Risk USA 2022

Risk.net's award-winning conference, Risk USA, is the eminent risk management event for North America's top tier banks, buy-side participants and industry regulators.

Thank you to all those who joined us at this year's event!

Risk USA brought 500+ industry front-runners together in one place, from banks, pension funds, asset managers, life insurers, hedge funds, private equity, academic institutions and regulators. Covering market, credit, liquidity and investment risk, as well as the challenges and opportunities presented by the disruption of new technologies, new ways of working and the incorporation of ESG into everyday risk modeling.

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Regulation, market constraints, and enterprise risk

Day 1 of Risk USA will inform our audience of recent updates to regulatory issues, financial operations, and impacts of major tail events.

  • Macro events – highlighting how to prepare for future pandemic-like events
  • FRTB – being prepared for the implementation of capital requirements
  • Treasury market structure – how to modernize for the future

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Markets

Day 2 of Risk USA will cover various changes and strategies for risk professionals to be focused on for 2022 and beyond.

  • Libor – how will the financial community adjust to the alternative rates?
  • Inflation – hear from Michael Ashton, aka The Inflation Guy, on his take on minimizing inflation risk
  • Credit – strategizing for credit and counterparty risks

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ESG

Day 3 of Risk USA will cover the crucial need for financial companies to engage in protecting the planet and making differences in the office and their communities.

  • Climate risk – as climate change rages on, where is the financial industry vulnerable?
  • Culture and sentiment – adapting to new environments and building resiliency for organizations
  • Net-zero portfolios – make sure you’re not contributing to the problem

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Computation

Day 4 of Risk USA gets technical with looks at innovation with FinTechs and updates in artificial intelligence and machine learning.

  • Reinforcement learning – innovative tools for portfolio construction
  • Big data analytics – with more data available now than ever before, knowing what to do with it becomes all the more important
  • AI Ethics – exploring innovation with integrity

Find out more

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Nicholas Silitch

Chief Risk Officer

PRUDENTIAL

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.

Pooja Rahman

CRO

Protective Life

In June 2021, Pooja Rahman was named Chief Risk Officer at Protective Life Corporation. She is responsible for leading the Company’s Enterprise Risk Management (ERM) program and overseeing implementation of the Company’s strategic risk appetite.

Prior to joining Protective, Ms. Rahman served as Head of Financial Risk at New York Life. Prior to New York Life, she worked in international policy and analysis at the National Association of Insurance Commissioners. Ms. Rahman’s previous experience also includes Director & Senior Corporate Counsel at Aviva, In-house Counsel at Iowa Insurance Division and Lead Technical Analyst at Principal Financial Group.

Ms. Rahman earned her JD from Drake University Law School, her MBA from the University of New Orleans, and her Bachelor of Commerce from the University of Mumbai.

Ramakrishnan Chirayathumadom

Chief model risk officer, Goldman Sachs Bank USA

Goldman Sachs

Rama Chirayathumadom is Chief Model Risk Officer of GS Bank and global head of model validation for consumer, credit risk and compliance models at Goldman Sachs. Over the last five years as Chief Model Risk Officer of GS Bank, Rama has overseen the model risk management of the bank’s retail expansion through notable product launches including Marcus loans and Apple Card.

Over his 16-year career at the firm, Rama has held roles in model development and validation across Global Markets, Controllers and Risk divisions.

Rama holds an MS in Management Science and Engineering from Stanford University and a Bachelor of Technology in Electrical Engineering from the Indian Institute of Technology Madras.

Michael Ashton

Managing principal

Enduring Investments LLC

Mr. Ashton is a pioneer in the U.S. inflation derivatives market. Prior to founding Enduring Investments, Mr. Ashton worked in research, sales and trading for several large investment banks including Bankers Trust, Barclays Capital, and J.P. Morgan. Since 2003, when he traded the first interbank U.S. CPI swaps, and 2004 when he was the lead market maker for the CME’s CPI Futures contract, he has played an integral role in developing new instruments and methods for accessing and hedging various inflation exposures. In 2016, Mr. Ashton publishedWhat’s Wrong With Money? The Biggest Bubble of All. He is a graduate of Trinity University and lives in Morristown, New Jersey.

Jumana Poonawala

Senior vice president, chief program officer - LIBOR

US Bank

Jumana Poonawala, Senior Vice President, Chief Program Officer for the LIBOR Transition Office, U.S. Bank. The LTO is charged with the execution of a coordinated strategy to manage the transition away from LIBOR by end 2021. Jumana has 18+ years of financial advisory and operations experience, including ETF sub-advisory, in the asset management space.

She was an Investment Officer and Co-Head of the Global Trade & Supply Finance group at International Finance Corporation (IFC), a member of the World Bank. She has also held positions at Chatham Financial, an interest rate and currency hedging advisory firm based out of Pennsylvania and Deloitte Consulting in the Financial Services Group in New York. Jumana holds a BA in Economics from Brandeis University and an MPA in International Development Economics from Harvard University, where her research included publications on the analysis of the forward rate as a predictor of the future change in the spot exchange rate.

Alec Crawford

Partner and chief investment risk officer

Lord, Abbett & Co. LLC

Alec Crawford manages the team responsible for developing and monitoring portfolio risk protocols for all Lord Abbett investment strategies.

Mr. Crawford joined Lord Abbett in 2012 and was named Partner in 2013. His previous experience includes serving as Managing Director and Global Head of Risk Management at Ziff Brothers Investments; Managing Director and Head of Agency MBS Strategy at RBS Greenwich Capital; Managing Director and Head of Mortgage and Cross-Rates Strategy at Deutsche Bank Securities; Vice President and Head of Mortgage Strategy at Morgan Stanley; Vice President, Research Liaison at Goldman Sachs; and Vice President, Research Liaison at CS First Boston. He has worked in the financial services industry since 1988.

Mr. Crawford has contributed to publications, including the Guide to Fixed Income Securities, Volume 9, by Frank Fabozzi. Mr. Crawford also has received awards from Institutional Investor for his research on mortgaged-backed securities.

He earned an AB in computer science from Harvard College.

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Oliver Jakob

Former international chief risk officer

Mitsubishi UFJ

Oliver joined MUFG from UBS' Investment Bank, where he was the Global Head of Market Risk. Prior to UBS, Oliver held various risk management positions in New York and Toronto over the last 17 years. He started his career in Bankers Trust's Market Risk Department.

Oliver graduated from Karlsruhe University (Germany) with a diploma in Industrial Engineering. Oliver holds a CFA designation.

 

Rosanna Pezzo-Brizio

Director, investment consulting group

New York Life Investments

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Mike Chen, PhD

Director, dynamic equity & lead portfolio manager, global sustainable equity

PanAgora Asset Management

Dr. Chen is a Director of Portfolio Management at PanAgora, and the lead portfolio manager for Global Sustainable Strategy. In this role, he is responsible for leading the development of PanAgora’s ESG strategy, including alpha research, portfolio management, and model and product development. He is also responsible for novel ML alpha research and model development in the Dynamic team and across the wider Equity group, and daily management of firm’s Dynamic portfolios. Dr. Chen’s research interests are in the areas of machine learning, ESG, and alternative datasets. In this capacity, Dr. Chen developed a novel ESG portfolio construction framework for which patent has been filed. Previously, he was a portfolio manager at PanAgora’s Stock Selector team.

Prior to joining PanAgora, Dr. Chen was a Portfolio Manager at BlackRock’s Scientific Active Equity (SAE) team, where his responsibilities include portfolio management and research into alpha insights for use across the entire SAE platform. While at SAE, Dr. Chen won “Signal of the Year” award for an alternative data signal he researched and developed. Prior to BlackRock, Dr. Chen worked at Google where he was a member of the team that managed Google’s fixed income investment portfolio. Dr. Chen started his career at Morgan Stanley in New York where he traded exotic US rates derivatives. While at Morgan Stanley, Dr. Chen researched, developed and patented a framework that allowed for pricing of derivatives based on two rate curves with dynamic multiplicative spread, one of the first such models on the street. 

Dr. Chen graduated from the University of Illinois in 2005 with a Ph.D. in Electrical and Computer Engineering, and has 14 years of financial industry experience. He has published in leading engineering and applied mathematics journals, and had been invited to talk at numerous academic and industry conferences.

 

               

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Andrew Chin

Chief Risk Officer and Head of Quantitative Research

AllianceBernstein

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.

600

total attendees

from financial institutions

90

expert speakers

discussing topics from ESG, credit and investment risk

4

days

of cutting edge content

Brand amplification

Be seen and stay front of mind for our audience of CROs, and wider risk professionals.

Lead generation

Meet and network - we are combining virtual and in-person sessions for Energy Risk USA. Your team can benefit from face-to-face connections with senior decision-makers, whilst our AI-powered matchmaking tool will enable you to meet the right people.

Thought leadership

Be heard - distribute intelligence and content through speaking and content dissemination opportunities.

New contacts

Expand your reach - it is easier for delegates to hop onto a computer than travel to an event. We are seeing brand new delegates who have never attended the event before. They can become part of your network too.

 

If you have any queries regarding Risk USA, please contact the relevant person below:

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