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Glenn Tillotson

Consultant
Ferring Pharmaceuticals

Glenn Tillotson

Consultant
Ferring Pharmaceuticals

Glenn Tillotson

Consultant
Ferring Pharmaceuticals
 

Companion Animal Showcase

Companion Animal Showcase

Companion Animal Showcase

 

Production Animal Showcase

Production Animal Showcase

Production Animal Showcase

  • Exploring Machine Learning Applications in Credit Risk
  • Understanding ‘The Fairness Issue’
  • Explaining ‘The Explainability Issue’
  •  Investigating Machine Learning and Model Risk Frameworks

AI/ ML
Speaker

Author:

Peter Quell

Head of the Portfolio Analytics Team for Market and Credit Risk
DZ Bank

Dr. Peter Quell is Head of the Portfolio Analytics Team for Market and Credit Risk in the Risk Controlling Unit of DZ BANK AG in Frankfurt. He is responsible for methodological aspects of Internal Risk Models and Economic Capital. Prior to joining DZ BANK AG Peter was Manager at d-fine GmbH where he dealt with various aspects of Risk Management Systems in the Banking Industry. He holds a MSc. in Mathematical Finance from Oxford University and a PhD in Mathematics. Peter is member of the editorial board of the Journal of Risk Model Validation and a founding board member of the Model Risk Management International Association (mrmia.org).

... read more

Peter Quell

Head of the Portfolio Analytics Team for Market and Credit Risk
DZ Bank

Dr. Peter Quell is Head of the Portfolio Analytics Team for Market and Credit Risk in the Risk Controlling Unit of DZ BANK AG in Frankfurt. He is responsible for methodological aspects of Internal Risk Models and Economic Capital. Prior to joining DZ BANK AG Peter was Manager at d-fine GmbH where he dealt with various aspects of Risk Management Systems in the Banking Industry. He holds a MSc. in Mathematical Finance from Oxford University and a PhD in Mathematics. Peter is member of the editorial board of the Journal of Risk Model Validation and a founding board member of the Model Risk Management International Association (mrmia.org).

  • Overcoming the increase usage of AI and big data
  • Implementing sufficient frameworks and governance to protect the use of big data
  • The risks associated with big data in AI versus traditional, less data heavy models
  • Managing the disruptive nature of AI
  • Preparing for the scale increase from traditional to AI models
  • Overcoming challenges in interconnected models
  • Reducing bias and ensuring ethics in AI modelling
AI/ ML
Moderator

Author:

Julian Philips

Global Head of Model Risk Audit
HSBC
... read more

Julian Philips

Global Head of Model Risk Audit
HSBC
Speakers

Author:

Ushnish Banerjee

EMEA QAG Vice President
Morgan Stanley

Ushnish is an experienced model risk practitioner with more than 10 years of experience across Banks (Morgan Stanley and HSBC) as well as consulting firms (Ernst and Young and KPMG). Ushnish has accrued skills and experience across credit risk (IRB/IFRS9/CECL), traded credit risk (IMM/CVA/IRC) and stress testing models across all three lines of defence. Ushnish has prior experience in conducting learning courses for risk.net.

 

... read more

Ushnish Banerjee

EMEA QAG Vice President
Morgan Stanley

Ushnish is an experienced model risk practitioner with more than 10 years of experience across Banks (Morgan Stanley and HSBC) as well as consulting firms (Ernst and Young and KPMG). Ushnish has accrued skills and experience across credit risk (IRB/IFRS9/CECL), traded credit risk (IMM/CVA/IRC) and stress testing models across all three lines of defence. Ushnish has prior experience in conducting learning courses for risk.net.

 

Author:

Rita Gnutti

Executive Director, Internal Validation and Controls, Group CRO Area
Intesa Sanpaolo
... read more

Rita Gnutti

Executive Director, Internal Validation and Controls, Group CRO Area
Intesa Sanpaolo

Author:

Sanja Hukovic

Head of Model Risk Management
London Stock Exchange Group
... read more

Sanja Hukovic

Head of Model Risk Management
London Stock Exchange Group
  • How do key existing sectoral legal requirements and guidance in UK financial services apply to AI? 
  • Which ones are most relevant? Are they sufficient? What are the gaps?
  • What are the likely challenges in operationalising them, at scale?"
AI/ ML
Moderator

Author:

Shameek Kundu

Head Of Financial Services and Chief Strategy Officer
Truera

Shameek Kundu is Chief Strategy Officer at TruEra. and one of the representatives from Singapore at the Global Partnership on AI, where he is co leading a project to demonstrate the practical use of Privacy Enhancing and adjacent technologies for well-governed data access for "AI for good" projects.

 

Shameek has spent most of his career in driving responsible adoption of data analytics/ AI in the financial services industry. He is a member of the Singapore Government's Advisory Council on AI and Data, the Bank of England’s AI Public-Private Forum and the Monetary Authority of Singapore’s Steering Committee on Fairness, Ethics, Accountability and Transparency in AI.. 

 

Until 2020, Shameek was Group Chief Data Officer at Standard Chartered Bank, where he helped the bank explore and adopt AI in multiple areas, shaped the bank’s internal approach to responsible AI, and had direct experience of working on data privacy, data sovereignty and data sharing issues in a commercial context

 

... read more

Shameek Kundu

Head Of Financial Services and Chief Strategy Officer
Truera

Shameek Kundu is Chief Strategy Officer at TruEra. and one of the representatives from Singapore at the Global Partnership on AI, where he is co leading a project to demonstrate the practical use of Privacy Enhancing and adjacent technologies for well-governed data access for "AI for good" projects.

 

Shameek has spent most of his career in driving responsible adoption of data analytics/ AI in the financial services industry. He is a member of the Singapore Government's Advisory Council on AI and Data, the Bank of England’s AI Public-Private Forum and the Monetary Authority of Singapore’s Steering Committee on Fairness, Ethics, Accountability and Transparency in AI.. 

 

Until 2020, Shameek was Group Chief Data Officer at Standard Chartered Bank, where he helped the bank explore and adopt AI in multiple areas, shaped the bank’s internal approach to responsible AI, and had direct experience of working on data privacy, data sovereignty and data sharing issues in a commercial context

 

Speakers

Author:

Senthooran Rajamanoharan

Head of Behavioural and Automation Model Risk
NatWest
... read more

Senthooran Rajamanoharan

Head of Behavioural and Automation Model Risk
NatWest

Author:

Mohammed Gharbawi

Co-Head of the Fintech Hub
Bank of England
... read more

Mohammed Gharbawi

Co-Head of the Fintech Hub
Bank of England

Author:

Chris Heys

Partner, Risk Modelling Services
PwC
... read more

Chris Heys

Partner, Risk Modelling Services
PwC
  • Lessons learned from the first-round of climate stress testing
  • Validating emerging models and increase robustness
  • Overcoming data limitations
Validation
Climate Risks – Stress Testing
Speaker

Author:

Konstantina Armata

Senior Modelling Expert, Former Group Head of Model Risk Management at Barclays

Konstantina is a highly experienced Financial Risk professional with over 20 years career in Banking in various Quantitative Modelling roles, most recently as the Group Head of Model Risk Management at Barclays. Prior to that, she worked at Deutsche Bank where she built and led the Bank’s Model Risk Management function and before that at UBS in various quantitative roles in both the Front Office and Risk. Konstantina has extensive experience in developing Model Risk Management frameworks including methodologies to assess and quantify Model Uncertainties and their impact on the output of the framework they are used for (e.g. Capital in stress, IFRS9 etc). Konstantina’s most recent work involves Climate Transition modelling. She holds a PhD in Mathematics from Imperial College, London and an MSc and BSc in Mathematics from ENSIMAG, Grenoble, France and the University of Patras, Greece respectively.

 

 

... read more

Konstantina Armata

Senior Modelling Expert, Former Group Head of Model Risk Management at Barclays

Konstantina is a highly experienced Financial Risk professional with over 20 years career in Banking in various Quantitative Modelling roles, most recently as the Group Head of Model Risk Management at Barclays. Prior to that, she worked at Deutsche Bank where she built and led the Bank’s Model Risk Management function and before that at UBS in various quantitative roles in both the Front Office and Risk. Konstantina has extensive experience in developing Model Risk Management frameworks including methodologies to assess and quantify Model Uncertainties and their impact on the output of the framework they are used for (e.g. Capital in stress, IFRS9 etc). Konstantina’s most recent work involves Climate Transition modelling. She holds a PhD in Mathematics from Imperial College, London and an MSc and BSc in Mathematics from ENSIMAG, Grenoble, France and the University of Patras, Greece respectively.

 

 

  • Understanding and adapting models to early indicators of market changes
  • Focus on short term leading indicators to prevent necessity of major overhauls
  • Increasing efficiency of model adaptation from months to weeks
  • Mitigating model risk in a volatile environment
Data
Climate Risks – Stress Testing
  • Are we taking a quantitative over a qualitative approach?
  • Overcoming the heterogeneity of models for quantification
  • How are regulatory pressures affecting quantification techniques?
  • The importance of tiering models for validation in the AI model era
Quantification
Speaker

Author:

Sebastian Ptasznik

Head of IFRS9 and Non-credit Risk Validation
Close Brothers

Sebastian in the Head of IFRS9 and Non-Credit Risk Validation at Close Brothers at Close brothers Group. He is an experienced leader with over 14 years of experience in quantitative analytics working with tier 1 banks (Barclays, HSBC, NatWest, Lloyds, Westpac,), leading advisory and technology companies (Palantir Technologies, Accenture). He has a proven track record of delivering complex analytical projects while working across multiple locations (London, NYC, Sydney, Singapore, San Francisco, Toulouse, Warsaw) with geographically dispersed teams. He has an academic background in econometrics/statistics and specialises in credit risk modelling, model risk management, machine learning/artificial intelligence, management consulting, and business development. He has a strong grasp of emerging technologies and state-of-the-art modelling methodologies.

 

... read more

Sebastian Ptasznik

Head of IFRS9 and Non-credit Risk Validation
Close Brothers

Sebastian in the Head of IFRS9 and Non-Credit Risk Validation at Close Brothers at Close brothers Group. He is an experienced leader with over 14 years of experience in quantitative analytics working with tier 1 banks (Barclays, HSBC, NatWest, Lloyds, Westpac,), leading advisory and technology companies (Palantir Technologies, Accenture). He has a proven track record of delivering complex analytical projects while working across multiple locations (London, NYC, Sydney, Singapore, San Francisco, Toulouse, Warsaw) with geographically dispersed teams. He has an academic background in econometrics/statistics and specialises in credit risk modelling, model risk management, machine learning/artificial intelligence, management consulting, and business development. He has a strong grasp of emerging technologies and state-of-the-art modelling methodologies.