executive vice president, CRO
Federal Reserve Bank of New York
Joshua Rosenberg is executive vice president, chief risk officer and head of the Risk Group. Mr. Rosenberg oversees the Bank's risk management framework including its approaches to operational, financial and enterprise risk. Mr. Rosenberg also serves on the Bank's Management Committee and chairs the Bank's Risk Subcommittee.
Mr. Rosenberg joined the Bank in 2001 as a research economist. In 2009, he moved to the Risk Group and established and led the risk analytics function. In 2015, Mr. Rosenberg established and then served as the head of the Risk Group's enterprise risk management function. During the financial crisis, Mr. Rosenberg contributed to the development and implementation of lending programs including the Term Asset-Backed Securities Loan Facility and the Commercial Paper Funding Facility.
Prior to joining the Bank, Mr. Rosenberg was an assistant professor of finance at New York University's Stern School of Business. His research focused on derivatives, volatility and risk management. His papers have been published in journals including the Journal of Finance, the Journal of Financial Economics, the Journal of Business and the Journal of Derivatives.
Mr. Rosenberg holds a bachelor's degree in mathematics and religion from Oberlin College and a doctorate degree in economics from the University of California, San Diego.
Professor and Nobel Prize Winner in Economics
Robert Engle, the Michael Armellino Professor of Finance at New York University Stern School of Business, was awarded the 2003 Nobel Prize in Economics for his research on the concept of autoregressive conditional heteroskedasticity (ARCH). He developed this method for statistical modeling of time-varying volatility and demonstrated that these techniques accurately capture the properties of many time series. Professor Engle shared the prize with Clive W. J. Granger of the University of California at San Diego.
Professor Engle is the Director of the Volatility Institute at the Stern School at NYU. In this role he has developed research tools to track risks in the global economy and make these publicly available on the V-LAB website. These measures include volatility, correlation, long run value at risk and liquidity which are updated daily for thousands of global financial assets.
Professor Engle is a co-founding president of the Society for Financial Econometrics (SoFiE), a global non-profit organization housed at NYU. Before joining NYU Stern in 2000, he was Chancellor’s Associates Professor and Economics Department Chair at the University of California, San Diego and Associate Professor of Economics at MIT. He is a member of the National Academy of Science
Ben Golub is a member of the Global Executive Committee and co-head of the Risk & Quantitative Analysis Group of BlackRock. Dr. Golub has served as Chief Risk Officer since 2009. Dr. Golub is responsible for the investment, counterparty, technology and operational risk of BlackRock. Dr. Golub is also the chair of BlackRock’s Enterprise Risk Management Committee.
Previously at BlackRock, Dr. Golub was co-head and founder of BlackRock Solutions, BlackRock's risk advisory business beginning in 1995. Dr. Golub also served as the acting CEO of Trepp, LLC. a former BlackRock affiliate that pioneered the creation and distribution of data and models for collateralized commercial-backed securities beginning in 1996.
In 1988, Dr. Golub was one of the eight founding partners of Blackstone Financial Management LP, which evolved into BlackRock. Prior to the founding of BlackRock, Dr. Golub was a Vice President at The First Boston Corporation beginning in 1985 where he established the Financial Engineering Group. During his tenure, the group structured over $25 billion of bonds, including many innovative collateralized mortgage obligations and asset-backed securities.
Dr. Golub co-authored Risk Management: Approaches for Fixed Income Markets (J. Wiley & Sons, Inc., 2000), which also has Japanese and Chinese editions. He has authored or co-authored many articles, including "Reflections on Buy-Side Risk Management After (or Between) the Storms" (The Journal of Portfolio Management), "Risk Management Lessons Worth Remembering from the Credit Crisis of 2007-2009" (The Journal of Portfolio Management), "Composite Portfolios Present Challenges" (Pension and Investments Magazine), "Mark-to-Market Methodology, Mortgage Servicing Rights, and Hedging Effectiveness" (The Handbook of Mortgage-Backed Securities, 6th Edition), "Approaches for Measuring the Duration of Mortgage-Related Securities" (The Handbook of Mortgage-Backed Securities, 6th Edition), "Measuring Yield Curve Risk Using Principal Components Analysis and Value At Risk" (Journal of Portfolio Management), "New Benchmarks for Debt Instruments: No Room for Nostalgia in Fixed Income" (Risk Magazine), and "Asset Allocation and Risk Management for Sovereign Wealth Funds" (Sovereign Wealth Management).
Risk Magazine honored Dr. Golub in 2016 with its Lifetime Achievement award in recognition of the many contributions he made to promoting effective risk management. The magazine previously had honored Dr. Golub and his colleague Charles Hallac with its Asset Management Risk Manager of the Year award in 2001. He is a member of the Board of the Global Association of Risk Professionals and the North American Executive Board of the MIT Sloan School of Management. He is also a member of the Financial Services & Risk Management Subcommittee of the Financial Research Advisory Committee of the U.S. Treasury’s Office of Financial Research.
Dr. Golub earned a SB degree and an SM degree in Management in 1978 and 1982 respectively, and a PhD degree in Applied Economics and Finance in 1984, all from the MIT Sloan School of Management.
assistant special agent in charge, counterintelligence/cyber division
Richard T. Jacobs is the assistant special agent in-charge of the Cyber Branch in the FBI’s New York office. The branch investigates national security and criminal cyber matters and responds to cyber incidents in the New York metropolitan area. In 2014, Mr. Jacobs helped establish the Financial Cyber Crimes Task Force, a multi-agency initiative targeting cyber crime and technology-based fraud schemes.
Following graduation from the FBI Academy in 1999, Mr. Jacobs was assigned to New York where he investigated a variety of securities fraud matters. From 2002 to 2005 he played the role of a corrupt stock broker in a market manipulation undercover operation which resulted in the conviction of 49 individuals. In June 2010, he was selected to lead a Manhattan-based securities fraud unit which handled the Bernard L. Madoff and the Galleon Group insider trading investigations. He was named assistant special agent in-charge in October 2014.
Prior to joining the FBI, Mr. Jacobs was a risk manager on Wall Street. He holds a Master of Business Administration degree with a concentration in finance and international business and is a Certified Information Systems Security Professional.
CRO, global wealth management
J.P. Morgan Private Bank
Prasanna Someshwar is Chief Risk Officer for Wealth Management and a member of the Wealth Management Operating Committee. As CRO, Mr. Someshwar oversees the credit, reputation, fiduciary, market & investments, and operational risk practices of the Wealth Management business, composed of J.P. Morgan Private Bank and J.P. Morgan Securities.
Before becoming Chief Risk Officer in 2017, Mr. Someshwar was Head of Global Credit Risk &
U.S. Regional Risk for Wealth Management, where he played a key role in building the Private Bank’s credit book, and led the overhaul of the business’s risk policies and procedures, applying a more quantitative and consistent approach.
Mr. Someshwar joined Wealth Management in 2014 from the Corporate & Investment Bank, where he was the Regional Credit Executive for Greater China, South Asia, Asia-Pacific Commodities and had management oversight of the Credit Analysis unit. He began his career with the firm 18 years ago, covering South and Southeast Asian Financial Institutions for Chase Manhattan Bank in Mumbai. Mr. Someshwar led numerous key risk initiatives during his time in Asia, including the launch of J.P. Morgan’s Global Corporate Banking initiative, risk acceptance criteria in China, appropriateness for derivative transactions, the Global Commodities Group Credit restructure and Country Chief Risk Officer.
Mr. Someshwar earned his bachelor’s degree in Technology from the Indian Institute of Technology and an MBA from the Indian Institute of Management. He lives in New York City with his wife and daughter.
MD, global markets & global banking risk management
Bank of America
Hilmar Schaumann is responsible for Bank of America's macro risk management (Global Rates, G10 FX, Global Financing & Futures, and Commodities). Previously, Hilmar was the Head of US Risk Management at Brevan Howard and the Chairman of the Executive Committee of Brevan Howard's US entity. Prior to that, Hilmar was the Chief Risk Officer of Fortress Investment Group, a NYSE-listed alternative asset management firm active in structured credit, private equity, and global macro. Previously, Hilmar had been a portfolio manager trading global rates and corporate credits. He started his career at Deutsche Bank trading fixed income arbitrage.
Hilmar studied mathematics at the University of Hannover and graduated from Harvard Business School by completing the Program for Management Development.
CRO and head of quantitative research
CRO, data technology and enterprise initiatives
Bank of America
Flora Sah is the Chief Risk Officer for Global Risk Management at Bank of America. She is the lead risk partner and central delivery conduit, responsible for driving ownership, execution, and oversight between the technology teams and the horizontal risk functions to provide a holistic view of all risks and create robust future state strategy and implementation roadmap.
Before joining Bank of America, Flora was the executive advisory council at Gerson Lehrman Group, responsible for business advisory and technology consulting. Prior to that, Flora held multiple leadership roles at State Street Corporation, including COO of Enterprise Risk Management, Head of Risk & Regulatory Technology, and CTO & Head of Vendor Risk Management. Before joining State Street Corporation, Flora spent several years at Cambridge Technology Partners where she led consulting practices in financial services, retail, and healthcare industry.
Flora holds a M.S. in Engineering Management from Northeastern University and a B.S. in Industrial Engineering and Information Systems from the University of Massachusetts at Amherst.
As Chief Risk Officer for Scotiabank, Daniel Moore is responsible for global management of risk, including enterprise, credit and market risk. Prior to his appointment in April 2017, he was Executive Vice President and Chief Market Risk Officer.
Daniel is a member of the Bank's operating committee, senior risk policy, asset liability committee, market risk, and credit committees. Daniel joined Scotiabank in 1997 and has held progressively senior roles in Toronto, Europe and Asia. Prior to becoming Chief Market Risk Officer in 2016, Daniel ran the Global Banking and Markets business in Asia-Pacific. He brings a strong focus in developing risk management strategies that align with the Bank's risk tolerance, business objectives and customer focus.
Daniel holds a D. Phil. in Theoretical Physics from Oxford University and a B.Sc. from Queen's University.
He and his wife Deborah have three daughters.
Amy Wierenga is a partner and Chief Risk Officer at BlueMountain Capital, where she is responsible for the Risk and Portfolio Construction team. Ms. Wierenga is also Chair of the Risk Committee and a member of the Firm's Management and Valuation Committees. She joined BlueMountain in 2008 from Merrill Lynch, where she was responsible for market risk in the Global Rates and FX trading businesses. Prior to Merrill Lynch, Ms. Wierenga worked as a commissioned Bank Examiner and Market and Liquidity Risk Specialist for the Federal Reserve Bank. Ms. Wierenga received the Federal Reserve's C.M.L. Bishop Award for Excellence and Outstanding Achievement in 2004. Ms. Wierenga earned an M.B.A in Analytic Finance, Econometrics and Statistics from the University of Chicago, Booth School of Business. She graduated with high honors from Butler University with Bachelor's degrees in Economics and Music.
chief risk officer, US FCM
Marco Ossanna is Senior Vice President and Chief Risk Officer for the Futures Commission Merchant at HSBC Securities USA Inc. Mr.Ossanna has worked as subject matter expert of Central Clearing Counterparties (CCPs) at HSBC since June 2014 advising the FCM on establishing risk appetite and managing exposure towards Clearing Houses.
From 2011 to 2013, Mr. Ossanna, was Executive Director at Chicago Mercantile Exchange, in charge of Clearing Membership, Risk Management and Default Management for Over-the-Counter Derivatives.
From 2000 to 2010, Mr. Ossanna was Executive Vice President and Global Risk Officer of Structured Equity Derivatives at Intesa Sanpaolo, supervising teams in New York and London. In 1990's he worked in the Research Department of Banca Commerciale Italiana in Milan, Italy, publishing market wide bank sector analysis and bank's strategic papers supporting the CEO.
Mr. Ossanna received a Laurea in Economics from the Universita' degli Studi di Pavia in 1991 and he is a Certified European Financial Analyst. He is also an active member of industry groups and periodically represent HSBC at meetings with Regulators on matters concerning derivatives and clearing.
group head of operational risk and business continuity management
Aengus Hallinan is Managing Director, Group Head of Operational Risk Management and Business Continuity Management at Credit Suisse, based in New York. Key areas of focus include global business line operational risk, 3rd party risk, technology risk (including cyber and emerging tech), strategic change risk and operational risk capital modelling and scenarios. As Group Head of Business Continuity Management, he is also responsible for ensuring preparedness and rapid recovery in the event of business disruption.
Mr. Hallinan joined CS in May 2014 following 19 years at UBS in a variety of roles in Equities, most recently as Managing Director and Chief Operating Officer for Global Equity Derivatives. He has substantial international experience having worked in London, Tokyo, Hong Kong and New York.
CRO, executive vice president
First Republic Bank
As Chief Risk Officer, Ms. Bontemps is responsible for maintaining a robust enterprise risk management program that supports the strategic goals of the Bank and builds upon its longstanding conservative risk culture and client service focused business model. At First Republic, she previously served as an Executive Loan Committee Member and Director of Credit Administration.
Prior to joining First Republic, Ms. Bontemps worked for Citibank in corporate and investment banking in New York and San Francisco where she held leadership positions in both relationship management and credit risk management.
Ms. Bontemps graduated from the Anderson School at UCLA (MBA) and UCLA (BA, Economics).
CRO, senior managing director
TIAA Financial Solutions
Michelle McCarthy Beck is CRO for the TIAA Financial Solutions division of TIAA, which provides retirement, wealth management and banking services to the institutions and individuals that TIAA serves. Her previous role at TIAA was as CRO of its asset management subsidiary, Nuveen.
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.
Michelle holds a bachelor’s degree from the University of Washington and a master’s degree in Government from Harvard University. She serves on the board of trustees of the Global Association of Risk Professionals (GARP), and is a member of GARP’s Buy Side Risk Managers Forum.
Michelle’s publications include “Measuring and Managing Market Risk,” co-authored with Don Chance, Ph.D., published by the CFA Institute in 2016, and “Utilizing Downside Risk Measures,” CFA Institute Conference Proceedings, Third Quarter 2014.
chief risk officer
Ido Lustig is the Chief Risk Officer of BlueVine, a Silicon Valley-based fintech startup that provides working capital financing to small and medium-sized businesses. A veteran data scientist and risk manager, Ido helped develop BlueVine’s fully-online cloud-based platform for invoice factoring, revolutionizing the 4,000-year-old financing system that allows businesses to receive cash advances on outstanding invoices. Ido spearheaded the creation of BlueVine’s top-notch Risk organization which is spread between California and Israel, and has played a critical role in expanding the company’s ability to offer fast and flexible online financing to entrepreneurs. Before joining BlueVine, Ido led PayPal’s behavioral analytics department, heading the creation of the company’s risk models’ features. Ido received his bachelor of law degree from Tel Aviv University.
CRO, U.S. broker-dealer and U.S. & Mexican swaps dealers
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.
global head of operational risk
AQR Capital Management
Graeme Farrell is a Managing Director and Chief Operational Risk Officer at AQR Capital Management, a global investment management firm. In this role he is responsible for designing, building and maintaining all components of the Firmwide ORM Framework. Prior to joining AQR, Graeme was the Global Head of Operational Risk Management Framework at JP Morgan Chase. Graeme has an M.A. in International Financial Analysis and a B.A. in Accounting & Law.
chief digital officer for the Americas
Simon Letort is the Chief Digital Officer for the Americas at Societe Generale. The Digital Office defines the digital strategy and focuses on Innovation, Data Science and Digital Transformation (big data, API, cloud, web).
Simon joined Societe Generale in 2001, initially in Equity Capital Markets. In 2003, he moved to NY as Quant for the risk division. In 2005, he joined the Equity Derivatives department as financial engineer. He was appointed head of Equity Product Design in 2007 and head of Cross- Asset Product Design, covering Equity, Rates, FX, CTY and hybrids in 2009. In 2012, Simon moved to Sao Paulo as co-head of the Global Markets division for Brazil. In 2015, he returned to New York as head of Financial Engineering for the Americas. He was named Chief Digital Officer for the Americas in 2017.
Simon holds an MS in financial mathematics from Ecole Centrale Paris.
MD, financial risk management, CRO, futures and forex
Joe Iraci is a Managing Director at TD Ameritrade where he heads the Financial Risk Management team. Prior to this position he headed the Financial Markets Services Group, and the Corporate Risk team. Prior to joining TD Ameritrade Joe held several senior risk management positions within Fidelity Investments at both Fidelity Employer Services Corporation and Fidelity Brokerage Company. Joe previously had been the Head, New Business Operations, UBS AG, and the Regional Head Americas / Deputy Global Head of Operational Risk at Deutsche bank AG, a position he assumed from heading the Business Risk Management for Deutsche Bank's Corporate Trust and Agency Services business. Prior to joining Deutsche Bank, Joe had been a Bank Examiner with the FDIC and served in the United States Marine Corps. Joe completed his undergraduate studies at St. John's University and received his MBA from New York University.
MD, risk management
Charuhas Pandit joined Morgan Stanley in 2004 after completing a Ph.D. in Electrical Engineering from the University of Illinois at Urbana-Champaign. For the next 13 years, Charuhas performed a number of roles in the Structured Credit and Corporate Credit quantitative modelling space, eventually leading the global Credit Desk Strategist team at Morgan Stanley. Since 2017, Charuhas has been leading the global Market Risk Analytics team focusing on market risk models such as VaR, Stressed VaR, IRC and CRM. As part of this role, Charuhas is leading the modelling efforts in Morgan Stanley to prepare for FRTB.
MD, US head of financial planning and stress testing
Kresimir Marusic is US Head of Financial Planning and Stress Testing for Deutsche Bank Americas operations based in New York. He has twenty years of experience in the financial industry across variety of roles. He has managed teams spanning global locations and has held various management and leadership roles throughout his career. He has recently been leading DB's US efforts in financial technology developments in planning and stress testing areas, in coordination with various startups as well as large companies. He is a frequent contributor to industry conferences as a speaker and a panelist.
Gurraj Singh Sangha
Quantamental Global Macro Portfolio Manager
Mr. Sangha is Head of Risk in the Mobile Analytics division at State Street and leads a risk and investment strategy team for an artificial intelligence platform that integrates machine learning, natural language processing, portfolio and risk management, and human experiences to explore connections and extract relevant insights between market-moving events and multi-asset class portfolios.
Mr. Sangha is an accomplished global macro portfolio manager, strategist, and risk manager, with over 20 years’ experience. He has advised firms on developing quantamental approaches to trading --- strategies at the intersection of structural, statistical, and fundamental trading, utilizing data science, machine learning on both structured and unstructured data, and behavioral analytics. Further, he has led several investment strategy and risk management teams and held a number of senior positions, including Chief Investment Strategist at a $6 billion global macro volatility hedge fund, and Senior Global Macro Trader at a $400 million hedge fund.
Mr. Sangha began his career at Goldman, Sachs & Co.,in the Global Investment Research Division. He received honors at the International Mathematics Olympiad, served on the Canadian Mathematics Olympic Team, and is a Magna Cum Laude graduate of Brown University.
MD, quantitative risk and stress testing
MD, 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.
MD, credit and operational risk analytics
BMO Financial Group
Jimmy has 20 years of experience as senior executive in risk analytics for large / global banks across US, Asia and Canada.
He is currently Managing Director, Global Head of Credit and Operational Risk Analytics at Bank of Montreal – One of the top 4 banks in Canada with asset size more than 700B USD.
Before Jimmy joined BMO, he was Managing Director at MUFG (largest Japanese Bank with more than 3 trillion USD asset size) as Head of North America Credit Analytics, Executive Vice President for First Horizon National Corporation and Senior Vice President for Wells Fargo.
He also had prior experience managing Model validation and Enterprise risk management.
Jimmy was a Peking University graduate in computational mathematics and he also has a PhD in applied mathematics and an honor graduate of Southwestern Graduate School of Banking.
Jimmy is a well-known industry expert, speaking and chairing many industry conferences each year: RiskMinds, Risk USA, Stress Testing USA, Quant Congress, IACPM, RMA, FIMA, Moody’s Risk Practitioner and IFRS-9 / CECL conferences etc.
Jimmy also published several papers in Academic Journals and is a contributor to two books published by RiskBooks.
head of wholesale and markets risk analytics
managing director, global head of enterprise risk
Rajat Baijal is the Managing Director – Global Head of Enterprise Risk at Cantor Fitzgerald. In this role, he is responsible for designing and embedding a robust Risk Framework across the firm. This includes articulating and implementing a robust Risk & Control Self-Assessment (RCSA), Risk Event Management, Key Risk Indicators etc. and ensuring that the Board is suitably informed about all material issues.
Rajat has an MBA in Finance and has previously worked for Kensington Mortgages, Lloyds Banking Group and Aviva specialising in global implementation of their Risk Framework. Rajat is a regular speaker at risk conferences across London and New York and has authored a number of articles for risk journals/textbooks.
EVP, head of risk architecture
SVP, 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.
head of innovation Americas
Joerg Landsch is the Head of Deutsche Bank Innovation Labs Americas with presences in New York and Silicon Valley. Since joining Deutsche Bank in 2001, he has held a number of business and strategic roles across Corporate & Investment Banking, business development as well as corporate M&A and worked for the bank in Frankfurt, Hanoi, London and New York. Most recently, Joerg supported the bank’s digital transformation through his Regional Management responsibilities. Joerg is also an active startup mentor.
chief technology risk officer
Alec Crawford is responsible for identifying and managing risk in Lord Abbett's portfolios. In addition, he is a member of the Investment Leadership Team, as well as the Strategic Allocation and ESG committees.
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 7, by Frank Fabozzi. Mr. Crawford also has received awards from Institutional Investor for his research on mortgage-backed securities.
He earned an AB in computer science from Harvard College.
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.
global head, risk informatics
Murad is the global head of the Risk Informatics group at Goldman Sachs. Before that, Murad was the global head of Market Risk Analytics and Reporting as well as Market Risk Core Technology, responsible for calculating and reporting firm-wide market risk and capital metrics. In previous roles, also at Goldman Sachs, he managed the Market Risk Modelling team in the Americas driving the development of Market Risk, CCAR and Capital models, he also managed the Corporate Treasury Modelling team developing models of Liquidity risk. He joined Goldman Sachs in 2005 as an associate in Market Risk Technology. Murad was named managing director in 2017.
Previously, Murad worked as a research scientist in Computational Biology at Howard Hughes Medical Institute and Columbia University in New York where he used physical and statistical models as well as machine learning techniques to predict the function of proteins and the manner in which they interact with drugs.
Murad holds an MD from Damascus University, a PhD in Biophysics from Washington University in St. Louis, and a Masters in Mathematical Finance from the Courant Institute, NYU.
global head of risk technology
RBC Capital Markets
senior special advisor, supervision, regulation, and credit
Federal Reserve Bank of Philadelphia
José J. Canals-Cerdá is a Senior Special Advisor at the Federal Reserve Bank of Philadelphia in the Supervision, Regulation, and Credit Department. His areas of expertise are Financial Risk Management, Financial Econometrics, Retail Credit Risk and Loss Modeling. He has participated as a lead expert in SCAP, CCAR and DFAST stress tests. He has made significant contributions to the development of systems and databases at the Federal Reserve for the analysis of regulatory stress tests. He was the principal developer of the Federal Reserve System methodology for Stress Testing of cards portfolios during the CCAR and DFAST stress test exercises, leading a group of Ph. D. economists and analysts. He is a lead quantitative expert in credit risk, securitization, ALLL, Economic Capital, Stress Testing, Basel, Credit Scoring and Model Risk Management. He has lead quantitative benchmark studies in several areas of interest to the Federal Reserve System related to Stress Test, Basel II and ALLL/CECL. He is a regular contributor to Basel II working groups within the Federal Reserve System. He is also an advisor to the Large Institution Supervision Coordination Committee (LISCC) in the area of credit risk.
head of regulatory interpretations, liquidity
Shahab Khan currently works for Deutsche Bank in New York in Treasury function as Head of Regulatory Interpretation-Liquidity. Prior to this, he was with the Regulatory Policy group where he was subject matter expert on matters related to Liquidity, Capital, RWA, Market Risk etc. Before this, he worked for various financial institutions and was associated with one of the big 4 accounting firms in the financial advisory group at the beginning of his career. During his professional career, he has held various positions in Treasury and M&A groups. For the last several years, he has been dealing with Capital and Liquidity regulations that are applicable in the US. In addition to MBA, he is also a Certified Treasury Professional. He is an avid reader and loves to travel.
director and senior credit risk officer
head of model risk
Agus Sudjianto is an executive vice president and head of Corporate Model Risk for Wells Fargo, where he leads a highly technical team to manage model risk across the enterprise. 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,where he was responsible for the enterprise development and oversight of all risk management models (retail and wholesale credits, market, regulatory capital, stress testing, asset liability management, and insurance).
managing director enterprise risk management Americas, 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 and various regulatory market risk initiatives. His prior role was heading the Equity/Fixed Income/Commodity market risk teams for SG in the Americas, including NY, Canada and Brazil trading platforms.
Fabrice Fiol joined Societe Generale NY in 2009. Prior to SG, Mr. Fiol was a Senior Vice President at Natixis-NY 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) in 1998 and holds a Degree (DEA) from Paris VII University.
Fabrice Fiol has participated as a speaker and panelist at various risk conferences (Bloomberg,Risk.Net,Cefpro) and has co-authored an article in the RMA Journal in 2017 “Risk Appetite: How Banks are responding to risk in a new regulatory environment”
- Member, RMA Risk Management Association (2012– Present)
chief-of-staff, global fixed income
BNP Paribas Asset Management
Ben handles business management and chief-of-staff responsibilities for the CIO of the Global Fixed Income division of BNP Paribas Asset Management.
He has over 18 years of industry experience with hedge funds and investment managers in London and New York.
Over his career, he has been a Head of Model Development, Portfolio Manager for Absolute Return, Research Manager & Senior Quantitative Researcher. His experience covers multiple asset classes: from default and loss models in the less liquid markets (Private Debt and Real Estate) to alpha models in the more liquid (Non-traditional Bond; Managed Futures; Global Macro and Equity Long/Short).
He holds a BA (Hons) in Economics from The University of Manchester and an MSc in Mathematical Finance from Imperial College London. Since 2013, Ben has served on the Board of Directors of the Society of Quantitative Analysts (SQA).
Despite now being a reformed quant, he’s still invited to present on deep learning and model risk management topics at Columbia & NYU, as well as industry events.
model validation executive
Liming Brotcke leads the model validation group of the MRM function at Ally. Before joining Ally Liming was the functional head of MRM for six large and foreign banks in the 7th district and led the Risk Modeling and Analytics at the Federal Reserve Bank of Chicago. She has years of CCAR experience and participated in the LISCC supervision as the quantitative lead of the retail credit card portfolio. Prior to Chicago Fed, Liming has extensive quantitative skills and business knowledge due to her experience at Citi Group and Discover as a portfolio manager and model developer for various business lines. Liming holds a Ph.D. degree in Economics from the University of Illinois at Chicago.
head of firmwide Libor transition efforts
Jason is responsible for the firm's London Inter-bank Offered Rate (LIBOR) transition efforts. Previously, he was deputy head of Liquidity Solutions for Goldman Sachs Asset Management (GSAM). From 2010 to 2017, Jason was the head of International Liquidity Portfolio Management for GSAM, responsible for the management of international liquidity portfolios. From 2007 to 2010, he was co-head of the Secured Funding team on the Central Funding desk, where he and his team were responsible for all financing transactions and financing counterparty relationships across the Investment Management Division. Prior to that, Jason worked in the portfolio and risk strategy group of GSAM’s Fixed Income team from 2004 to 2007. Before joining GSAM, he was an analyst in Fixed Income Operations. Jason joined Goldman Sachs in 2000 and was named managing director in 2012. Jason was recognized by Financial News as one of the “FN 40 Under 40 Rising Stars of Asset Management” in 2013 and 2014. Jason serves on the Board of Trustees of Fairy Bricks. Jason earned a BA in Economics from the University of Michigan in 2000.
Sidhartha is a Research Director at Chartis with over 20 years of experience in the financial, energy, and commodities markets in various functions across the trade life-cycle (risk management, trading, and product structuring) and software development life-cycle (risk, analytics, and trading). Sidhartha has held various roles in product development, trading, risk management, software development, and consulting in banks, hedge funds, and risk advisory and software firms, including Standard Chartered Bank, TCG Group, HCL, and Cognizant.
His specific areas of interest and research include risk data, model risk management, quantitative models in illiquid markets, high performance analytics, energy and commodity trading risk, market structure design, new computational models, and the use of innovative mathematical methods in various emerging areas of risk management.
Sidhartha holds an MBA from the Indian Institute of Management and is a qualified Chartered Alternative Investment Analyst CAIA , Financial Risk Manager (FRM) and Energy Risk Professional (ERP) member of GARP.
executive vice president & director, qualitative risk assessment
Jeffery J. Weaver is an Executive Vice President & Director of Qualitative Risk Assessment at KeyBank. In this capacity, Jeff is responsible for formalizing the non-model qualitative process risk assessment of the corporation which also includes leadership of the Management Estimate Independent Review Team (MEIRT) processes. Jeff also has responsibility for enhancement of firm-wide non-financial risk appetite tolerances and risk assessment of the qualitative processes used to quantify and manage financial risks. He serves on the Executive Council and the Model Risk Committee of the corporation.
Prior to advancement in 2017, Jeff established and led Key’s Credit Portfolio Management practice where he was responsible for concentration risk management for a $145 Billion credit portfolio. Work in this area led to his election to Chairman of the Board of the International Association of Credit Portfolio Managers in 2015, a global industry association with 92 financial institutions, where he continues to serve as its Chairman Emeritus and member of the Executive Committee. Jeff came to KeyCorp in 2005 from TD Securities (USA), Inc., a subsidiary of TD Bank in New York, NY; and has held positions of increasing responsibility at Bank of New York, JP Morgan, and Citicorp Investment Bank.
Extensively involved in various philanthropic and cultural endeavors, Jeff serves on the Board of Trustees of The Cleveland Orchestra; The Union Club of Cleveland; Cleveland Rape Crisis Center; The Country Club; and is the Treasurer of the Board of St. Vincent's Charity Medical Center in Cleveland.
He is also a four-term member of the Board of Trustees of the Community Service Society of New York, a direct service and advocacy group for the poor of New York City, serving as chairman of its Investment Committee; and the Cornell University Council where he was bestowed the 2010 Wilbur Parker Distinguished Alumni Award by its Johnson School of Management.
In 2009, he was featured in Black Enterprise Magazine as one of the "100 Most Powerful Executives in Corporate America". In 2010, 2012 and 2018, Jeff was also named by Savoy Magazine as one of the "The Most Influential Blacks in Corporate America."|
Jeff holds a Bachelor’s degree in Economics and Government from Cornell University, where he also earned his MBA in Finance from its Johnson School of Management.
Mark has over 30 years’ experience in global capital markets, consulting and associated technologies, focusing on risk management, front- and middle-office platforms and data management. Before Chartis he held executive positions in large global financial institutions, consultancies and FinTechs, in various roles including platform and software development, solution architecture, large-scale program management, vendor selection and implementation, and strategy development and execution.
With a background covering the front, middle and back office, Mark brings to Chartis a holistic view of business, technology and regulatory issues across the enterprise, and how these issues can be addressed by leveraging appropriate technology solutions. His primary focus has been risk technology, and his work in this area includes: leading the global teams for risk technology at RBS Capital Markets and AIG; working with middle- and front-office technology teams at Barclays Capital; extensive consulting experience with major consulting organizations including EY and Deloitte; and extensive vendor experience, including time at Algorithmics and Misys (now Finastra). Mark has an MA from Oxford University and is a Fellow of the Institute of Chartered Accountants in England and Wales.
head of liquidity risk oversight
Susanne Robinson heads second line of defense oversight for liquidity and funding risk at CIT. She serves on first and second line management committees and co-chairs the firm’s liquidity and market risk working group. She has held roles in CCAR stress testing, Resolution Planning, and Model Validation. Earlier in her career, she worked in fixed income trading and research at Salomon Brothers and in quantitative analysis for securities litigation.
Susanne has a PhD in Finance from Stanford University. She has taught classes in options and debt markets at NYU and Columbia Business Schools.
head of strategic planning and business
RBC Capital Markets
head of applied sciences business integration
Lloyds Banking Group
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.
officer, head of policy, analytics and vendor strategy
Federal Reserve Bank of New York
Melissa J. Mellen is an Officer within Procurement Value Management, leading the Policy, Analytics, & Vendor Strategy team. In this capacity, Melissa is responsible for overseeing Procurement Policy related compliance, and advisory client driven services. She also manages the Federal Reserve Bank of New York’s Vendor Management, and Supplier Diversity Program.
Prior to joining the Federal Reserve Bank of New York, Ms. Mellen spent over ten years in the private sector, focused on Procurement, Supplier Diversity and Vendor Risk Management for firms such as: MUFG Union Bank, JP Morgan Chase, OppenheimerFunds, and Mizuho Bank, Ltd.
Ms. Mellen received her Bachelor’s degree in Philosophy from SUNY Albany, and also holds a MBA with a concentration in Risk Management from Saint Peter’s University. She recently earned a Professional Certificate in Diversity & Inclusion from Cornell University. Melissa is currently a Doctoral Candidate at Pace University, with a focus in Business Management.
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.
head of third party risk
T. Rowe Price
John Ingold is the Head of Third Party Risk at T. Rowe Price where he leads a team that develops and delivers actionable third party risk intelligence to business unit decision makers, and to senior and executive management. He has 15 years of experience in Risk Management, Vendor Management, and Supply Chain Management.
Prior to joining T. Rowe Price in 2013, he was Senior Manager of Supply Chain Management at CSC where he led supply chain policy and process improvement efforts, spend analytics, and executive reporting. Earlier, John led financial services industry efforts to collaborate on non-competitive risk management issues in information security and vendor management from the BITS division of the Bank Policy Institute (fka The Financial Services Roundtable). He earned his law degree from The George Washington University Law School and is a member of the DC Bar.
Ken Abbott is currently on the faculty at Baruch College where he teaches both undergraduate and graduate students. He also is an adjunct faculty member at Claremont Graduate University and NYU. Until May 2018, he served as Chief Risk Officer for the Americas at Barclays a position he held since 2015. Prior to that, he spent nine years at Morgan Stanley, where he served as Chief Operating Officer for all Firm Risk. He also covered Commodities, Rates, FX, Retail and Emerging Markets businesses at Morgan Stanley, and was CRO for Its buy-side activity. Mr. Abbott spent 14 years at Bankers Trust in a number of trading, research and risk management roles. He also spent over 5 years at Bank of America in several senior Market Risk Management roles. Mr. Abbott currently sits on the Boards of the New Jersey Scholars Program, the Harvard Club of New Jersey, and CGU’s Financial Engineering Program, where he has recently been appointed as a Senior Fellow. Mr. Abbott has a Bachelor of Arts in Economics from Harvard University; a Master of Arts in Economics and Master of Science in Statistics and Operations Research from New York University. Mr. Abbott is an avid musician, playing clarinet, saxophone, oboe, English horn, and tuba.
global market risk product manager
Eugene Stern is head of market risk products at Bloomberg, working on the firm’s enterprise risk services business, which ties together market and reference data, instrument-level analytics for both risk managers and the front office. He helped start the business and has held a number of different leadership roles in product management, implementations, and client services.
Previously, Eugene spent ten years at RiskMetrics where he started as a quant researcher, building models for market and credit risk, and eventually moved to the business side, leading the product management team and overseeing all offerings across the risk business.
Eugene holds a Ph.D. in Math from UC Berkeley, and worked at the University of Pennsylvania as a lecturer in mathematics before beginning to work in risk.
head of portfolio construction and risk management
Racim Allouani (New York) joined KKR in 2015 and oversees the Risk Management and Portfolio Construction efforts across KKR's Public Credit, Private Credit and Special Situations businesses. Prior to his current role, Mr. Allouani had a similar responsibility in the Hedge Funds business. Prior to joining KKR, he spent five years at the hedge fund of Lombard Odier as a senior quantitative portfolio analyst and risk manager, covering equities and credit strategies. Prior to that, he was at fund of hedge funds Arden Asset Management in the portfolio optimization and risk management group. Mr. Allouani held previous positions at Deutsche Bank in equity research and Bank West LB in fixed income research. Mr. Allouani earned a M.A. in International Economics from Sciences Po Paris, in Financial Engineering from Cornell University, as well as a and Bachelor’s degree in Applied Mathematics and Computer Science from Ecole Nationale des Ponts Et Chaussees.
head of balance sheet modeling
Armel R. KOUASSI is an experienced financial professional with global and broad-based asset liability management and treasury portfolio management experience in the most respected financial institution in the world GE Capital, Merrill Lynch, Citi Bank, HSBC Asset Management, State Street Corporation and Northern Trust. Armel has a proven ability to develop strategic plans to optimize the balance sheet and successfully manage risk, resulting in improved earnings. Recognized in the industry for his ability to develop strong predictive analytical models made possible by well-honed skills in data science. Armel has demonstrated with his 15+ years’ experience in banking competency with all Banking regulations, including Dodd-Frank. Armel is certified Financial Risk Professional and aa member of Global Association of Risk Professional. Armel is passionate of Classical music and is member of the Board of Directors of the Ridgefield Symphony Orchestra. Armel received a MBA from the University of Pennsylvania Wharton School, a Master in Finance from ESCP Europe, Paris, France and a Master of Applied Economics and Statistics from ENSEA Cote d’Ivoire.
Currently Armel is overseeing $120Bn Bank’s Balance sheet and heading Northern Trust’s Asset Liability Management and Balance sheet
Founder and principal
Terry Benzschawel recently started his own firm after 30 years as a quant on Wall Street. The firm specializes in financial education, advanced model development, and systematic trading. Before that, Terry was a Managing Director in Citigroup's Institutional Clients Business, heading the Quantitative Credit Trading group.
Terry received a Ph.D. in Experimental Psychology from Indiana University (1980) and his B.A. (with Distinction) from the University of Wisconsin (1975). Terry has done post-doctoral fellowships in Optometry, Ophthalmology, and engineering prior to embarking on a career in finance. Terry began his financial career in 1988 at Chase Manhattan Bank, building genetic algorithms to predict corporate bankruptcy. In 1990, he moved to Citibank and trained a neural network to detect fraud on credit card transactions. In 1992 he was hired by Salomon's Fixed Income Arbitrage Group to build models for proprietary fixed income trading. In 1998, he moved to Citi’s Fixed Income Strategy department as a credit strategist with a focus on client-oriented solutions across all credit markets where he worked in related roles since then. Terry is a frequent speaker at industry conferences and events and has lectured on credit modelling at major universities and government institutions. In addition, he has published over a dozen articles in refereed journals and has authored two books: CREDIT MODELING: FACTS, THEORIES AND APPLICATIONS and CREDIT MODELING: ADVANCED TOPICS.
managing director, risk & quantitative analysis group
Kristen has 25+ years of experience in risk management and analytics at large buy- and sell-side firms. She has been the Chief Operating Officer of BlackRock's Risk and Quantitative Analysis (RQA) Group since 2012. Kristen reports to the firm's Chief Risk Officer (CRO) and is a member of RQA's EXCO. Her current responsibilities include ensuring RQA effectively manages market, counterparty credit, liquidity and operational risk on behalf of BlackRock and fiduciary clients. She is also responsible for RQA’s strategic technology, analytics and reporting initiatives partnering with BlackRock’s financial modeling and application development teams. Kristen has been a member of the Commodities Futures Trading Commission’s (CFTC) Market Risk Advisory Committee since 2014 and works closely with BlackRock’s Vice Chairman / Head of Government Relations on risk-related regulatory issues.
Kristen previously worked for BlackRock’s CRO when he was co-heading BlackRock Solutions and focused on developing analytics for fixed income bonds and derivatives as well as portfolio risk analytics, such as VaR and stress testing. She also worked with BlackRock’s Institutional Client Business and Sovereign Wealth clients on risk measurement for AUM managed by BlackRock.
Kristen has also held senior positions in risk management at Goldman Sachs, PIMCO and Barclays Capital. Many of her risk roles have also involved addressing regulatory issues pertaining to risk management, including managing the Federal Reserve's initial stress testing exercise for Goldman Sachs during 2009. She has also done significant work developing analytics for market, credit and liquidity risk across cash and derivatives markets.
Kristen started her career in Supervision and Regulation at the Federal Reserve Bank of Boston and holds a MBA from Babson College and an undergraduate degree in accounting from the University of Massachusetts at Amherst.
founder, chief executive officer
Shyam Sreenivasan is the Founder and CEO of Quantel AI. Shyam was previously at Morgan Stanley for over 20 years where he led many transformational technology initiatives in various leadership capacities in New York, London and Mumbai. Throughout various points in his long career at Morgan Stanley, he was the Global Head of Program Trading Technology, Exchange Connectivity and Algorithmic Trading Risk Controls. He is a proven thought leader and innovator, creating many high-performance teams in fast paced environments. Shyam is a domain expert in algorithmic trading and analytics across equity and fixed incomes asset classes, trading systems, quantitative finance, high frequency trading, regulatory controls and risk management, machine learning and deep learning techniques as well as its application in finance.
Shyam proudly holds a Bachelors in Engineering (CS) from Bharathiar University, India, Masters in Computer Science from University of South Carolina, Columbia, Masters in Business Administration (Finance) from Wharton School, University of Pennsylvania and Certificate in Quantitative Finance (CQF) from the CQF Institute.
head of fixed income quantitative investments & research
T. Rowe Price
lecturer, ERM program
Lecturer, ERM Program, Columbia University
Managing Director, Head of ORM Framework, Citi (retired)
Principal, Greenwich Risk Management Consulting
Jay Newberry has over thirty years of experience in risk management. He is currently a Lecturer in the Enterprise Risk Management Program at Columbia University teaching courses in Operational Risk Management, and Traditional Risk and ERM Practices.
Jay recently retired from Citigroup where he was responsible for the global Operational Risk Policy and Framework for identifying, assessing, monitoring, and communicating operational risk and the overall effectiveness of the control environment.
His responsibilities included standards for Risk Identification and Monitoring, spanning risk appetite, key operational risks and key indicators, and concentration risk. He was also responsible for standards for Scenario Analysis and related stress loss forecasting processes.
In addition, Jay established and oversaw the independent verification processes for operational risk covering Basel AMA and CCAR and has facilitated a number of key global operational risk management governance committees.
Jay led U.S. regulatory relations for operational risk and partnered across Citi on global regulatory matters.
In his most recent role, he had responsibility for developing Citi’s Lessons Learned Policy and program, spanning all risk types.
Jay’s prior experience at Citi included leadership positions in developing and executing credit risk analytics, portfolio derivatives, risk capital, and credit portfolio management tools. He began his banking career as Senior Analyst in Citi’s Corporate Finance Analysis Department where he engaged in marketing initiatives and credit approvals for the large corporate market.
Currently Jay is Principal, Greenwich Risk Management Consulting, focused on Enterprise Risk Management and Operational Risk Management in the financial services industry.
Jay earned his BA degree in Economics from Middlebury College and his MBA from the Tuck School at Dartmouth.
global head, FRTB solutions
Mr. Jones is a frequent expert speaker at financial risk management conferences and events. Previously, he was responsible for the firm's initial margin and counterparty credit solutions. For more than 20 years, he has worked in both market and credit risk, gaining extensive experience in product strategy, financial engineering and derivatives valuation. He was head of product management at QuIC Financial Technologies, which was acquired in 2011 by Markit, now IHS Markit. Before QuIC, he held financial engineering positions of increasing responsibility at Algorithmics. He holds a Bachelor of Arts in Physics from Oxford University, UK.
Paris Dauphine University
Prof. Aymeric Kalife is a Partner of the "iDigital Partners" consulting company specialized in digital transformation, and an Associate Professor in Finance at Paris Dauphine University. He was the Head of Savings & Variable Annuities and deputy Life Group Chief Actuary at AXA Group which he joined in 2007. Prior to AXA, Aymeric was a volatility strategist 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 market liquidity risk for flow / structured products, variable annuities, and insurance policyholders' behavior. He holds masters degrees from Polytechnique, HEC Business Schools, ENSAE, Sorbonne and Science Po, and a Ph.D at Paris Dauphine University & ESSEC business school
offering manager, third party risk
Jaymin Desai is a Certified Information Privacy Professional (CIPP/E , CIPM) and the Third Party Risk Offering Manager at OneTrust – the #1 most widely used privacy, security and third-party risk technology platform. In this role, Desai oversees a global professional services team of privacy certified consultants focused on formulating efficient and effective responses to data protection requirements. His team advises many of the world's leading organizations on General Data Protection Regulation (GDPR), California Consumer Privacy Act (CCPA) and ePrivacy (Cookie Law) solution implementations with extensive experience building and scaling enterprise-level privacy programs. He holds a B.S. in Biomedical Engineering from the Georgia Institute of Technology.
NYU Tandon School of Engineering
Ken created the Risk Management department at Och Ziff and served as Chief Risk Officer for over 13 years. He led the Firm through a five-fold increase in AUM and headcount, the transition from private to public company, and managed major and minor financial/business crises and the introduction of new strategies and products.
He pioneered the use of quantitative techniques for portfolio construction and analysis at a fundamentally oriented firm, anticipating the “quantamental” revolution. Most recent activities have focused on how Artificial Intelligence may adapted to Finance.
executive in residence and adjunct professor
NYU Stern School of Business
Jae Ho Kim
head of risk research
Point72 Asset Management
Jae Ho Kim is the Head of Risk Research at Point72 covering both equity as well as macro strategies. Prior to joining Point72, he was a member of the Fixed Income Quant Research team at AllianceBernstein. Jae Ho has a PhD from Princeton University and a Bachelor’s from Cooper Union.
global solution lead, risk modeling & decisioning
With more than 15 years of experience in quantitative risk management, Terisa Roberts is a well-rounded risk management professional, working predominantly in the financial services sector on topics such as regulatory capital, impairment, model and data governance and enterprise stress testing. She holds a Ph. D in Operations Research and Informatics. She has extensive experience deploying SAS Risk Solutions worldwide and advising financial institutions and regulators on the strategic and responsible use of Artificial Intelligence and Machine Learning in Risk Management.
head of Americas supervision
Stan is the Head of Americas Supervision at Citadel Securities where he covers the Equities, Futures, ETFs, systematic trading and low latency businesses. Stan is also an Adjunct Professor at Fordham University School of Law teaching Quant Trading & US Market Structure Regulation. Stan previously was a Compliance Officer at Marshall Wace North America L.P. where he specialized in Quantitative Compliance and helped build the core US compliance program. Prior to that he worked at Knight Capital Group focusing on algorithmic trading, market structure, and surveillance. He holds a J.D. in Law from Fordham University School of Law where he was an Associate Editor on the Journal of Corporate & Financial Law, and additionally holds an M.Eng. in Engineering Management, M.S. in Pharmaceutical Manufacturing Engineering, and M.A. in Technology, Policy & Ethics from Stevens Institute of Technology. Stan is Certified in Risk and Information Systems Control (“CRISC”) and is also a Certified Fraud Examiner (“CFE”). Stan frequently lectures on industry topics including FinTech and RegTech, alternative data, regulatory and enforcement matters, surveillance, data privacy, and risk management.
head of strategy & business development
Marc Wiznia is head of Voya Financial’s strategy and business development group, responsible for developing and executing Voya’s growth strategy. Marc joined Voya in 2014 to lead strategy for Voya’s investment management business, soon also gaining responsibility for Voya’s retail wealth management strategy and in 2017 the company’s firm-wide strategy. In 2018, Marc also was asked to drive Voya’s innovation program. Marc leads Voya’s efforts to deploy new technologies to create competitive advantages over competitors.
Prior to joining Voya, Marc was Vice President of Strategy and Development for Asset Management at JPMorgan Chase (2010-2013), leading strategic initiatives and M&A transactions for the firm’s global investment management and wealth management business units. Earlier, Marc was a key member of the global corporate strategy and development teams at Prudential (2007-2010) and CIT Group (2006-2007). He began his career in investment banking. Over the course of his career, Marc has closed more than 20 transactions, cumulatively valued at over $20 billion. He holds a bachelors in mathematics from Yale and a masters in finance from Princeton.
Marc has hands-on commercial experience with investment management, wealth management, retirement services, and life insurance. He prides himself on devoting his career to building and growing financial services to improve the lives of underserved Americans. Growing up in a farming community, he experienced firsthand the benefits of good future planning, and those early lessons continue to guide him today. Marc currently lives in New York City with his wife and four children, with whom he shares a passion for robotics and nature.
regional head of model risk governance
As the Regional Head of Model Risk Governance for Societe Generale, Barbora is responsible for all aspects of model risk governance framework applicable to the models used by Societe Generale at Americas perimeter. These model types include Credit, Pricing, ALM, Stress Testing, Counterparty Credit Risk, Market Risk or AML/BSA. Barbora joined Societe Generale in 2005 and prior to entering the model risk management space, held various roles in the Business, Internal Audit and In-house Consulting. Barbora holds Masters in both economics and management.
managing director, head of markets model validation
Xiaobo Liu currently is a managing director of Corporate Model Risk Management at Wells Fargo with responsibilities for the validation of models used in derivative pricing, counterparty credit risk, and market risk. Prior to joining Wells Fargo, he was a managing director and head of Model Risk Management for Americas, Deutsche Bank A.G. with responsibilities for the regional model risk management policies, procedures, and validation. Previously, he was co-head of Model Validation Group for the Institutional Clients Group at Citi.
He has a P.h.D in Mathematics and is a CFA charter holder. His other working experiences include supporting Commodity Business at Morgan Stanley, FX Business at JP Morgan, and being an assistant professor at Clarkson University.
head of surveillance
Eric Hains is the Director of Surveillance for TD Ameritrade, Inc. In this role he is responsible for the firm’s AML and Trade surveillance functions. Prior to joining TD Ameritrade, Eric was the head of Sales – Americas for the Nasdaq SMARTS Trade Surveillance system. From 2001 to 2010, Eric was a director in the Compliance department of Citi Global Markets, Inc. Mr. Hains holds a B.A. from Franklin & Marshall College.
director, global risk consulting, risk research and quantitative solutions
Wei Chen has led several program initiatives including enterprise stress testing and IFRS 9/CECL in the recent years. He has worked closely with major financial institutions around the world on business process and requirements, methodology, solution design and implementation. Wei has more than fifteen years of banking and insurance experience in the areas of credit risk, market risk, asset and liability management and liquidity risk from both regulatory and internal management perspectives. In the recent years he is active in the risk and finance integration subjects such as IFRS, risk appetite framework, capital planning and recovery and resolution planning. Big data analytics application in risk management is another emerging subject for him. His publications have appeared in several journals such as Journal of Risk and Journal of Risk Management in Financial Institutions. Most recently he co-authored a Wiley Finance Series book, “Financial Risk Management – Applications in Market, Credit, Asset and Liability and Firmwide Risk”.
Wei is an associate editor of the Journal of Risk Model Validation and a certified Financial Risk Manager and holds a PhD from The University of Iowa.
partner & co-founder
Centana Growth Partners
Ben Cukier has 24 years of experience in growth equity, corporate finance and management consulting, including 21 years in private equity. He has developed a keen understanding of the key players, regulatory environment and complexities of the financial services ecosystem and a passion for helping companies grow. Ben co-founded Centana in 2015, and currently sits on the boards of Centana portfolio companies Jumio, Quantitative Brokers and Alaia Capital. Previously, Ben spent almost 16 years at FTV Capital, a $2.8 billion growth equity manager, where he was a Partner, served on the Management Committee and led the financial services practice. At FTV Capital, Ben led or co-led 11 investments in, and sat on the boards of, companies such as Aspire, Cloudmark, ETF Securities, IndexIQ, PowerShares, and Velocity Shares. Before joining FTV Capital, Ben served on the telecommunications and media team at Madison Dearborn Partners in Chicago. Prior to that role, Ben was a consultant at McKinsey & Company in New York in its Corporate Finance practice. Ben received a BS in Finance and a BA in International Relations summa cum laude from the University of Pennsylvania and an MBA from the Stanford Graduate School of Business.
MD & global head of enterprise technology
BANK OF AMERICA
executive director, head of U.S. country risk
head of risk, Americas group risk
global head of diversity & inclusion
RBC Capital Markets
head of north American funding
vice president, offering management