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 Executive Committee.
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 the chief risk officer, co-head of the Risk & Quantitative Analysis Group and a member of the Global Executive Committee of BlackRock, Inc. He is responsible for the investment, counterparty, technology and operational risk of BlackRock and is also the chair of BlackRock's Enterprise Risk Management Committee. Previously at BlackRock, Dr. Golub was co-head and co-founder of BlackRock Solutions, BlackRock's risk advisory business beginning in 1995.
He is a board member of the Global Association of Risk Professionals, a member of the MIT Sloan School of Management's North American Executive Board and a member of the MIT Sloan Finance Group Advisory Board. He is also the Chairman of the Advisory Board of the MIT Golub Center for Finance and Policy, and the Chairman of the International Partners Committee of the Asset Management Association of China.
Dr. Golub earned an SB in Management in 1978, an SM in Management in 1982, and a PhD 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.
Formerly MD, global markets & global banking risk management
Bank of America
Hilmar Schaumann had been the Chief Risk Officer of Fortress Investment Group, an asset management firm active in global macro hedge funds, structured credit, and private equity, and of Brevan Howard US, a global macro hedge fund. Most recently, Hilmar risk-managed the aggregate exposure of Bank of America’s trading businesses across all asset classes. As a former portfolio manager trading global fixed income and global corporate credits at Primus Financial Products, Swiss Re Financial Products, and Deutsche Bank, his signature risk management style is to work proactively with the CIO and investment team on optimizing the fund’s risk profile in order to enhance risk-adjusted returns. Key focus is on basis risks, implicit short volatility exposure, illiquidity, contagion across asset classes, and funding drying up. Hilmar received his MS in mathematics from the University of Hannover and graduated from Harvard Business School completing the Program for Management Development.
CRO and head of quantitative research
Chief risk officer
Game changing Global Chief Risk Officer driving organizational success through transformation in risk management and user experience in Financial Services and Technology firms.
Prior to joining Velo Payments, Ms Dudani acted as Chief Risk Officer for a number of institutions, including Intuit, eBay, Barclays (Barclaycard Business Solutions), RBS Global Transaction Services Americas, RBS Global Merchant Services & Commercial Cards. In her capacity as Chief Risk Officer for such institutions, Ms Dudani built risk frameworks, led various risk strategies and implemented capabilities to deliver competitive advantage by building trust in the marketplace, improving customer experience, facilitating growth, cutting losses and costs where necessary, and protecting the customers and brands of the respective firms she acted for.
Ms Dudani developed her risk management craft at firms such as GE Capital, Wells Fargo Bank and JP Morgan Chase.
Ms Dudani studied Computer Science at Pune University, India and has a Masters in Business Administration from Boston College – Carroll Graduate School of Management.
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 Group Head and 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.
CRO, 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).
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, technology and head of future risks
Bank of America
Previously, Bill was head of the Corporate Operational Risk team responsible for enterprisewide operational risk policy, standards, and program execution, which included overall operational excellence. Prior to that role, he led Global Risk Technology. Bill joined Bank of America in 2013 as head of Enterprise Capital Management Technology.
Before joining Bank of America, Bill was head of Fixed Income Technology at Morgan Stanley and later at Nomura. Prior to that role, he was a partner and founder in several equity statistical arbitrage groups where he worked on portfolio optimization, factor groups, and clustering and price forecasting. He also spent several years at IBM Research where he was responsible for multiple patent applications and peer-reviewed papers.
He is involved in numerous community activities and currently sits on the board at Celebrate the Children, a school for children with alternative learning styles, which is located in Denville, New Jersey.
Bill worked on a Ph.D. in computer science at Yale University. He holds a master’s degree and bachelor’s degree in computer science, with a minor in pure math, from Union College. Bill is based in New York City.
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.
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, 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
Global head of data science , risk and market intelligence
State Street Verus
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, head of wholesale stress testing and allowance
Global head of credit and operational risk analytics
Sven Sandow is the Global Head of Credit and Operational 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-University 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.
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.
Global counterparty risk specialist
Yael is the Global Counterparty Risk Specialist for Citi FinTech, within Citi’s Institutional Clients Group (ICG). Her team is charged with measuring and assessing the risk of new disruptive business models and potential Citi partners. The Risk unit ensures that Citi takes calculated credit risk to obligors in a rapidly adapting and evolving landscape.
Yael has held several key Risk roles during her tenure at Citi, most recently Senior Credit Officer (SCO) of North American Banks and Finance Companies for four years. As SCO, she was responsible for the day-to-day approvals and monitoring of this portfolio. Prior to that role, Yael served as SCO for North American Private Equity Funds and Advisors, Regulated Funds, Asset Managers, and Pensions for seven years. She provided value-added services and benefits to internal clients, as well as implementing and managing transformation initiatives to improve capital allocation and reporting.
Prior to her career at Citi, Yael was a Vice President for the Sales and Structuring of Loan TRS at RBS. For the seven years prior, she was a Credit Officer at JPMorgan for Structured Products. Yael began her career at E&Y as a Quantitative Risk Management consultant building various market risk models.
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.
Kris Devasabai is the New York-based editor-in-chief of Risk.net. Previously, he was bureau chief and US editor of Risk magazine. He manages the editorial team. Prior to joining Risk, Kris 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.
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 business engagement and initiatives, CECL
RBC Capital Markets
Kuo-Chang is Head of Strategic Planning and Business Engagement at Royal Bank of Canada. He is responsible for ensuring the successful implementation of CECL and working with businesses to understand potential impacts. In his previous role, he was Co-Head of the Qualitative Methodology Review Group in RBC, where he established the governance structure and built end-to-end process to validate all qualitative methodologies for CCAR/DFAST reporting. In addition, he also led the implementation and first successful filing of RBC’s IHC CCAR FR Y-14 M&Q schedules. Prior to joining RBC, Kuo-Chang held various senior roles at, Goldman Sachs, Swiss Re and Morgan Stanley with focus on management and economic value reporting. Kuo-Chang received his B.A. in Economics from University of Chicago and M.B.A. from NYU.
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 enterprise risk
Giuseppe Paleologo is the Head of Enterprise Risk at Millennium Management, where he is responsible for measuring and managing risk across asset classes, firm-wide stress-testing, capacity analysis and liquidity risk methodology. Prior to Millennium he was a director at Citadel, were he was managing risk for its largest equity business. He also worked as a systematic portfolio manager, and as a researcher at Axioma and IBM Research (Mathematical Sciences), where he also co-authored seven patents. He has a PhD in Management Science and Engineering and MS in Statistics and Engineering-Economic Systems, all from Stanford, and a MS in Physics from “La Sapienza” University of Rome. His Erdos number is 3.
Executive vice president, head of risk strategy
Maria Leonard is a high performing leader with over 30 years of financial services experience. She is recognized in the industry for transforming internal audit and business line risk functions, and for successfully implementing large and complex programs. Maria currently serves as the head of Risk Strategy for Citizens Bank. In this role, she is charged with driving the Risk Management strategy designed around making risk management a competitive advantage. She recently led a programs to comply with new accounting standards and is currently leading an enterprise Risk Transformation program.
Most of Maria’s career was spent in Internal Audit. She served as the Chief Audit Executive for Citizens Financial Group. Prior to that, she held the role of Head of Audit for Royal Bank of Scotland (RBS) Americas and was a General Auditor for Bank of America. As the Director of Consumer Banking Risk Management at Citizens Bank, Maria re-engineered the function to align with regulatory expectations and industry standards.
Diversity and inclusion is core to Maria’s values and she has served in a variety of formal leadership roles supporting women and people of color, while leading very effective and diverse teams throughout her career. She served as the inaugural chairperson for Citizens’ Women’s Impact Network. Maria is a member of the Roger Williams Medical Center Advisory Board. She also served on the Board of Directors for the RI YWCA, chairing the Finance Committee for two years. She is a graduate of Bryant University and holds various professional certifications, including Certified Internal Auditor, Certified Information Systems Auditor and Certified Financial Services Auditor. She lives in Rhode Island with her husband and has three children.
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.
Chief risk operating officer & global head of counterparty risk
State Street Global Advisors
Suzanne is a Managing Director and Chief Risk Operating Officer at State Street Global Advisors as well as a member of the firm’s Senior Leadership Team. She oversees Counterparty Credit Risk and Risk Infrastructure. She leads a team of analysts responsible for the management and development of credit risk policies and procedures, comprehensive trade exposure reporting, oversight and monitoring of counterparties, as well as regulatory deliverables and project management of key technology and platform initiatives.
Suzanne has deep credit experience in both front office and risk management. Prior to joining State Street Global Advisors in 2013, Suzanne worked at Fidelity as a senior analyst in Counterparty Research. Previously, she held fixed income analyst positions at Eaton Vance and Deutsche Asset Management covering a broad range of industries and debt instruments. Early in her career, Suzanne completed the credit training program at Bank of Boston and was a corporate relationship banker.
Suzanne earned her MBA from Boston University’s Questrom Business School and BA from Hamilton College. She has been a speaker on fixed income and risk industry panels as well as a contributor to Global Association of Risk Professionals (GARP) publications. She is a Chartered Financial Analyst (CFA) and a member of the CFA Institute. She is also involved in the arts and serves as a board member for the Boston Ballet Volunteer Association.
Managing director, operational risk management, technology and cybersecurity
Mandar has over 20 years of engineering and risk management experience across Technology Operations, Governance and Audit, helping organizations meet business objectives through technology. Currently he is serving as a Managing Director at Citigroup in the Operational Risk group. Prior to Citi, Mandar was the Global CTRO at TD Bank Group, before which he served as the CTRO and CISO at the Bank of Montreal. In his prior career, Mandar has worked extensively with financial institutions globally through leadership roles at Cisco Systems, Inc., Accenture LLC, Alvarez & Marsal LLP, KPMG LLP and Ernst & Young LLP.
Mandar is an active member of the professional community and has presented at industry forums like Risk.Net, RSA and IAPP Conferences. Additionally, he is active in various profesional organizations such as ISACA, IAPP and ISC2 and has served as the Chair of the Canadian Banking Association’s CIRT (CISO Forum). He holds the CISSP, CIPP, CISA, and PMP certifications.
Executive director, International Center for Enterprise Preparedness (InterCEP)
New York University
Bill Raisch is the founding Director of the International Center for Enterprise Preparedness (InterCEP) at New York University.
InterCEP was established in 2004 as the world’s first research, development and engagement center dedicated to operational risk and resilience. The Center’s mission is to work globally to advance business, government and NGO collaboration on shared risks to their operations spanning the spectrum of natural, technological and man-made threats.
Bill has over 30 years of experience in the private sector spanning roles in both privately held and publicly traded corporations. His background includes management roles in financial services, publishing, agriculture and project consulting in a diversity of industries and managing several start-up efforts addressing new business innovations and technologies.
InterCEP core programs directly leverage multi-organizational collaboration on shared risks and include:
- The Security Operations Collaboration Network (SOC-NET) is a trusted community of multi-national corporations that share day-to-day operational intelligence as well as best practices 24/7/365. SOC-NET continues to grow as the first truly global private sector intelligence and collaboration network.
- The Metropolitan Resilience Network is a global prototype for regional public-private collaboration focused on advancing the resilience of metropolitan areas.
Bill received his B.A. (Government & Economics) and M.B.A. from Cornell University.
Global head, financial risk analytics
Dr. Aziz is a frequent expert speaker at financial risk management conferences and events and has published numerous articles on financial engineering, risk methodologies and portfolio management. He is responsible for the business, product and R&D functions of the Financial Risk Analytics group at IHS Markit, which provides capital markets analytics and risk management solutions to banks and other financial institutions. Financial Risk Analytics solutions support risk management best practice for counterparty credit and market risk, as well as addressing regulatory compliance requirements for risk, including comprehensive support for FRTB Solutions. Previously he led the strategy, research, business development and SaaS functions at IBM in their Risk Analytics division. And In previous roles at Algorithmics, he has headed the financial engineering, product management and professional services functions. Dr. Aziz has taught in master’s degree level Quantitative Finance programs at McMaster University, York University, Wilfrid Laurier University and the University of Connecticut, US.
Director, applications development
Kateryna Tokarieva is a Director of of Application Development for Institutional Clients Group. She is responsible for the Client Onboarding Platform serving Markets, Trade & Treasury Solutions, and Custody businesses globally.
Kateryna is spearheading development of new digital offerings such as the highly intuitive client portal with self-service capabilities for diverse client base. In addition to that, she is driving a number of improvements on the technology front to deliver better performance and scalability of the platforms and productivity of application teams.
Prior to joining Citi, Kateryna spent 8 years running large scale application development programs in support of various businesses of Deutsche Bank: front office and middle office programs for flow Rates and Credit, Client Onboarding, Index Research, and Regulatory, where she managed a distributed and multicultural team totalling 400+ FTE. Most recently, Kateryna worked at Deutsche Bank's New York office where she supported Equities middle office.
Kateryna started her career with Kyocera Corporation, where she grew from an application developer to the senior delivery manager over the course of 7 years. Kateryna is MS in Computer Science.
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.
Senior director of compliance analytics & technology
Imir Arifi leads AI/ML development, AML Analytics, and Compliance Analytics for the Risk Management Organization at Discover Bank. Prior to joining Discover Financial Services he led artificial intelligence (AI) and machine learning at Health Care Service Corporation (HCSC). In this role, he provided executive guidance for the company’s AI strategy, managed the development, execution, and scaling of AI use cases to maximize long term value of the technologies.
Prior to joining HCSC, Imir served as the general manager for banking at DataRobot, leading the expansion of DataRobot’s partnerships in the banking industry through the effective use of its machine learning platform. Imir has 18 years of diverse banking expertise covering various risk functional areas and products at large financial institutions. He’s previously led the validation of mission critical models focusing primarily on market risk, operational risk, and pre-provision net revenue frameworks within the model risk management and validation department of Regions Bank.
He supported the Commercial Bank as well as the Commercial & Investment Bank divisions in various capacities including Quantitative Development, Risk Management, and Treasury Functions at JPMorgan Chase & Co. Imir worked as a senior quantitative developer at the Federal Home Loan Bank of Chicago, and began his career at ABN-AMRO North America where he served in Capital Markets & Treasury roles, including supporting the ALCO Committee and specializing in the valuation of interest rate derivatives.
Imir holds a Doctorate in Management Science with a focus on analytical finance and credit risk management from the Illinois Institute of Technology in Chicago, Ill.
Senior managing director and president
Sunil Cutinho has served as Senior Managing Director and President of CME Clearing since 2014.
Cutinho previously served as Managing Director, Deputy Head of Clearing and as Managing Director, Clearing Operations & Systems. In these roles, he was responsible for collaborating with the company’s clearing members and customers to develop clearing solutions for listed and OTC derivatives, including credit, interest rates and foreign exchange. Prior to joining CME Clearing, Cutinho served as a Director of Enterprise Architecture in the Technology Division.
Prior to joining the company in 2002, Cutinho gained more than 14 years of technology experience including various positions at CNA Insurance, Proxicom, VISA International and GDS.
Cutinho holds a bachelor’s degree in electronics and telecommunication engineering from the University of Madras in Madras, India and an MBA from the University of Chicago Booth School of Business. He is a member of the distinguished Beta Gamma Sigma Honor Society.
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.
Global head of multi-asset investment risk
Pietro Toscano, PhD, is the Global Head of Multi-Asset Risk of Invesco's Investment Risk. In this capacity, he leads the firm’s investment risk management and fiduciary risk oversight across the Multi-Asset and Solutions business.
He previously worked at BlackRock, where he was Director for both the America’s Fixed Income Systematic business (including the flagship $7B+ global alpha hedge fund FIGA) and the America’s ETF & Index business ($500B+). At BlackRock, he also served as a member of the BlackRock Applied Research Award Committee (a firm-wide select group of 25 quants), and as the Global Head of Talent Management for the Risk Beta Strategies team (a group of 20 employees across San Francisco, London, and Hong Kong).
Dr. Toscano earned a PhD in Information Engineering from University of Pisa, Italy, as well as a Master's in Financial Engineering from University of California, Berkeley. He also published several papers on risk methodologies, derivatives pricing, and portfolio construction in various peer-reviewed financial journals. Dr. Toscano is a Financial Risk Manager, Certified by the Global Association of Risk Professionals.
Head of market risk technology
Arthur was leading globally the Front Office Counterparty and Funding Risk Technology group at Deutsche Bank AG. His responsibility covers CVA/FVA calculation, real-time risk monitoring and OTC margining technology. Throughout his career, Arthur specialised in designing technology solutions for Front Office and Regulatory risk management, in Financial and Commodity trading.
Prior to Deutsche Bank he held technology leadership roles at Barclays Capital, EdF Trading and worked as an independent risk and treasury technology consultant.
Sophie Bertrand Lim
Regional head of model risk validation
Sophie Bertrand Lim was appointed as Head of Model Validation of Societe Generale Americas, based in New York, effective January 2016. Prior to her current position, she was Internal Audit Manager for Model Risk in Wells Fargo in San Francisco, supervising model reviews to evaluate the adequacy of top of the house Model Risk Management as well as individual models for US activities. Sophie also held other positions in Internal Audit of Societe Generale in Paris, including Internal Audit Manager for the Group Service Units (Finance/Accounting, Risk, Compliance, Human Resources, Communication and Resources), which she assumed in 2011, and Senior Auditor for Corporate and Investment Banking activities, which she assumed when she joined the bank in 2008. Sophie began her career with KPMG in Paris as external auditor, working on financial assignments for major French construction companies. Sophie has a Master Degree in Management and a Master Degree in Finance/Accounting.
Robert Mackenzie Smith
editor, US asset management
executive director, OTC products
Jack Callahan serves as Executive Director, OTC Products at CME Group. He is responsible for leading CME’s cleared OTC businesses across Foreign Exchange and Interest Rates derivatives and drives a global initiative helping market participants comply with uncleared margin rules. Jack also serves on the Board of Directors of AcadiaSoft.
Previously he served as Product Manager, Interest Rate Products, where he played a leading role in launching the company’s Interest Rate Swap clearing solution.
Prior to joining CME Group in 2009, Callahan most recently worked for Bank of America as a Derivative Marketer, where he was responsible for structuring and executing interest rate hedging strategies with the bank’s corporate, real estate and private wealth clients.
He holds a bachelor’s degree in finance from the University of Texas at Austin and an MBA from Harvard Business School.
Managing director, central methodology and model strategy
Tom Gregory is a Managing Director at Credit Suisse and a leader in Central Methodology and Model Strategy in the Quantitative Analysis and Technology group. From 2016 to mid-2019, Tom was the Head of Market Risk Models and Methodology responsible for the development of Value-at-Risk and internal capital models covering traded risks.
Tom joined Credit Suisse as the Head of US Intermediate Holding Company/Combined US Operations Regulatory Risk Management in February 2016. Prior to that he was Head of Value-at-Risk Methodology and Development at J.P.Morgan. He has also served as a Market Risk Manager, VaR Model Developer and Regulatory Affairs Manager at Bank of America, Merrill Lynch and Bankers Trust. He got his start in banking as a Credit Risk Officer at Manufacturers Hanover Trust Company.
Tom holds master's degrees in Business Administration and International Relations from the University of Chicago, and a bachelor's degree in International Economics from Georgetown University's School of Foreign Service. He is a Certified Financial Analyst and a member of the Market Risk Council of the Risk Management Association.
Head of risk USA
Jasmine Burgess joined Brevan Howard as the Head of Risk in New York in August 2016. Prior to joining Brevan Howard, Jasmine was the Chief Risk Officer at Prologue Capital, based in Greenwich, Connecticut (April 2013 to July 2016). Jasmine previously worked at Macquarie Bank from August 2006 leading the Fixed Income, Currencies and Commodities Risk team covering the Americans after starting as a Senior Manager within the Risk Group in Sydney, Australia. Jasmine started her career at JP Morgan as an Analyst within the Investment Banking group in 2002. Jasmine graduated from University of New South Wales, Australia with a Bachelors of Commerce in Finance and a Bachelor of Science in Mathematics (2002).
Siinn Che is a data scientist on the centralized data science team at AllianceBernstein. His research is focused on applying machine learning techniques to solve challenging business problems, including developing deep learning models to improve the existing investment process, building a natural language processing pipeline to extract investment signal, and building LSTM models for time-series prediction. Before joining AllianceBernstein in 2018, he was a physicist at CERN, where he searched for fundamental particles beyond the standard theory. He holds a BA in Mathematics and Physics from UC Berkeley and a Ph.D. in Particle Physics from the Ohio State University.
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.
COO, risk management
Pam Feldstein is a senior executive with 25+ years of experience in operational and strategic leadership in the financial industry, including developing, planning, and executing risk and capital management frameworks through various economic cycles and phases of business transformation and growth. With a strong track record of attracting and developing top talent, she has built and led teams across functions and across the globe and is dedicated to establishing a collaborative and productive working culture.
Pam navigated a progressive tenure with GE Capital Holdings through monumental market and company shifts. Most recently serving as Chief Operating Officer—Risk Management, she developed a pragmatic risk framework aligned with GE Capital’s new strategic direction and in support of enterprise restructuring. This included implementing strategic step down of risk management functionality; right sizing the team; and revising enterprise, operational, country, and market risk frameworks as well as risk data and reporting programs. Prior, as Chief Operating Officer—Capital Management, Pam improved critical capital and risk management analytic capabilities to meet internal and regulatory standards. She interacted heavily with the Risk Committee of the GE BOD and the Federal Reserve. She also developed and implemented a UK Holding Company capital planning strategy in line with UK PRA requirements. Pam started her time with GE Capital as Capital Management Leader, re-architecting the overall capital management approach and processes to align with regulatory expectations.
Previously, serving as Managing Director—Enterprise Capital Management for Bank of America Corporation, Pam improved the organization’s capital utilization and built the Enterprise Capital Management business interface team to educate firm employees on topics like capital fundamentals, Basel III, Market Risk Amendment, and associated financial implications. She also led RWA optimization, allowing deployment of billions of dollars in capital back into the business.
Prior, Pam was Director—Head of Capital Management, Americas for Barclays Capital, Inc. where she simplified the organization’s US capital and legal entity landscape by recalibrating capital levels in US entities and unwound special tax vehicles. She also established a weekly senior leadership capital utilization forum to drive capital culture and more effective capital allocation.
In the earlier stages of her career, Pam navigated roles in risk and capital management leadership for Bank of America Corporation/Merrill Lynch and served as VP—Markets Risk Officer for JP Morgan & Company and Derivatives Marketing Officer for Sumitomo Bank Capital Markets, Inc.
Pam has a Bachelor’s degree in European Studies from Barnard College of Columbia University and completed a Business Management program through The General Electric Company. She currently serves on the Board of Trustees for Carmel Academy, a private Jewish day school.
Mariner Investment Group
Mr. Green is the Chief Risk Officer of Mariner Investment Group. Mariner is a New York-based hedge fund manager founded in 1992. Mariner and its associated advisers have approximately $11 billion in assets under management, covering single and multi-strategy hedge funds and other alternative investment products. Mr. Green serves on the Investment Committee and is involved in all aspects of the investment process, including asset allocation, portfolio construction and hedge management. Mr. Green started his career at McKinsey & Co. and earned his Ph.D. in Theoretical Physics from Yale University in 2001.
Head of fixed income quantitative investments & research
T. Rowe Price
Managing director, industry and counterparty management
Ila Eckhoff, CPA, Managing Director, is a member of BlackRock's Business Operations as part of Investment Operations. She is responsible for leading BlackRock's Industry and Counterparty Management strategy and TSS Services for Aladdin clients. Ms. Eckhoff serves on a number of committees, including the Business Operations and Technology Leadership Committees, and Government Relations Steering Committee.� She is also a leader of Blackrock's ABN- Ability Network.
Ms. Eckhoff has had several roles at Blackrock, most recently managing the Market Initiatives team coordinating operational initiatives associated with meeting Dodd Frank and EMIR commitments for Over the Counter (OTC) derivatives working alongside the market structure, portfolio management, technology, and legal teams. Prior to that, Ms. Eckhoff managed BlackRock's US Derivative Operations and Trading Operations Groups where she was responsible for collateral management and trade confirmation across fixed income and equity, swap payments and OTC legal confirmations. In addition, she has worked to enhance the firm's system capabilities and develop the operations infrastructure for derivatives. Ms. Eckhoff has also developed and implemented collateral and swap payment processes and procedures for alternative products at the firm. Prior to joining BlackRock in 2000, Ms. Eckhoff managed the New York Collateral teams at both Barclays Capital and Credit Lyonnais, handling all interest rate, FX and equity derivatives. In this role, she was responsible for coordinating global collateral management for all US clients working with legal, tax and regulatory reporting. At Credit Lyonnais, she also managed the Accounting Policy Group where she developed and implemented the Bank's procedures on collateralized derivative trading.
Ms. Eckhoff is co-chair of SIFMA/AMF Derivative Operations Committee, a member of the ISDA Collateral and Credit Steering Committees and a member of the SIFMA AMG Committee. She is also a member of MarkitServ's Advisory Committee and the Cerebral Palsy Foundation and RespectAbility Boards of Directors. Ms. Eckhoff earned a BA degree in economics from Brandeis University and an MBA degree in Accounting from Baruch College. She is also a CPA
Executive director, global FRTB program manager
Elena is a global FRTB program manager at Morgan Stanley, responsible for the program planning, execution across FRTB areas and Bank functions, communication with regulators and industry peers. Prior to joining Morgan Stanley, Elena was the Head of Financial Risk Reporting at AIG, worked at EY Market Risk Technology practice and as a market risk manager. Elena holds Master of Science degree from Israel Institute of Technology and a certificate of Financial Risk Manager. Elena completed three levels of the CFA exam.
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.
Vice president and director, risk management
TD Asset Management
Angie Elkhodiry joined TD Asset Management Inc. (TDAM) in 2012 as Vice President and Director. Her responsibilities include monitoring and controlling trading risk as it pertains to fixed income and derivatives. Prior to joining TDAM, Angie worked at TD Securities in various roles on the trading floor and eventually specialized in credit markets and derivatives. While at TD Securities, Angie did her Ph.D as a joint calibration between the Credit Products Group and the University of Toronto. There she was able to integrate the practical and theoretical side of study. Angie completed her Ph.D in 2006
"Finding the relationship between the credit and equity markets". She continued to structure trades for a major Canadian Bank after leaving TD Securities and then went on to run a quantitative team for top four consulting firm before joining TDAM. Angie received her Bachelor, Master's of Mathematical Finance and Ph.D all from the University of Toronto.
Founding partner & associate professor
iDigital Partners & Paris Dauphine University 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
Senior quantitative analyst
Bono Nonchev is a Senior Quantitative Analyst on FactSet's Quant Professional Services and Scenario Analytics team. Prior to this role he served as Quantitative Analyst at BISAM, A FactSet Company, developing the risk analytics and equity and fund models for Cognity, the company's award-wining risk solution. Dr. Nonchev has 10 years of experience in the development of scenario analytics based on fat-tailed distributions, stress testing, and research of equity and fund risk models. He holds a PhD in Applied Mathematics from University of Sofia, Bulgaria.
International Monetary Fund
Manmohan Singh is a Senior Economist with the International Monetary Fund in Washington DC. He writes extensively on topical issues including, monetary policy and central bank balance sheets, financial plumbing, rehypothecation of collateral, collateral velocity, shadow banking, deleveraging in financial markets, etc.. He has written a second edition of his book “Collateral and Financial Plumbing” that looks at all the above themes from the lens of financial collateral. Manmohan has led work-shops for the IMF to official sector policy makers on strategic asset allocation and impact of regulations on financial markets. He holds a PhD and MBA from University of Illinois at Urbana-Champaign and a B.S. from Allegheny College.
Global fixed income
Colin Jennings is a member of the Global Fixed Income Fund at Citadel.
Colin first joined Citadel in 2011 and has had several roles within Global Fixed Income Fund at Citadel during his time there.
Colin was and continues to be actively involved in all phases of preparing Citadel, and specifically the Global Fixed Income Fund, for UMR.
Gabino Roche, Jr.
Chief executive officer & founder
Gabino has over 20 years of experience in building technology solutions for Fortune 500 companies and start-ups from the 1990s Dot-com era till now.
He’s a former McKinsey & Company firm member where he learned and was focused on delivering products faster to market. That enabled him to take on a role at NYSE as Managing Director of application development to help their startup division ramp towards a $1 billion revenue goal.
Later he worked as a senior vice president at JP Morgan executing transformation programs in business operations, overseeing technology and operational process initiatives such as a delivering a $40m product in their custody portfolio, and helping to revamp the Corporate Investment Bank’s (CIB) KYC/AML operations.
That experience set him up for JPMorgan’s senior management to ask him to take on the Head of Product role at Clarient; a FinTech startup consortium put together by JP Morgan, Goldman Sachs, State Street, Credit Suisse, Barclay’s and DTCC. While there he oversaw an $80m budget and with his team assisted to transform the company’s operations, technology, and product in under six months to meet market deadlines.
It was here where he unearthed valuable insights on how to structure pre-trade data and documents, invent an intuitive and expedited onboarding process powered by patented AI, in order to resolve many of the trading and post-trade issues - leading to his creation of his own FinTech startup; Saphyre.
General counsel, chief compliance officer
Sharon has over 14 years of experience practicing law and working with private and public companies. As Chief Compliance Officer and General Counsel at Bluevine, a successful Fintech offering online funding solutions and financial services to SMBs, Sharon built robust compliance management systems, regulatory monitoring, and comprehensive policies and procedures to support Bluevine’s growth. Sharon received her master’s degree in law from the University of Chicago and is licensed to practice law in New York and Israel.
Charles A. Fishkin is a risk management expert, adviser, educator and author. With over thirty years of industry experience, he has designed, advised on and implemented risk management programs in global financial services firms, corporations, governmental agencies and non-profit entities. In 2004, he was selected by SEC Chair William Donaldson to create and lead the agency’s new Office of Risk Assessment. Serving as its first Director, he led an agency-wide program to assess complex risks across the securities markets, including issues relating to hedge funds, mutual funds and financial services innovation.
Charles is an adjunct faculty in the financial engineering masters program at Bernard M. Baruch College of The City University of New York. He has been a guest lecturer and speaker at other leading graduate programs, including University of Michigan, University of Chicago, Harvard Business School, MIT, NYU and Wharton.
His writing on risk management has been widely published in industry journals. He is also the author of The Shape of Risk (2006) and co-author of Managing Country Risk in an Age of Globalization (2018), both published by Palgrave Macmillan, an imprint of Springer Nature.
He received a BA in Economics, with General Honors, from The University of Chicago.
Head of global market risk model validations
With 8 year experience in market and counterparty risk model validation, Oscar is a market risk model expert and head of global market risk model validations at BNP Paribas. He is in charge of validating VaR, SVaR, IRC and CRM models for cross-asset products.
Oscar holds a Master's degree in quantitative finance from the ecole Mines ParisTech, France.
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.
Head of business line management North America
Mary Harris is Head of Business Management North America for triResolve, TriOptima’s Portfolio Reconciliation and Collateral Management service. Mary is actively involved in industry initiatives and is responsible for assessing North American business needs in post-trade processing. Mary is also instrumental in driving new functionality and global strategy for triResolve. Prior to joining TriOptima, Mary was Managing Director at Summit Systems. Mary has more than thirty years of OTC Derivatives experience, primarily in client services management, implementation, software development and integration for front, middle and back-office applications across derivative asset classes. Mary holds a degree in Accounting from Hofstra University.
Senior director, stress testing and portfolio risk initiatives
Gauthier Serruys is head of Stress Testing and Portfolio Risk Initiatives for CIBC in Toronto.
He has over two decades of experience in Capital Markets, where he has held various management positions in Risk Management, Trading and Quantitative Analysis.
Before his current role, he has worked for Fortis Bank and Barclays in Equities, Commodities and FX, in Europe and Asia.
Co-founder Head of industry engagement
Mike is a Co-Founder of the EDM Council and served as the first Chairman and active Board member since inception in 2005. Mike joined in 2015 as a Senior Advisor to lead the industry engagement strategy, new member services and operations guidance in support of adoption of strategic work products.
Previously, Mike was the CEO of GoldenSource and held key executive roles at CheckFree (Fiserv), D&B and Oracle.
Head of secured and synthetic funding for FIC North America
Jonathan holds degrees in Applied Physics and Industrial Engineering from Cornell University. He entered wall street in 2005 working for Lehman Brothers as a Mortgage Derivative and Index trader, moving then to Barclays Capital and then to Deutsche Bank in 2010. He currently runs Repo Trading and Synthetic funding/Index trading in North America for DB.
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.
Vice president, offering management
David Marmer is IBM’s Vice President, Offering Management. Previously, Dave held the positions of Vice President, Offering Management, IBM Analytics Solutions and was responsible for developing new analytic applications for the areas of Assets & Operations, Customer, and Finance. In this role, Dave led product & portfolio management and the go to market strategy through IBM’s various channels. David also held the positions of Vice President, Business Intelligence and Growth Initiatives and Vice President, Global Sales Productivity and BI Sales for Business Analytics.
Louie Woodall is the editor of Risk Quantum. He was previously deputy editor for Risk.net's risk management desk, and before that covered equity derivatives and structured products for the derivatives desk. Louie holds a bachelor’s degree in modern history and politics from the University of London.
Executive vice president, head of US model risk management
Manan N. Rawal, EVP and Head of Model Risk Management of HNAH since September 2017. He joined HSBC in 2008 and has held positions in client risk management, market risk, and stress testing. Prior to joining HSBC in 2008, Mr. Rawal has held trading and asset management roles at DKR Capital, Advent Capital, Swiss Re and Deutsche Bank spanning a period from 1994 – 2007.
He has an international executive MBA (Trium – HEC Paris, NYU, and the London School of Economics), M.Sc. in Economics (London School of Economics) and a B.S. in Finance from the Wharton School (University of Pennsylvania). He is also an adjunct faculty member of the New York Institute of Finance (https://www.nyif.com/).
His interests include thinking about the impact of technology / data / analytics on society, wine, traveling, and focusing on the positive.
Clinical professor of finance, co-director, the Volatility and Risk Institute
NYU Stern School of Business
Professor Berner served as the first director of the Office of Financial Research (OFR) from 2013 until 2017. The Dodd-Frank Wall Street Reform and Consumer Protection Act of 2010 established the OFR to support the Financial Stability Oversight Council, the Council’s member organizations and the public. The OFR’s mission is to promote financial stability by delivering high-quality financial data, standards and analysis.
He was counselor to the Secretary of the Treasury from April 2011 to 2013. His principal responsibilities included advising the Secretary on financial and regulatory issues and starting up the Office of Financial Research.
Professor Berner was a managing director, chief US economist at Morgan Stanley from 1999 to 2011 and co-head of Global Economics from 2008 to 2011.
He was executive vice president and chief economist at Mellon Bank, and a member of Mellon's Senior Management Committee (1992-99). Previously, he served as a principal and senior economist for Morgan Stanley, as a director and senior economist for Salomon Brothers (1985-91), as economist for Morgan Guaranty Trust Company (1982-85) and as director of the Washington, DC, office of Wharton Econometrics (1980-82).
Professor Berner served on the research staff of the Federal Reserve in Washington, where he co-directed the Fed’s model-based forecast and was a member of the team that developed the Fed’s first multi-country model used for international policy analysis (1972-80). He has been an adjunct professor of economics at Carnegie-Mellon University and at George Washington University.
He is an advisor to FinRegLab, an innovation center that tests new technologies and data to inform public policy and promote a responsible and inclusive financial marketplace. He is a member of the Milken Fintech initiative, led by former OCC head Tom Curry and former Treasury official Melissa Koide. He is a senior advisor to MacroPolicy Perspectives, an economic consulting firm. He is a member of the Board of Advisors of HData, which helps data companies involved in RegTech and Legal Tech solutions. He is a member of the IMF panel of experts for financial stability.
Professor Berner has been a member of the Economic Advisory Panel of the Federal Reserve Bank of New York, a member of the Panel of Economic Advisers of the Congressional Budget Office, a member of the Executive Committee of the Board of Directors of the National Bureau of Economic Research, a member of the Advisory Committee of the Bureau of Economic Analysis, Department of Commerce, a member of the Board of Directors of the Penn Institute for Economic Research and a member of the Board of Advisors of Macroeconomic Advisers, LLC. He served as an associate for the Counterparty Risk Management Policy Group II. He is a Past President and Fellow of the National Association for Business Economics and is the past chair of the Economic Advisory Panel of the Bond Market Association. He is the winner of forecasting awards from Market News and the National Association for Business Economics, the 2007 recipient of the William Butler Award for Excellence in Business Economics and has been a member of Time’s Board of Economists.
He received his bachelor’s degree magna cum laude in Economics from Harvard College in 1968, and his PhD in Economics from the University of Pennsylvania in 1976. He researched his dissertation under the supervision of Professor Lawrence Klein, and was funded by SSRC-Ford Foundation grants at both the University of Louvain, Belgium, and at the University of Bologna, Italy, from 1971-72.
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.
Amias joined QED as a Partner in 2017 focusing on supporting the portfolio and finding new investment opportunities with a focus on back office technologies and infrastructure companies.
Amias brings a deep background in financial markets, compliance, and RegTech to the QED team. Most recently, Amias served as the President’s nominee and as Acting Assistant Secretary for Financial Institutions at the U.S. Department of the Treasury. In that role, he was the lead advisor to the Secretary on policies affecting financial institutions. He also oversaw a number of programs focused on supporting small business lending and community development. He previously served as the Deputy Assistant Secretary for the Financial Stability Oversight Council, an interagency group of financial regulators charged with monitoring and mitigating potential threats to financial stability. Prior to Treasury, Amias was a management consultant at Oliver Wyman. He also served in a number of policy roles and worked in East Africa for Save the Children. Amias is a recipient of the Alexander Hamilton award, the Treasury’s highest honor.
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.
Third-party risk management consulting manager
Jeff Tongel serves as a Third-Party Risk Management Sales Manager at OneTrust – the #1 most widely used privacy, security and third-party risk technology platform. In his role, Tongel advises companies large and small on EU GDPR, California Consumer Privacy Act (CCPA), Brazil LGPD, and hundreds of the world's privacy laws, focused on formulating efficient and effective responses to data protection requirements as well as building and scaling privacy programs.
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.
Third-Party risk management consultant
Chase Hinson serves as a Third-Party Risk Management Consultant at OneTrust – the #1 most widely used privacy, security and third-party risk technology platform. In his role, Hinson advises companies large and small on EU GDPR, California Consumer Privacy Act (CCPA), Brazil LGPD, and hundreds of the world's privacy laws, focused on formulating efficient and effective responses to data protection requirements as well as building and scaling privacy programs. Hinson is a Certified Information Privacy Professional (CIPP/E) and earned a Bachelor of Science in Business Administration, Finance, and Marketing from Auburn University Raymond J. Harbert College of Business.
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.
Mark Rodrigues joined Illuminate in April of 2018 as a General Partner based out of New York. He has over 30 years experience in the Financial Technology industry. Previously he ran Global Accounts and Partnerships at Thomson Reuters based in London. Prior to that he was a Principal and Operating Partner at Aquiline Capital based in New York. He spent 8 years at Oliver Wyman where he founded and ran the Strategic IT and Operations Practice. At AMS (now CGI) he ran global accounts from 10 years while based on both Frankfurt and London. Mark has had several board roles including TickSmith. He has a BA from Yale and an MBA from Harvard.
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.
Executive director, head of U.S. country risk
Head of risk, Americas group risk
Director, financial services sector
Marie Giangrande is Senior Director for Everbridge (EVBG) where she leads strategic operational risk initiatives for the newly created Financial Services business vertical. Focused on risk threat feeds, visualization and emergency notifications, Marie aims to bring advanced rules-based actioning to help crisis response teams maintain Operational Resiliency in this highly interconnected system across counterparties, investors, utilities, enforcement agencies and regulators. Marie has held positions for Hewlett Packard, Instinet and Thomson Reuters across product management, alliances, developer programs, business development and marketing. She has a B.S. from Boston University, an M.B.A. from Columbia University and a Management Strategy Certificate from Stamford University.
head of financial crimes & compliance
IBM Financial Crimes Insight
Sam Kalyanam leads Offering Management for IBM Financial Crimes Insight, designing solutions to prevent financial crimes, including AML/KYC offerings, Conduct Surveillance, Safer Payments and Counter Fraud Management. Prior to IBM, he was Managing Director of Citi’s AML/KYC program, and held senior positions at Capital One and Goldman Sachs. He has served on the growth advisory board of Fenergo and is one of the founding members of the SWIFT KYC registry.