm - and as the Global Head of Talent Management for the Risk Beta Strategies team (about 20 people across San Francisco, London, Hong Kong). His expertise includes knowledge of the BlackRock's Aladdin pricing and risk analytics, and risk methodologies across asset classes.
Dr. Toscano earned a BS in Electrical Engineering and a PhD in Information Engineering from University of Pisa, Italy, as well as a Master's in Financial Engineering from University of California, Berkeley. He published white papers on portfolio construction, risk methodologies, and derivatives pricing techniques in various peer-reviewed finance journals. Dr. Toscano is a Financial Risk Manager, certified by GARP.
Head of Commercial Credit Policy and Innovation
Azlina Wetmore heads Commercial Credit Policy & Innovation at Capital One. Prior to this, she led the Regulatory Risk Management, Governance and Strategic Transformation for Credit Suisse. Other roles held during her time at CS include Chief Operating Officer for the Americas Risk Division, Americas Head of Operational Risk Governance, Director for New Business in Asia and Head of Legal & Compliance in Malaysia. Azlina has also spent some time as a regulator in the Securities Commission, Malaysia. Azlina holds a Masters of Commercial Law from Cambridge University, a law degree from Warwick University. She has also been called to the Bar of England and Wales.
Partner, Chief Risk Officer
BLUE MOUNTAIN CAPITAL MANAGEMENT
Chief Risk Officer
WESTERN ASSET MANAGEMENT
Dr. Kenneth Winston is the Chief Risk Officer of Western Asset Management Company in Pasadena, CA. Western Asset manages $450 billion of fixed income assets globally. His risk and quantitative analysis group develops models of securities and portfolios to help portfolio managers deliver appropriate risk/reward tradeoffs to clients, as well as quantitative decision support and algorithms. He frequently speaks with boards of directors on investment and enterprise risk. Dr. Winston is also a Lecturer in Economics at the California Institute of Technology, where he teaches quantitative finance.
Prior to Western Asset, he was the Chief Risk Officer at Morgan Stanley Investment Management ("MSIM") in New York. He also worked in "sell side" risk management at Morgan Stanley. While at MSIM, Dr. Winston was also an Adjunct Professor of Mathematics at New York University. He began his career in finance as a quantitative equity portfolio manager, developing fully algorithmic investment strategies for institutional clients.
Dr. Winston got his PhD in pure mathematics from the Massachusetts Institute of Technology after a BS and MS in mathematics at the California Institute of Technology. He is the author of a number of journal articles in mathematics and finance, and is the co-editor (along with Bernd Scherer) of the Oxford Handbook of Quantitative Asset Management. He serves of the boards of the Society of Quantitative Analysts and the Institute for Quantitative Research in Finance. He is a member of the Chair's Council of the Humanities and Social Sciences Division at Caltech, and is a founder of the Global Association of Risk Professionals Buy Side Risk Managers Forum.
Chief Risk Officer
Prior to joining Verition, Dr. Wong was the Chief Risk Officer for Weiss Multistrategy Advisors, overseeing risk management and building proprietary risk systems for the firm.
Prior to that, Dr. Wong was a System Analyst for Bloomberg LP developing equity derivative analytics. From 1994 to 1997, Dr. Wong was a scientist at the Argonne National Laboratory, having received the Enrico Fermi Fellowship in 1994.
Prior to that, Dr. Wong was a scientist for AT&T Bell Laboratories. Dr. Wong was awarded a PhD in Physics from the Pennsylvania State University. He holds a Bachelor of Science in Physics from the Chinese University of Hong Kong.
Executive Director, Head of Risk and Portfolio Construction and Hedge Fund Strategy
Leon Xin is the Head of Risk and Portfolio Construction and Hedge Fund Strategist for the CIO team of the Endowments and Foundations Group at JP Morgan. Mr. Xin conducts risk analysis and quantitative research to construct portfolios and improve portfolio efficiency. He is also responsible for research and selection of hedge fund managers. Mr. Xin joined J.P. Morgan in 2016 and has 11 years of investment industry experience.
Prior to J.P. Morgan, Mr. Xin worked for over 10 years as the Head of Alternative Investment Risk team at UBS Asset Management, where he covered UBS O'Connor, an internal multi-strategy hedge fund. As the Head of Risk team, Mr. Xin was responsible for risk analysis and quantitative research on multi-strategy hedge fund investing in equity, credit, risk arb, convertible arb, macro and volatility strategies. Prior to UBS, Mr. Xin worked as an associate in Ping An Insurance of China for two years on strategic planning projects.
Mr. Xin receives a M.S. degree on Applied Math from the University of Illinois at Chicago and is a CFA charter holder.
ADAMS STREET PARTNERS
Capital Policy Risk Expert
Guowei Zhang is a Risk Expert in Capital Policy group at The Office of the Comptroller of the Currency (OCC) in Washington, DC. Prior to joining Capital Policy, Dr. Zhang was a Sr. Financial Economist in Market Risk Analysis division at OCC, primarily covering derivatives valuation and risk management, counterparty credit risk management and valuation, stress testing and market risk rule. At Capital Policy, he focuses on topics related to market risk and counterparty credit risk. As a member of Basel Market Risk Group (previously Trading Book Group), he is actively involved in designing Basel capital standards on market risk and counterparty credit risk and transposing the corresponding Basel standards into the US capital rules.
Dr. Zhang holds Ph.D. in Finance and M.S. in Applied Mathematics and Computer Science.
Co-Head of Banking
After building and leading the Quantitative Strategies team at CIT and the Centralized Modeling Group at M&T Bank, Viktor joined Beacon Platform where he has developed the Beacon Banking framework – tailoring the award-winning technology platform to the unique requirements and context of banking clients.
Viktor started his financial career as a quantitative strategist within various business units at Goldman Sachs, then spent several years as the Head of Modeling and Risk Analytics at Capco.
Before moving to Wall Street, Viktor was a research fellow at the Institut d’Astrophysique de Paris. He holds a bachelor’s degree in physics from Harvard University and a PhD. in Astrophysics from The Johns Hopkins University.
Vice-President and General Manager – Decision Management Suite
Bill is a strategic, proven global P&L owner who consistently delivers revenue growth and margin targets across cloud services, artificial intelligence – machine learning, enterprise software and industry solution markets. With twenty-seven years of demonstrated track record, he is an expert at launching both new markets and business turnaround, where he maximizes profits while delivering consistent year over year growth. Bill is a dynamic and respected leader, with broad experience across diverse industries, including fintech, retail banking, high tech, insurance, transportation and logistics.
In Bill’s current executive role as GM, DMS Global he is responsible for FICO’s Cloud based Decision Management Software (DMS) business from inception and initial product development to sales execution and market delivery of a high growth recurring revenue SaaS business.
Passionate about driving on-time strong margin business resulting in high customer referrals and repeatable, recurring revenue, Bill’s business acumen is matched by his thought leadership and technical knowledge. Starting his career in engineering, moving to sales and marketing leadership, and then general and P&L management, Bill possess a highly diverse set of skills for an executive leader.
Prior to joining FICO, Bill held various leadership roles at HNC Software, Brokat Solutions, Blaze Software, Neuron Data and Stone & Webster.
Bill received his B.S. in Civil Engineering from Lehigh University. He resides in the Philadelphia area, is married to Kathleen and has five incredible and independent children. Bill enjoys woodworking, wine and a fine cigar.
Johannes van de Wetering
Head of Quantitative Risk, Capital Markets Risk Management
Johannes van de Wetering is Head of Quantitative Risk for Capital Markets Risk Management, responsible for providing CIBC with the development, implementation, and maintenance of financial models to ensure effective pricing and risk measurement in meeting the demands of changing global and domestic regulations.
On top of his regular duties Johannes is tasked with building new capabilities in Risk Management, utilizing Artificial Intelligence and Machine Learning, to leverage data and analytics. In a previous role he was Head of Data Science, providing AI/ML solutions to the entire enterprise ranging from Capital Markets to Retail. He is experienced in unlocking value in customer data as well as trading data.
Before CIBC Johannes spent a decade in the London hedge fund industry as a fund manager, risk manager and options trader. Most recently he was fund manager for Partner Capital in Mayfair, trading systematic FX. His first role on the buy-side was as a Senior Portfolio Manager trading Volatility in all asset classes for ABP/APG, one of the world's largest pension funds. Before that he was Head Quant on the Swaps desk for Deutsche Bank in Tokyo.
Johannes started his finance career in New York in Swaps, Credit Derivatives and MBS, worked on the Mortgage desk at Salomon Brothers and was Head Quant for Sanwa New York. He earned a Ph.D. in Physics from Princeton University.
Head of Global Financial Services Partner Technology
Peter Williams is Global Head of Financial Services Partner Technology at Amazon Web Services. Prior to AWS, Peter led AIG’s Risk Analytics Technology department, and was responsible for analytics model development and regulatory risk reporting of AIG’s investment portfolio. Prior to AIG, Peter ran US Credit and Syndicate Trading Technology at RBS. Peter has a BS in Computer Science Engineering from Columbia University.
Regional Head of Balance Sheet Risk
Vineet Gumasta is Head of Balance Sheet Risk Management North America at Rabobank. He has 18+ years’ experience in market risk, balance sheet risk management and extensive exposure to several regulatory environments spread across Asia Pacific and North America. His team is responsible for Balance Sheet risk reviews, frameworks, balance sheet risk related to new business initiatives, interest rate risk management and governance around EPS requirements with respect to liquidity risk management for the combined US operations. Prior to joining Rabobank Mr. Gumasta has worked with HSBC.
Lei “Ray” Mi
Senior Data Scientist
Head of Operational Risk
Head US Rates Strategy
Regional Head of Control Office, Global Markets Americas
HSBC Global Markets America
Farhan Amin is the Regional Head of Global Markets Control Office for the Americas at HSBC. His responsibilities include embedding the bank’s risk and control framework into the Global Markets business, ensuring key risks are understood and adequately mitigated, and to provide guidance and advice to the management of the Global Markets business as it relates to risks and Controls.
Farhan manages a team that covers risk governance, risk assessment, risk and control assurance, and control change/re-engineering.
Farhan is a qualified Chartered Accountant and has been with HSBC for seven years. Prior to his current role, he held roles in London with HSBC as Business Manager for the Precious Metals business and the Energy Solutions Group. Prior to HSBC he was a Business Manager for Equity Derivatives at JP Morgan.
Head of Corporate Model Risk
Agus Sudjianto is an executive vice president and head of Corporate Model Risk for Wells Fargo, where he is responsible for enterprise model risk management and serving as Chair of the Model Risk Committee.
Prior to his current position, Agus was the modeling and analytics director and chief model risk officer at Lloyds Banking Group in the United Kingdom. Before joining Lloyds, he was a senior credit risk executive and head of Quantitative Risk at Bank of America.
Prior to his career in banking, he was a product design manager in the Powertrain Division of Ford Motor Company.
Agus holds several U.S. patents in both finance and engineering. He has published numerous technical papers and is a co-author of Design and Modeling for Computer Experiments. His technical expertise and interests include quantitative risk, particularly credit risk modeling, machine learning and computational statistics.
He holds masters and doctorate degrees in engineering and management from Wayne State University and the Massachusetts Institute of Technology.
Head of Statistics and Machine Learning
Jie Chen is Managing Director in the Advanced Technologies for Modeling (AToM) Group of Corporate Model Risk at Wells Fargo. She is leading the Statistics and Machine Learning team, focusing on development of cutting-edge models, algorithms, and a computing platform to advance the Bank’s practice in the areas of credit, operational, and market risk management. She has over ten year experience on machine learning, artificial intelligence and advanced statistics in the banking industry.
Jie holds a Ph.D. in Statistics from the Stewart School of Industrial and Systems Engineering at the Georgia Institute of Technology, and a bachelor’s degree in Computational Mathematics from Nanjing University.
TENFOR HOLDING and featured author, “Taking Stock and What We’ve Learned: Promises and Limitations of Blockchain”
Joyce Shen is a recognized executive and thought leader in business and technology with deep operating and investing experience. Joyce is a published author, frequent speaker, and advisor on emerging technologies, new product innovation & development, and corporate strategy. She is a fencer, 12-time marathoner, and long-distance cyclist.
Joyce is currently the investment director at Tenfore Holding leading enterprise software, machine learning & AI, fintech investments. Outside Tenfore, Joyce is a faculty of data science at UC Berkeley. Joyce was previously the global managing director of emerging technologies and venture investments in the CTO office at Thomson Reuters where she built and led global emerging tech partnerships program and the emerging technology venture fund. During her tenure, she led new product innovations in fintech, IoT, and emerging data solutions, established the global blockchain program, and made eleven early-stage investments.
Before Thomson Reuters, Joyce was the founding global CFO of IBM Cloud Platform managing $1B P&L. She also spent several years in IBM Corporate Development leading acquisitions and divestitures exceeding $6B in total transaction value.
Joyce received her undergraduate and masters degrees from the University of Chicago.
book: The Promises and Limitations of Blockchain: Taking Stock and Lessons Learned
Senior Vice President and Head of Quantitative Risk Analytics
Steve is Senior Vice President and head of Quantitative Risk Analytics at Regions Bank, where his current responsibilities focus on quantitative aspects of forecasting and stress testing, risk rating, valuation, economic capital, credit strategy, reserve methodologies and credit portfolio management. Steve has 20 years of industry experience in quantitative modeling and risk management and has prior experience building portfolio management and analytics infrastructure at Merrill Lynch, Bank of Montreal and ABN AMRO.
Steve has a Ph.D. in applied physics from Northwestern University, a B.S. in physics from University of Colorado in Boulder, and has held Series 7 and Series 63 certifications.
Jonathan Edwards is an associate in Milbank’s Alternative Investments Practice. Mr. Edwards represents banks and other financial institutions in a broad range of domestic and international financing transactions and financial technology matters. He has worked for a variety of clients on matters involving acquisition financings, first and second lien financings and other secured and unsecured lending transactions.Jonathan co-authored a chapter on “Regulation and Compliance in a Blockchain World” in “Blockchain in Financial Markets and Beyond: Challenges and Applications” published by Risk Books. He recently co-authored a client alert titled “Bitcoin and the Volcker Rule: Are Banks Banned from Cashing in on the Crypto Craze?”.
Douglas Landy is a partner at Milbank and an expert in US financial services regulation and financial technology issues. Noted for his deep experience in banking laws, he is widely sought after by clients on many aspects of Dodd-Frank, and he represents many of the leading global banks and CCPs in transactions in front of federal and state regulatory agencies. He has particular expertise in cyber security and financial technology matters, the Volcker Rule, Basel III capital requirements, bank insolvency laws, foreign bank operations in the US, and central counterparties (CCPs). Select highlights of his recent financial technology work includes advising: Digital Asset in a groundbreaking legal review of a proposed new block chain product; a global multinational bank on a “first in industry” transfer of material business information to cloud services worldwide; a global bank on the Volcker Rule and cyber privacy work; lead arrangers and joint bookrunners in the acquisition of Avast Software; a global financial institution on the development of blockchain services; a global bank on a joint venture to develop and implement smart card technology and payment systems; the introduction of blockchain to an existing service at a CCP; and advising on the ongoing regulatory and supervisory issues raised by financial services regulators with respect to technology innovations. Mr. Landy is heavily quoted on regulatory and technology matters in major publications, and he has published a number of articles on regulatory topics touching on cryptocurrencies and the Volcker Rule, including a recent client alert titled “Bitcoin and the Volcker Rule: Are Banks Banned from Cashing in on the Crypto Craze?”.
James Kong is a senior associate in Milbank’s Leveraged Finance Group and is highly experienced in bank regulatory, cyber security and financial technology matters. Mr. Kong has provided counsel to US and foreign financial institutions on a diverse range of regulatory and compliance matters, particularly with respect to the requirements of the Volcker Rule and other aspects of the Dodd-Frank Act. He also has experience in drafting and negotiating futures and options agreements, cleared swap documentation, and other trading documentation on behalf of both buy-side and sell-side market participants. Select highlights of his recent financial technology work includes advising: Digital Asset in a groundbreaking legal review of a proposed new block chain product; a global multinational bank on a “first in industry” transfer of material business information to cloud services worldwide; a multinational bank on the Volcker Rule and cyber privacy work. He has co-authored a number of publications on regulatory topics, including a recent client alert titled “Bitcoin and the Volcker Rule: Are Banks Banned from Cashing in on the Crypto Craze?”.
MVP, Market and Liquidity Risk, Chief Market and Liquidity Risk Officer
Managing Director, Risk Management
TD ASSET MANAGEMENT INC. (TDAM)
Julie Sherratt joined TD Asset Management Inc. (TDAM) in January 2001. As Head of Investment Risk, Julie has responsibility for the Manager Research, Performance Measurement and Risk teams. Manager Research has responsibility for oversight of all mutual fund sub-advisors, Separately Managed Accounts and recommended mutual funds on behalf of TD Wealth in both Canada and the US. The Risk teams are divided by asset class and are responsible for understanding the risks inherent in each portfolio and ensuring those risks align with mandate expectations. Performance Measurement is responsible for calculating, quantifying and understanding the drivers of performance for all investment portfolios. In her previous role as Vice President, TD Harbour Capital, she oversaw the client service, trading and operations for Harbour's high net worth clients. She has also held several positions with leading firms in the Canadian brokerage industry.
Julie completed her Bachelor of Arts in Economics at Simon Fraser University and is a CFA charterholder.
Chief Risk Officer
Chief Risk Officer for the Americas
Managing Director, Head of Liquidity Research
Stefano Pasquali, Managing Director, Head of Liquidity Research, BLACKROCK
Stefano Pasquali Managing Director, is the Head of Liquidity Research Group at BlackRock Solutions. As Head of Liquidity Research, Mr. Pasquali is responsible for market liquidity modelling both at the security and portfolio level, as well as estimating portfolio liquidity risk profiles. His responsibilities include defining cross asset class models, leveraging available trade data and developing innovative machine learning based approaches to better estimate market liquidity. Mr. Pasquali is heavily involved in developing methodologies to estimate funding liquidity and better estimate funds flows. These models include: the cost of position or portfolio liquidation, time to liquidation, redemption estimation, and investor behavior modelling utilizing a big data approach. Stefano is a member of the Government Relations Steering Committee within BlackRock.
Previous to Blackrock, Mr. Pasquali oversaw product development and research for Bloomberg's liquidity solution, introducing a big data approach to their financial analytics. His team designed and implemented models to estimate liquidity and risk across different asset classes with a particular focus on OTC markets. Before this he lead business development and research for fixed income evaluated pricing.
Mr. Pasquali has more than 15 years of experience examining and implementing innovative approaches to calculating risk and market impact. He regularly speaks at industry events about the complexity and challenges of liquidity evaluation ̶ particularly in the OTC marketplace. His approach to risk and liquidity evaluation is strongly influenced by over 20 years of experience working with big data, data mining, machine learning and data base management.
Prior to moving to New York in 2010, Mr. Pasquali held senior positions at several European banks and asset management firms where he oversaw risk management, portfolio risk analysis, model development and risk management committees. These accomplishments include the construction of a risk management process for a global asset management firm with over 100 Billion AUM. This involved driving projects from data acquisition and normalization to model development and portfolio management support.
Mr. Pasquali, a strong believer in academic contribution to the industry, has engaged in various conversations and collaborations with universities from the US, UK, and Italy. He also participates as a supervisor in the Experiential Learning Program and Masters of Quantitative Finance Program based at Rutgers University, along with tutoring students in research activities.
Before his career in finance, Mr. Pasquali was a researcher in Theoretical and Computational Physics (in particular Monte Carlo Simulation, Solid State physics, Environment Science, Acoustic Optimization). Originally from Carrara (Tuscany, Italy), he grew up in Parma. Mr. Pasquali is a graduate of Parma University and holds a master's degree in Theoretical Physics, as well as research fellowships in Computational Physics at Parma University and Reading University (UK).
Managing Director, Counterparty Portfolio Management
BANK OF AMERICA MERRILL LYNCH
Tomo Kodama is currently a Managing Director in the Counterparty Portfolio Management Group at Bank of America Merrill Lynch, which deals with firm wide XVA. The Risk Optimization Desk, which Tomo manages, focuses on MVA and on XVA Optimization.
Tomo chaired the SIMM Risk Classification and Methodology Committee which developed the ISDA SIMM model, a standard initial margin model for the uncleared derivatives market. Currently, Tomo serves as chair for the ISDA SIMM Governance Forum and industry chair for ISDA's WGMR Oversight Committee.
Tomo's previous experience includes derivatives trading and structuring, global head of electronic trading and global head of financing risk at Bank of America Merrill Lynch
Andrew Y. Chin
Chief Risk Officer and Head of Quantitative Research
Andrew Y. Chin is the Chief Risk Officer and Head of Quantitative Research for AB. As the Chief Risk Officer, Chin oversees all aspects of risk management to ensure that the risks being taken are well understood and appropriately managed. In the Quantitative Research role, he is responsible for the firm’s data science strategy and for optimizing the quantitative research infrastructure, tools and resources across the firm’s investing platforms. He joined the firm in 1997 and held various quantitative research roles in New York and London. In 2004, Chin became a senior portfolio manager for Style Blend Equities. In 2005, he was named director of Quantitative Research for Value Equities. Prior to joining the firm, Chin was a project manager and business analyst in Global Investment Management at Bankers Trust from 1994 to 1997.
Chin teaches in the School of Operations Research and Information Engineering (Master of Financial Engineering Program) at Cornell University. He also leads teams of students on capstone projects utilizing quantitative and data science skills to address investment issues.
Chin earned a BA and an MBA from Cornell University.
Managing Director, Head of Credit Capital and Ratings Analytics
Sven Sandow is the Global Head of Credit Risk Analytics at Morgan Stanley. During his 20-year career in the financial industry, Sven has worked in various quantitative modeling, risk management, and capital management capacities. Prior to Morgan Stanley, he worked at Merrill Lynch and Standard & Poor's. Before he joined the financial industry Sven worked as a physicist at the Virginia Polytechnic Institute and the Weizmann Institute of Science. He has been an active researcher in physics, finance, and machine learning. His research has been published in academic journals, and he coauthored a book on learning from data. Sven holds a Ph.D. in physics from the Martin-Luther-Universität Halle-Wittenberg in Germany.
Chief Risk Officer, U.S. Broker-Dealer and U.S. & Mexican Swaps Dealers
Rodney Sunada-Wong, Chief Risk Officer, U.S. Broker-Dealer and U.S. & Mexican Swaps Dealers, MORGAN STANLEY
Mr. Sunada-Wong is the Chief Risk Officer for Morgan Stanley's U.S. Institutional Broker-Dealer and its U.S. and Mexican Derivatives Swaps Dealers, overseeing Market, Credit, Operational and Liquidity risk for these legal entities. He strategizes with Business Lines and with Treasury on allocating risk-taking to optimize Regulatory Capital, Initial Margin, liquidity requirements across legal entities. Key projects are enhancing governance and risk infrastructure to meet evolving regulatory challenges related to Recovery Resolution Planning ("RRP"), and the Initial and Variation Margin and Capital requirements promulgated by the FRB/FDIC, CFTC and the SEC.
Mr. Sunada-Wong teaches grad-level courses in Corporate Finance at Columbia University's IEOR school, and in Modeling Securitized Products at NYU's Courant Institute.
Previously, he oversaw market risk for Morgan Stanley's deposit-taking banks, and the Wealth Management and Global Treasury divisions, and before that, for Merrill Lynch's deposit-taking banks. Mr. Sunada-Wong began his risk management career at Commodities Corporation (Goldman Sachs Hedge Fund Strategies) and at Bankers Trust. He received his MBA in Finance from Cornell University's Johnson Graduate School of Management, and his AB from Harvard College.
Chief Risk Officer, Asset Management, Office of Risk Management and Chief Actuary
NEW YORK LIFE INSURANCE COMPANY
Dale Hanley is a Managing Director and the Chief Risk Officer of the asset management businesses at New York Life. He is tasked with overseeing the operational risk management framework and its execution for asset management. Previously, he led the Portfolio Analytics and Risk Oversight Group which was tasked with analyzing various aspects of the investment strategies offered within New York Life Investment Management.
Prior to joining New York Life, Dale spent ten years at Citigroup in a variety of roles within asset management and corporate finance.
Dale received a BA in Economics from the University of Maryland at College Park and an MBA from Cornell University.
Jorge R. Sobehart
Managing Director, Quantitative Risk and Stress Testing (QRS),
Jorge R. Sobehart is a Managing Director at Citi Risk Architecture (Credit and Operational Risk Analytics) where he is involved in credit risk capital measurement and allocation, stress testing, advanced portfolio loss models for wholesale credit exposures, credit migration and default risk modeling. Previously, he was a member of Moody's Standing Committee on Quantitative Tools and VP senior analyst in Moody's Risk Management Services, where he developed default risk models, early warning tools and model validation metrics and procedures.
During his career, he has worked and acted as a scientific consultant for several prestigious companies and institutions making contributions in different fields, and publishing numerous technical articles and conference papers. He also acted as a referee for many professional journals in risk management, finance, physics, computation and mathematical modeling. Dr. Sobehart has advanced degrees in physics and has postdoctoral experience at the US-Los Alamos National Laboratory.
Head of Model Validation and Analytics, Managing Director
Julia Litvinova is the Head of Model Validation and Analytics at State Street. In this role Julia is responsible for supervising validation of a broad range of models for credit, market, ALM, liquidity risks and asset management at State Street as well as quantifying and managing model risk at the firm-wide level.
Prior to joining State Street Julia worked at the Brattle Group, the economic litigation consulting company. She received her Ph.D. in Economics from Duke University, M.A. in Economics from New Economics School and M.S. in Mathematics from Moscow State University.
EVP, Head of Risk Architecture
Managing Director, Chief Risk Officer
MARINER INVESTMENT GROUP
Mr. Green is the Chief Risk Officer of Mariner Investment Group. Mariner is a New York-based hedge fund manager founded in 1992. Mariner and its associated advisers have approximately $11 billion in assets under management, covering single and multi-strategy hedge funds and other alternative investment products. Mr. Green serves on the Investment Committee and is involved in all aspects of the investment process, including asset allocation, portfolio construction, hedge management and trading. Mr. Green started his career at McKinsey & Co. and earned his Ph.D. in Theoretical Physics from Yale University in 2001.
Global Head, Enterprise Risk Technology
Sandeep is responsible for managing Enterprise Risk, Compliance and Financial Regulatory Reporting Technology at BNY Mellon. In this capacity he is responsible for defining and implementing the technology strategy and architecture for these areas. The functions aggregate and report risk, financial and compliance information across the lines of businesses within the firm. He implemented data sourcing, calculation and aggregation platforms across all major risk domains including credit risk, operational risk, market risk and liquidity risk. He also helped define the data architecture for risk and regulatory reporting, with the goal of ensuring that it could be used at the enterprise level.
Sandeep also oversees other risk related platforms including for operational risk monitoring, credit ratings, economic capital and reserves. In addition, he is responsible for the CCAR strategic technology effort.
Prior to BNY Mellon, he was head of risk technology at JP Morgan Asset Management. In earlier roles he worked at Citigroup and Lehman Brothers in derivatives, FX and margining related areas. While at Citigroup, he also worked on an electronic cash initiative that was an early predecessor to Bitcoin. He has Bachelor's and Master's degrees in Computer Science from Cornell University.
Duncan Wood is the London-based editor-in-chief of Risk.net. He was promoted to the role at the start of 2015, to lead the editorial reorganisation of the website and its print titles. Duncan had been editor of Risk magazine since July 2011. He rejoined Risk as European editor in October 2009, having originally worked for Risk and Asia Risk in London and Hong Kong as a writer and researcher between 1998 and 2000.
In the intervening years, Duncan was news editor for the Oliver Wyman-founded online start-up ERisk.com. He also worked freelance for six years while living in Germany, with his work appearing in Euromoney, Financial News, IFR, and The Wall Street Journal, as well as Risk magazine and its sister titles.
Duncan has written about derivatives and risk throughout his 17-year career in journalism. He is a Neal Awards finalist, and has also won Incisive Media's journalist and editor of the year awards.
New York Bureau Chief
Kris Devasabai, New York Bureau Chief, RISK.NET
Kris Devasabai is the New York bureau chief for Risk.net. Previously, he was US editor of Risk magazine and now he manages the editorial team in New York. Prior to joining Risk, he covered hedge funds, asset management, cross-border investing and law for several publications.
Kris holds a bachelor's degree in law and government from the University of Manchester, and he completed his legal training at the Inns of Court School of Law in London. He was called to the bar of England and Wales in 2003.