Malcolm D. Griggs

Executive Vice President, Chief Risk Officer


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. 

Lourenco Miranda

Managing Director, Head of CCAR


Prof. Dr. Lourenco Miranda is the Regional Head of Model Risk Management for the Americas in Société Genérale. He joined the Bank in New York in February 2016 as Managing Director Head of Capital Planning, Assessment and Review (CCAR) in New York. Prior to that, within his 20+ years of financial industry experience, Lourenco has held multiple leadership roles in Risk Management and Finance at internationally active Financial Institutions in multiple regions and more than 70 countries and regulatory jurisdictions in 5 regions. On the academic world, for the past 25 years, Lourenco has held faculty positions in multiple academic centers worldwide in the field of Risk Management and Financial Mathematics and has been in the board of international professional institutions and a regular speaker at major international risk conferences. Currently, he is Adjunct Professor of Risk Management, Stress Testing, Machine Learning and Data Science at Fordham University in NYC. Besides that, Lourenco is a published author and his work can be found on shelves either as a writer of books in risk and finance or as an author of academic and professional articles in peer-reviewed journals. He is also a reviewer of professional and academic Journals in Risk as well as a regular contributor to the renowned Risk Magazine (Incisive Media) for more than 15 years; same magazine that nominated him for the Risk Manager of the Year Award in 2006 for implementing a Risk Innovation program in an international European Bank. Lourenco holds PhD in Statistical Physics and Financial Risk Measurement.


Michelle Beck

EVP, Chief Risk Officer


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.

Ken Winston

Chief Risk Officer


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.


Julia Litvinova

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.


Blake Gwinn

ARRC Member and Vice President, Rates Strategy


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.

Matthew McCormick

ARRC Member and Research Economist


Brian Smith

ARRC Member and ‎Director, Office of Capital Markets


Steven Maglic

Head of Quantitative Risk Analytics


Ryan Ferguson

Managing Director, XVA Desk


Guowei Zhang

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.

Ross Cuddeback

Head of Risk, 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

Fabrice Fiol

Managing Director, Market Risk Lead


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. 

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.

Katie Hysenbegasi

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.

Joel Toms

Managing Director


Apollo Wong

Chief Risk Officer

Verition Fund

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.

Leon Xin

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.

Patrice Brusko

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.

Joseph Hwang

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. 

Andrew Chin

Chief Risk Officer and Head of Quantitative Research


Joseph Ceonzo

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.

Carsten Heiliger

Head of Risk Research


Jian Zhang



Amy Wierenga

Partner, Chief Risk Officer


Donna Howes

Lecturer, UCONN and former Chief Risk Officer


Karen Petrou

Managing Partner


Karen Shaw Petrou was dubbed by the American Banker in 2012 the “sharpest mind analyzing banking policy today -- maybe ever.” In 2017, the International Monetary Fund referred to her as, “one of the most prominent non-governmental voices on financial regulation.” _____________________________________________________________________________________
She is the co-founder and Managing Partner of Federal Financial Analytics, Inc., a privately-held company that since 1985 has provided analytical and advisory services on legislative, regulatory, and public-policy issues affecting financial services companies doing business in the U.S. and abroad. Central banks, financial regulators, vendors, and financial-industry investors also rely on the firm’s advisory services. The firm’s practice is a unique blend of strategic advice and policy analysis that does not include lobbying or any other projects that would compromise its objectivity and independence.
Petrou is a frequent speaker on topics affecting the financial services industry. In addition to presentations to the U.S. Congress and U.S. government agencies, she has spoken before such organizations as the Japanese Diet, the Office of the Comptroller of the Currency, various Federal Reserve Banks, the Economist’s Buttonwood conference, the Securities Industry and Financial Markets Association, the American Bankers Association, The Clearing House, the Financial Services Roundtable, the Institute of International Bankers, the Conference of State Bank Supervisors, the Brookings Institution, and many other industry, academic and policy-maker audiences. She has also authored numerous articles in professional publications such as the American Banker and International Economy, as well as general-interest media like The New York Times and Wall Street Journal. Petrou appears frequently in the media as an expert on banking legislation and regulation.
Prior to founding her own firm in 1985, Petrou worked in Washington as an officer at Bank of America, where she began her career in 1977. She is an honors graduate in Political Science from Wellesley College and also was a special student in an honors program at the Massachusetts Institute of Technology. She earned an M.A. in that subject from the University of California at Berkeley, and was a doctoral candidate there. She has served on the boards of banking organizations and sits as a director on the board of the Foundation Fighting Blindness and the Fidelco Guide Dog Foundation.

Allan Malz

Adjunct Associate Professor


Marcelo Cruz

former Lehman Brothers employees in 2008, former CRO and industry veteran now a founder of YACAMY ADVISORS


Marcelo Cruz is the Managing Partner of Yacamy Advisors, a boutique consulting firm. He is also the Editor-in-Chief of the Journal of Operational Risk and an adjunct professor at the New York University. Previously he was the Chief Risk Officer of Ocwen Financial and Aviva plc and global head of operational risk at Morgan Stanley and Lehman Brothers. He is always a junior partner at McKinsey & Co. He holds a PhD in Mathematics by the Imperial College in London, a M.Sc. in Financial Mathematics, an MBA and a B.Sc. in Economics.

Christopher R. Perkins

former Lehman Brothers employees in 2008 and now 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
Lehman Brothers.
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.

Stephan Meili

Managing Director, Risk Management


Shannon Kelly

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.


Bin Duan

SVP, US Head of Model Risk Execution


Bernhard Hientzsch

Managing Director, ‎Head of Model, Library and Tools Development


Stephen Hsu

SVP, Head of Model Risk Management


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.

Vinaya Sharma

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.

Alexander Craig

Managing Director, Head of US Liquidity and SIRR Oversight


Steven Hageman

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.

Christian Pichlmeier

Head of Liquidity Risk


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.

Didier Blanchard

Managing Director, Head of Enterprise Risk Management for the Americas


Douglas Croker

Head of Model Development


Azlina Wetmore

Head of Commercial Credit Policy and Innovation


Sears Merritt

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.

Jonathan Vickery

Managing Director, Head of Product and Strategy, Strategy for BBH’s Fintech organization


Jonathan (Jon) Vickery is a Managing Director at Brown Brothers Harriman (BBH) based in Denver. In his current role, Jon is the Head of Product and Strategy for BBH’s Fintech organization which includes the Middle Office, Infomediary® and BBH Direct® suite of products and services for asset managers and financial institutions globally. He is responsible for the overall product offering and strategy, including technology investments and financial oversight. Jon is also the Office Head of BBH Denver.

Prior to this, Jon held various leadership roles at BBH including the management of Global Custody, Fund Solutions, and Fund Execution & Custody products. He has 23 years of experience in the financial services industry.

Jon has a BS degree from Northeastern University and an MBA from Boston University.

Gordon G Liu

EVP US Head of Global Risk Analytics


Gordon is EVP, Regional Head of Global Risk Analytics at HSBC. He is responsible for the development and implementation of models used for calculating wholesale credit, market and counterparty credit risk metrics, financial crime compliance, including anti-money laundering and sanctions analytics, as well as regulatory compliance and operational risk analytics. Additionally, he is responsible for interacting with regulatory agencies to ensure HSBC’s compliance in quantitative aspects with the relevant risk and compliance regulations.
Gordon received a PhD in electrical and systems engineering from University of Connecticut and his undergraduate and master degrees from Huazhong University of Science and Technology, Wuhan, China.

Joshua Kotok

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.

Agus Sudjianto

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.

Jie Chen

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.

Joyce Shen

Investment Director

TENFOR HOLDING and featured author, “Taking Stock and What We’ve Learned: Promises and Limitations of Blockchain”

Stevan Maglic

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.

Bill Kugler

MVP, Market and Liquidity Risk, Chief Market and Liquidity Risk Officer


Julie Sherratt

Managing Director, Risk Management


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.

Nicholas Silitch

Chief Risk Officer


Nick Silitch is senior vice president, chief risk officer of Prudential Financial, Inc. In this role, Silitch oversees Prudential’s risk management infrastructure and risk profile across all business lines and risk types. Under his direction, his team develops models, metrics, frameworks and governance to manage risk, and works with internal corporate partners and business groups to identify, assess and prioritize risk across the company. He is chairman of the organization’s Enterprise Risk Committee that evaluates current and emerging risks relevant to the company, and is a member of Prudential’s Senior Management Council.
Silitch also works with external stakeholder groups to forward industry interests. He is head of the International Affairs Committee for the North American Chief Risk Officers’ Council, and is a member of the Advisory Council for the International Association of Credit Portfolio Managers.
Silitch joined Prudential in 2010 as chief credit officer and head of investment risk management, overseeing Prudential’s general account and other proprietary investment risks globally, as well as maintaining and approving Delegations of Authority and Investment Policy Statements.
Prior to joining Prudential, Silitch held the position of chief risk officer of the Alternative Investment Services, Broker Dealer Services and Pershing businesses within Bank of New York Mellon. He also served on the Pershing Executive Committee.
Silitch joined Bank of New York Mellon in 1983 as a credit trainee. Throughout his career at the bank, he held senior positions in client management, investor relations, risk management, loan restructuring, credit portfolio management and Basel compliance.
He received a bachelor’s degree in economics from Colby College.

Ken Abbott

Chief Risk Officer for the Americas

BARCLAYS (retired)

Stefano Pasquali

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).

Tomo Kodama

‎Managing Director, Counterparty Portfolio Management


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


Haibo Chen, Portfolio Manager and Head of Fixed Income Quantitative R&D, PINEBRIDGE INVESTMENTS
Mr. Chen is portfolio manager and head of Fixed Income Quantitative R&D at PineBridge Investments, responsible for fixed income quantitative research and product development across Currencies, Rates, Corporate Credit, Structured Assets, and Emerging Market Debt. He is also a Portfolio Manager in these products. Previously at AllianceBernstein, Mr. Chen was a team leader and managed fixed income alpha, risk, and trading strategy projects that span across fixed income asset classes. Mr. Chen started his career at BlackRock as a mortgage analyst. Mr. Chen holds a doctoral degree in Nuclear Engineering from MIT. He also holds bachelor's degrees in Engineering Physics and Economics from Tsinghua University

Sven Sandow

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.

Rodney Sunada-Wong

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.



Jorge R. Sobehart

Managing Director, Risk Architecture


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.


Julia Litvinova

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.


Steven Boras

EVP, Head of Risk Architecture


Dmitry Green

Managing Director, Chief Risk Officer


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.

Sandeep Maira

‎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



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.

Kris Devasabai

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.

Dale Hanley

Chief Risk Officer, Asset Management, Office of Risk Management and Chief Actuary