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Speaker

Author:

Karolos Korkas, PhD

Head of Algorithmic Trading Model Risk
Nomura

Karolos is the head of algorithmic trading model risk at Nomura managing the model risk of all electronic trading models across the bank, globally and for all asset classes. Previously, he worked at Citi as a lead validator for algo trading models, and at MUFG in the electronic trading space (FX market making) as a front office quant trader where he prototyped trading models using statistical and machine learning methods. He holds a PhD in Statistics from the London School of Economics.

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Karolos Korkas, PhD

Head of Algorithmic Trading Model Risk
Nomura

Karolos is the head of algorithmic trading model risk at Nomura managing the model risk of all electronic trading models across the bank, globally and for all asset classes. Previously, he worked at Citi as a lead validator for algo trading models, and at MUFG in the electronic trading space (FX market making) as a front office quant trader where he prototyped trading models using statistical and machine learning methods. He holds a PhD in Statistics from the London School of Economics.

 

Julian Philips

Global Head of Model Risk Audit
HSBC

Julian Philips

Global Head of Model Risk Audit
HSBC

Julian Philips

Global Head of Model Risk Audit
HSBC
 

Suzette Manso

Model Risk Governance Manager
Metro Bank

Suzette Manso is a Model Risk Governance Manager at Metro Bank where she manages model risk and other risk-related governance including the oversight of all internal model risk related policies, standards and framework.  Suzette also oversees the model risk appetite reporting and the formulation of the bank’s risk-based tiering approach for models to identify and manage model risk in Metro Bank in line with regulatory requirements.  

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Suzette Manso

Model Risk Governance Manager
Metro Bank

Suzette Manso

Model Risk Governance Manager
Metro Bank

Suzette Manso is a Model Risk Governance Manager at Metro Bank where she manages model risk and other risk-related governance including the oversight of all internal model risk related policies, standards and framework.  Suzette also oversees the model risk appetite reporting and the formulation of the bank’s risk-based tiering approach for models to identify and manage model risk in Metro Bank in line with regulatory requirements.  

Prior to joining the Model risk department, Suzette, acquired extensive experience working with the on boarding of business and commercial clients and their subsequent account management within the Operations department in Metro Bank.

Suzette has Master’s and Bachelor’s degrees in Business studies with growing interest and passion for risk management and regulatory compliance

 

Alessandra Gotbaum

Co-Founder & COO
Ergatta

Alessandra Gotbaum

Co-Founder & COO
Ergatta

Alessandra Gotbaum

Co-Founder & COO
Ergatta