Executive vice president, head of the supervision group
Federal Reserve Bank of New York
Kevin J. Stiroh is Executive Vice President of the Federal Reserve Bank of New York and head of the Supervision Group, which is responsible for supervising financial institutions in the Second District of the Federal Reserve System. Mr. Stiroh is currently a member of the Bank’s Executive Committee, a member of the Federal Reserve’s Supervision Committee and Large Institution Supervision Coordinating Committee (LISCC), co-lead of the Basel Committee’s Task Force on Climate-Related Financial Risks, and chair of the Senior Supervisors Group.
Mr. Stiroh joined the Bank in March 1999 as an economist in the Research and Statistics Group and has held a range of positions in the Research and Statistics, Supervision, Markets, and Integrated Policy Analysis groups. Mr. Stiroh played a leadership role in the development and execution of supervisory stress testing progams including the Supervisory Capital Assessment Program (SCAP) and the Comprehensive Capital Analysis and Review (CCAR); led work related to financial institution analysis, market monitoring, financial stability, and the discount window; and participated in international working groups on macroprudential supervision, collateral usage, and the reform of reference interest rates. Mr. Stiroh became head of the Supervision Group in October 2015.
Mr. Stiroh's academic research includes work on productivity and the sources of economic growth, the economic impact of information technology, and the efficiency and behavior of financial institutions. This research has been published in the American Economic Review, Brookings Papers on Economic Activity, Journal of Banking and Finance, Journal of Economic Perspectives, Journal of Money, Credit and Banking, Review of Economics and Statistics and other academic and business publications.
Mr. Stiroh holds a bachelor’s degree from Swarthmore College in Economics and Psychology and an M.A. and Ph.D. from Harvard University in Economics.
University of Pennsylvania
Chief economist, director of the division of economic and risk
U.S. Securities and Exchange Commission
S.P. Kothari was named the Chief Economist and Director of the Division of Economic and Risk Analysis (DERA) in March 2019. In this role, he oversees economists, data scientists, and other professionals who provide financial economics and data science in support of the SEC’s mission.
Dr. Kothari joined the SEC from the Sloan School of Management at the Massachusetts Institute of Technology (MIT), where he was a professor of accounting and finance and a former Deputy Dean.
Dr. Kothari spent nearly two decades at MIT, both as a professor and as an administrator. His research interests include financial reporting, valuation, asset allocation, international accounting practices, executive compensation, investment performance, and derivatives.
Dr. Kothari has served as the Co-Chair of the Board of Governors Asia School of Business, Kuala Lumpur, faculty director of the MIT-India Program, and editor of the academic publication Journal of Accounting & Economics. In 2008, he served as global head of equity research for Barclays Global Investors, where he was responsible for research supporting the firm’s active equity strategies and for managing a team of approximately 50 PhDs based around the world.
Dr. Kothari received his B.S. in Engineering from the Birla Institute of Technology & Science and his MBA from the Indian Institute of Management. Dr. Kothari earned his PhD from the University of Iowa.
Dr. Kothari has received honorary doctorates from University of Technology, Sydney (2013), University of Cyprus (2017), and London Business School (2019).
Chief Risk Officer
Nick Silitch is senior vice president, chief risk officer of Prudential Financial, Inc. In this role, Silitch oversees Prudential’s risk management infrastructure and risk profile across all business lines and risk types. Under his direction, his team develops models, metrics, frameworks and governance to manage risk, and works with internal corporate partners and business groups to identify, assess and prioritize risk across the company. He is chairman of the organization’s Enterprise Risk Committee that evaluates current and emerging risks relevant to the company, and is a member of Prudential’s Senior Management Council.
Silitch also works with external stakeholder groups to forward industry interests. He is head of the International Affairs Committee for the North American Chief Risk Officers’ Council, and is a member of the Advisory Council for the International Association of Credit Portfolio Managers.
Silitch joined Prudential in 2010 as chief credit officer and head of investment risk management, overseeing Prudential’s general account and other proprietary investment risks globally, as well as maintaining and approving Delegations of Authority and Investment Policy Statements.
Prior to joining Prudential, Silitch held the position of chief risk officer of the Alternative Investment Services, Broker Dealer Services and Pershing businesses within Bank of New York Mellon. He also served on the Pershing Executive Committee.
Silitch joined Bank of New York Mellon in 1983 as a credit trainee. Throughout his career at the bank, he held senior positions in client management, investor relations, risk management, loan restructuring, credit portfolio management and Basel compliance.
He received a bachelor’s degree in economics from Colby College.
CRO and head of quantitative research
Andrew Y. Chin is the Chief Risk Officer and Head of Quantitative Research for AB. As the Chief Risk Officer, Chin oversees all aspects of risk management to ensure that the risks being taken are well understood and appropriately managed. In the Quantitative Research role, he is responsible for the firm’s data science strategy and for optimizing the quantitative research infrastructure, tools and resources across the firm’s investing platforms. He joined the firm in 1997 and held various quantitative research roles in New York and London. In 2004, Chin became a senior portfolio manager for Style Blend Equities. In 2005, he was named director of Quantitative Research for Value Equities. Prior to joining the firm, Chin was a project manager and business analyst in Global Investment Management at Bankers Trust from 1994 to 1997.
Chin teaches in the School of Operations Research and Information Engineering (Master of Financial Engineering Program) at Cornell University. He also leads teams of students on capstone projects utilizing quantitative and data science skills to address investment issues.
Chin earned a BA and an MBA from Cornell University.
Global COO of risk & quantitative analysis
Katie Day, Managing Director, is head of the Risk & Quantitative Analysis team for Fundamental Equity, Americas. The RQA team provides independent risk oversight on behalf of BlackRock and its clients, as well as partnering portfolio managers in their portfolio construction process to ensure the risks managed by BlackRock are appropriately deliberate, diversified and scaled.
Katie joined BlackRock in 2006 as a member of the RQA Equity team in London and moved to New York in July 2013 to take up her current role. Prior to joining BlackRock, Katie worked in Market Risk and Regulatory Reporting in the Treasury function for Lloyds TSB in London.
Katie has a BA Hons in Mathematics from Jesus College, Oxford
Global head of market structure and liquidity strategy
Vlad Khandros is a Managing Director and Global Head of Market Structure and Liquidity Strategy at UBS, based in New York.
Vlad is actively engaged in the Americas Cash strategy and investments in financial technology focused on equity trading. Vlad’s oversight include the Smart Order Router (SOR), Americas Cash Architecture, and the ATS team, which is currently the largest ATS as per FINRA. Vlad also created and leads the global cross-asset Market Structure team.
Vlad works closely with exchanges, regulators, and policy makers around the world to help further improve capital markets. He represents UBS on numerous advisory committees, industry groups, and company boards including the CBOE Equity Advisory Committee, IEX Quality of Markets Committee, and SIFMA Equity Markets & Trading Committee. He is a founder and advisor to MEMX (Members Exchange), which focuses on improving transparency and reducing the costs of US equity trading. He is on the board of the UBS Americas Inc. Political Action Committee (PAC), a bi-partisan fund for further improving the US government. He was previously a board member of BIDS Trading LP and Chi-X Global LLC, which resulted in a successful exit.
Prior to joining UBS in 2011, Vlad was Global Co-Head of Corporate Strategy at Liquidnet, working directly for the founder and CEO. There he was responsible for business development including M&A and strategic partnerships, global market structure, and government relations.
He serves on the board of Stay Pawsitive, Inc., an animal welfare charity, and Agahozo-Shalom Youth Village (ASYV), a youth village empowering orphans in Rwanda. He received the POTUS Volunteer Service Award from the President’s Council on Service and Civic Participation for his work with the American Red Cross.
Vlad was the featured Rising Star of Finance in 2011 in Forbes Magazine’s 30 under 30 list, a Rising Star of Finance in 2017 in Business Insider’s 35 under 35 list, and is part of the Institute of International Finance’s Future Leaders Class of 2019.
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.
Tendayi Kapfidze is Vice President, Chief Economist at LendingTree. He leads the company’s analysis of the U.S. economy with a focus on housing and mortgage market trends. Tendayi utilizes data analysis to be a resource for both consumers and trade media, providing actionable insights to help consumers make informed financial decisions. He has been quoted in numerous publications including The New York Times, The Wall Street Journal, The Washington Post, USA Today, Yahoo Finance, The Chicago Tribune, The Miami Herald and Reuters and has appeared on CNBC and Cheddar television.
Tendayi has a successful track record as a research professional specializing in macroeconomic and financial analysis. In his most recent role, Tendayi served as Director of Global Economics at Pfizer in New York City. He crafted Pfizer’s view on global macroeconomic trends, advising the executive leadership team on economic and financial risks. Prior to his position at Pfizer, Tendayi served as Director of Economic and Capital Markets Research at Ally Financial and as Vice President and Senior Economic Analyst in the chief investment office at Bank of America.
Tendayi earned his B.S. in Engineering Management at Saint Louis University and his M.S. in Applied Economics from Johns Hopkins University.
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).
International Chief Risk Officer
Oliver joined MUFG from UBS' Investment Bank, where he was the Global Head of Market Risk. Prior to UBS, Oliver held various risk management positions in New York and Toronto over the last 17 years. He started his career in Bankers Trust's Market Risk Department.
Oliver graduated from Karlsruhe University (Germany) with a diploma in Industrial Engineering. Oliver holds a CFA designation.
Ido Lustig is the Chief Risk Officer of BlueVine, a Silicon Valley-based fintech startup that provides working capital financing to small and medium-sized businesses. A veteran data scientist and risk manager, Ido helped develop BlueVine’s fully-online cloud-based platform for invoice factoring, revolutionizing the 4,000-year-old financing system that allows businesses to receive cash advances on outstanding invoices. Ido spearheaded the creation of BlueVine’s top-notch Risk organization which is spread between California and Israel, and has played a critical role in expanding the company’s ability to offer fast and flexible online financing to entrepreneurs. Before joining BlueVine, Ido led PayPal’s behavioral analytics department, heading the creation of the company’s risk models’ features. Ido received his bachelor of law degree from Tel Aviv University.
CRO, 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.
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.
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.
Managing director, enterprise model risk management
Royal Bank of Canada
Jing Zou is currently a Managing Director at Enterprise Model Risk Management at Royal Bank of Canada. She is the head of model validation in Securitized Products, US interest rate products, Pre-Provision Net Revenue, Insurance, and Retail Mortgage models. Previously, she worked at Goldman Sachs, Wells Fargo, and Fannie Mae for various quant roles in front office, market risk, and validation. She got her Ph.D. degree in Applied and Computational Mathematics from Princeton University.
Managing director, head of North America risk solutions
Daniel Finn, FCAS, ASA, is a Managing Director at Conning, where he is the Head of North America for the Risk Solutions unit. In that role, he leads a team that is responsible for providing asset-liability and integrated risk management advisory services to life, health and property/casualty insurance company clients and pension clients. Mr. Finn also oversees the support and development of Conning’s proprietary financial software models. Prior to joining Conning in 2001, Mr. Finn was a Vice President within Swiss Re Investors' asset-liability management unit. He has been involved in the asset-liability management field since 1997. Mr. Finn is a graduate of the University of Rochester with an MA in Mathematics and earned an MBA from Loyola College.
EVP, head of risk architecture
Head US Rates Strategy
Subadra Rajappa joined Societe Generale in October 2014 as Head of US Rates Strategy. In her current role she is responsible for publishing thematic research on US rates markets and highlighting relevant trading opportunities. She is a frequent speaker at internal and industry conferences where she presents her broader market views to the firm’s clients. She currently represents SG at the alternative reference rate committee (ARRC) and is actively involved in discussions with industry groups around transitioning to the new reference rate.
Subadra has over 20 years of experience in the financial industry. Previous at Morgan Stanley, she was a senior rates strategist focused on macro themes in the rates markets. She was the lead strategist covering many topics and presenting in-depth research in fixed-income derivatives, inflation, money markets and the evolving regulatory environment.
Subadra has extensive experience in global fixed-income markets including positions in research, sales and strategy at Morgan Stanley and Citigroup. She has a strong quantitative background and started her career in finance at Salomon Brothers as a quantitative analyst where she focused on emerging market derivatives and credit derivatives before transitioning to rates.
Todd Arthur Bridges
Global head of sustainable investing & ESG research
Over the last 15+ years I have led innovative and successful teams in sustainable finance, investment management, economics, and technology. My experience in industry, startups, academia, and think-tanks have allowed me to acquire a diverse set of leadership skills (led cross-functional teams, built strategic partnerships, advised executive leadership) and analytical capabilities (ESG research, scoring models, quantitative + qualitative research methods). My formal training and postdocs were completed at top-tier research universities in the United States and Western Europe. I have published research articles in leading academic journals and presented findings to central banks, sovereign wealth funds, state pension funds, corporate pension funds, endowments, foundations, and global conferences.
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.
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.
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.
Head of business change group, Americas
Alpa is Head of Third Party Governance Advisory Group. Prior to this role she was head of the Americas Business Change Group within Asset Servicing, where she was responsible for the management and oversight of client implementations. She oversees the strategy and execution of cross functional transition plans for new business opportunities and high profile, complex initiatives for existing clients.
Alpa is responsible for strategic planning, organizational restructuring, client relationship management, compliance, and risk. Prior to joining BNY Mellon, Alpa served as Vice President and Chief of Staff in the Regulatory and Tax Operations division at Goldman Sachs & Company. She was a global project manager for the Federal Preparedness program. Prior to Goldman Sachs, Alpa served as Cost Allocation Specialist for Societe Generale. She led various assignments at Fluor Daniel Corporation including overseeing a Nuclear Waste clean-up project costing in excess of $5 billion and the implementation of SAP system. She has a successful track record as a leader in managing complex client relationships, risk management, and transformation.
At BNY Mellon, Alpa is a chair of the IMPACT South Asian Leadership Hub. Currently Alpa sits on the board for Pratham and Ascend Leadership. Alpa is a Steering Committee Member for Shared Assessments.
Alpa is the program creator for Women Helping Women in Finance by helping young college women jumpstart their career within financial services through mentorship and exposure to the Financial Industry. She also created a program called Take 2 with the objective to increase the success for women returning to the workplace by providing them with an opportunity to explore a new career path or reacquaint themselves with new market trends or changes in their area of expertise after an extended career break.
Alpa earned a Master of Business Administration and Bachelor of Arts in Finance from California State University.
Director of RegTech offerings
IBM Data and AI
As Director of RegTech Offerings within IBM’s Cloud and Cognitive division, Heather is responsible for product strategy of IBM’s GRC and financial crimes portfolio. During the past 18 years, she has specialized in developing solutions to optimize regulatory compliance initiatives and the need for automation, AI and cognitive in support of risk and compliance programs and financial crimes monitoring. Prior to joining IBM, Heather was responsible for overseeing the compliance analytics division of regulatory solutions at Wolters Kluwer.
MD, head of wholesale credit allowance and stress testing
Managing Director, Risk Management
TD Asset Management
Julie Sherratt joined TD Asset Management Inc. (TDAM) in January 2001. As Head of Investment Risk, Julie has responsibility for the Manager Research, Performance Measurement and Risk teams. Manager Research has responsibility for oversight of all mutual fund sub-advisors, Separately Managed Accounts and recommended mutual funds on behalf of TD Wealth in both Canada and the US. The Risk teams are divided by asset class and are responsible for understanding the risks inherent in each portfolio and ensuring those risks align with mandate expectations. Performance Measurement is responsible for calculating, quantifying and understanding the drivers of performance for all investment portfolios. In her previous role as Vice President, TD Harbour Capital, she oversaw the client service, trading and operations for Harbour's high net worth clients. She has also held several positions with leading firms in the Canadian brokerage industry.
Julie completed her Bachelor of Arts in Economics at Simon Fraser University and is a CFA charterholder.
Partner, chief risk officer
Credit Financial Products
IBM OpenPages with Watson
Joshua Andrews is an Offering Manager for OpenPages with Watson where he focuses on the Business Continuity Management and Regulatory Compliance Management solutions. He is a licensed attorney with eight years of experience in the financial services industry. Since joining IBM, he has focused on automating regulatory change management and building out the business continuity management solution.
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.
Senior director and head of risk methodology and analytics
Hany Farag is Senior Director and Head of Risk Modelling and Methodology at CIBC. Prior to his current position he was a partner at Eastmoor Capital Partners, LLP; Managing Director and Head of FX Statistical Arbitrage at CIBC; and Head of Quantitative Research at OANDA Corporation. Prior to his industry positions he was a Postdoctoral Fellow at Caltech and at Rice University. He holds a PhD in Mathematical Analysis from Yale, a MS in Theoretical Physics from Yale, and a BSC in Electronics and Communication Engineering from Ain Shams.
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 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).
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
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.
Head of data science
Raj Gangavarapu is currently a Head of Data Science at diwo. He manages AI/ML initiatives for platform development as well as client implementations. He previously worked at Synchrony, DTCC, Santander, Citi, SunGard/FIS held leadership roles in Credit, Market risk, Pricing, Model development, Analytics transformations. He is a speaker at multiple academic and industry conferences on Data Science, Risk, AI, and Machine Learning. He got his master's degree in Economics and MBA (Finance). He currently sits in the TAG Data Governance Board.
Managing Director, Market Risk
Fabrice Fiol is a Managing Director leading the Market Risk Cross Asset team in the US. In this capacity, he is in charge of market risk oversight related to the Americas regional limit framework, Stress Testing and various regulatory market risk initiatives. His prior role was heading the Rates/Equity/Commodity market risk team for SG in the Americas, including NY, Canada and Brazil trading platforms. This included risk oversight of the primary dealer desk, Agency MBS desk, Swap/Swaption activities as well as structured portfolios and Equity Derivatives activities.
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 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 was in charge of swaptions/cap market-making, while executing the firm hedging strategy in US Treasury, US Swaps as well as Bond/I.R future options.
Managing director, global head of enterprise risk
Head of capital management & stress testing
Senior Associate Offering Manager
Speaker Bio: Marc Cassagnol is an Offering Manager for IBM’s RegTech portfolio responsible for the Model Risk Governance solution of IBM OpenPages with Watson. Additionally, he is responsible for IBM Assessment for Third Party Risk Management, as well as the IBM FIRST and IBM OpData risk case studies databases. For the past decade, he has helped IBM (and previously Algorithmics) with improving their offerings in the GRC space. He has an educational background in quantitative modelling, mathematics and physics.
Head of governance, model risk management
Senior vice president
Head of US risk, compliance & regulatory analytics
Head of technology & operations risk management, CISO
Executive director, CIB clearinghouse risk and strategy
Rajalakshmi Ramanath manages Clearinghouse Risk & Strategy for CCPs globally within J.P. Morgan’s Risk Management Function. The team’s primary responsibilities are to evaluate the firm’s membership risk related to centrally cleared trading activities, liaise with internal and external constituents to determine and guide JPM’s thinking on central counterparty risk concerns and related regulatory matters. Ms. Ramanath is a subject matter expert on central-counterparty (CCP) best practices, structures and related risk concerns, representing JPM in various external industry/trade forums, demonstrating thought leadership in CCP risk frameworks, and recovery and resolution. She has been the JPM spokesperson at various international regulatory (CPMI-IOSCO/CFTC/ BoE) meetings, conferences and workshops.
From 2007 through 2010, Ms. Ramanath was the credit officer at JPM’s Investment Bank covering corporate and financial institutions in India and South Asia. Prior to joining JPM in 2007, Ms. Ramanath worked as a credit officer covering corporate firms at ICICI Bank in India. Ms. Ramanath holds a Master’s in Business Administration from the Indian Institute of Management Bangalore.
Chief US economist
Vice president, fixed income, market structure strategy