Chandra Khandrika

Director, Internal Audit Model Risk Management

Citi

Chandra Sekhar Khandrika is Head of IA Model risk management at Citi Bank. He has 20 years of industry experience in Risk and Control areas including Risk Management, Independent valuation, and audit at global Investment banks. His interests are in the intersection of financial risk and climate risks. He is interests in the nexus of climate risk regulatory landscape and low carbon economy transition. Specifically, embedding climate risk management framework, stress testing, scenario analysis and disclosures. Low carbon economy transition and adaptation and mitigation strategies leveraging clean technologies.

Rhea Rajwani

Director, Head of US Model Risk Governance and Controls

TD Bank

Rhea Rajwani heads the Model Risk Governance and Controls portfolio for TD Bank in the US. She has worked with the Bank since 2006 on both sides of the border – Canada and the US, in Finance & Risk Management. In addition to her work past few years in model risk governance, her areas of expertise include financial modeling, efficiency planning, resolution and recovery planning primarily focused on strategy and liquidity management, model validations, management and regulatory reporting and investor relations. Prior to joining TD, Rhea has worked at the Bank of India in Planning and Forecasting and ICICI Bank where she was responsible for Capital Planning and Regulatory filings including her work on filings with the SEC in the US and as a representative from the Bank to the working committee for Basel supervision and reporting at the Reserve Bank of India. Rhea has a Masters degree in Business, Bachelors degree in Financial Accounting & Auditing, completed the Canadian Securities Course, is a Certified Associate of the Indian Institute of Bankers, passed the CFA level II exams and has several technology certifications to her credit.     

Varun Agarwal

Head of Model Risk and Stress Testing

USAA

Varun Agarwal is an Executive Director at USAA where he oversees risk audit teams.

He brings over twenty-five years' experience having worked for large global financial institutions and insurers in Regulatory Risk & Compliance space. He has worked for Capgemini, HSBC, Deloitte, and JP Morgan in US, Canada and Europe.

His background includes responsibilities in Credit, Market, Liquidity, Operational, Strategic Risk and AML, along with Risk Governance, Policy, Data Management and Reporting.  He also created Enterprise Risk Management frameworks, set Risk Appetite, and executed end-to-end risk processes. He has also worked on a variety of analytical models for Capital Management, Pricing, Valuation and Derivatives.

He is a published author on topics in finance and risk across US and Europe and has presented at professional conferences at both national and regional levels. Varun earned both his Ph.D. and Master's degree in Financial Economics from the University of Alabama and a Bachelor's degree in Mechanical Engineering from BITS, Pilani, India. He also holds a CFA charter.​

Varun enjoys outdoor running and reading world history.

Deniz Senturk

Chief Risk Officer, Treasury Risk and Head of Integrated Analytics

State Street

Deniz is the Head of Analytics and Chief Risk Officer, supporting Global Treasury, at State Street Corporation (SSC). In her role as Head of Analytics, Deniz is focused on providing quantitative solutions consisting of Predictive Analytics and Business Intelligence (data analytics, reporting) for business lines across the bank. In parallel, she is also responsible for risk oversight of Treasury’s activities, which includes managing the investment portfolio, asset-liability risk, liquidity risk, funding and liability pricing, and capital structure, in her role as CRO for Treasury.

Prior to her current role, Deniz was the Head of Model Risk Management at State Street for three years and headed up Model Risk Management within GE Capital for 3+ years before joining State Street in 2015. Deniz’s 15 year tenure at GE also included leading the marketing analytics teams as well as the research teams within GE Global Research Center. During her time at GE, she published 15+ patents and 20+ research papers on advanced statistical techniques used in risk and finance.

Deniz’s areas of functional expertise include compliance and control functions, credit, treasury, market and model risk management in addition to risk analytics, marketing analytics and business strategy management. She also served as an adjunct professor at the Graduate School of Business, Fordham University for three years.

Deniz holds a Ph.D. in Applied Statistics from University of California, Santa Barbara and a B.S. in Physics from Bogazici University (Turkey).

Lakshmi Murthy

Global Lead for Climate Risk, ESG and Sustainability Analytics

Credit Suisse

Lakshmi Murthy is the Global lead for Climate Risk Strategy and ESG Analytics at Credit Suisse.

She is an experienced Financial Services leader with a passion for building scalable data-enabled products to solve business problems using advanced analytics.

Lakshmi has a Master’s degree in Computer Science from India, and an Master’s degree in Business Analytics from NYU Stern School of Business “

 

Suresh Sankaran

Head of Model Risk Governance

Metro Bank

Suresh Sankaran is the Head of Model Risk, Validation, & Governance at Metro Bank, where he oversees all aspects of model risk and other risk-related governance. He advises on factors that senior management and Board should collectively consider when overseeing the bank’s model governance and risk management framework and policies. He is responsible for the independent validation of all bank models and is also accountable for regulatory liaison on all matters relating to model risk.  

Suresh has over 30 years’ experience in the realm of strategic consulting, compliance, audit, and risk management. He has held leadership roles managing several facets of risk management, most notably credit, liquidity, and balance sheet management.

Suresh has advised banks, governments, and other financial services organisations on all facets of risk management, and has acted as a second pair of eyes to assure the soundness and financial sustainability of client portfolios.

 Suresh is a ranking Chartered Accountant, and holds a Bachelor’s degree in Finance & Accountancy. He has diverse interests including Indian Classical Music, Skydiving, P G Wodehouse, and Pink Floyd.

 

Jim Costa

Chief Risk Officer

Banner Bank

James Costa is Executive Vice President and Chief Risk Officer of Banner  Bank. In this role, he is responsible for overseeing the company’s risk and compliance functions as well as the Bank’s interactions with industry regulators. He is also a member of the Bank’s Executive Management Committee.

Prior to joining Banner, Costa served as Chief Risk and Chief Credit Officer for TCF Financial a regional bank where he managed all credit and risk functions as well as operations. At TCF Jim managed the enterprise integration of the merger equals between Chemical Bank and TCF.  Prior to TCF, Jim held executive leadership positions in risk, credit and lines of business as EVP at PNC Financial and Head of Enterprise Credit Strategy at Wachovia Corporation, now Wells Fargo.  Jim has been active in financial services for almost 30 years with focus areas including enterprise strategy credit risk, and regulatory relations. 

Jim earned his bachelor’s degree from Ohio State University and conducted his doctoral studies from the University of Minnesota.  Jim is a veteran of the US Air Force. In Minnesota, Jim is active in community organizations to include Habitat for Humanity, Humane Society and The University of Minnesota Center for Children’s Cancer Research.  Jim is also an advisory board member for the Midsize Bank Coalition of America.

Charlotte Newbury

Head of Enterprise Risk Management, Americas

Deutsche Bank

Charlotte Newbury is the Americas Head of Enterprise Risk at Deutsche Bank. In this role she is responsible for maintaining a comprehensive view of DB’s risk profile including emerging risks and trends. She led the development of the Risk Identification framework in the region and is chair of the regional ESG risk forum.

Charlotte established her career in finance as a market risk manager, building over 13 years’ experience managing risk across multiple product lines. She has a master’s degree in mathematics from the University of Manchester. Charlotte is based in NYC as well as the Adirondacks where she brings her passion for climate risk to bear on grassroots initiatives.