2023 speakers

Klaus Duellmann is Head of SSM Risk Analysis Division within Directorate General Micro-Prudential Supervision IV of the European Central Bank in Frankfurt. Until May 2014 he was Head of Supervisory Coordination and Risk Analysis Division and Head of Banking Supervision Research in the central office of the Deutsche Bundesbank in Frankfurt. Currently his main areas of work are related to horizontal risk assessments of SSM banks, in particular supervisory stress tests. He has a PhD in Finance from the University of Mannheim.

Adrian Docherty leads the Bank Advisory team, which provides key relationship bank clients with technical sector expertise and help on strategic financial issues relating to balance sheet management and efficiency.

In practice, this means advising on capital raising alternatives, risk management and transfer frameworks, regulatory developments (especially Basel III and IV), accounting changes (especially IFRS 9), funding/liquidity strategies, credit portfolio management, solvency creation/optimisation structures and innovative ways of financing growth. In recent years, the issue of “disruption and obsolescence” (ie. new banking business models) has increasingly featured; so now too do strategies around Brexit

Adrian has 25 years’ experience in advising financial institutions, initially as a strategy consultant with Booz Allen Hamilton. After nine years at Booz Allen, Adrian was hired by one of his clients, Barclays, to help run the rapidly growing investment banking business line. Adrian spent three years as COO of Investment Banking, before moving to run the balance sheet advisory team in Barclays Capital’s Financial Institutions Group.

Adrian has a Master’s from Cambridge University. His book "Better Banking: Understanding and Addressing the Failures in Risk Management, Governance and Regulation" was published by Wiley in 2014

Jeff Simmons joined MUFG Bank in June 2014 as the Head of Enterprise Risk, tasked with creating the function. He has been involved intensively with the enhancement of the Risk Management framework in MUFG Bank (Europe). This has involved him in the formation of an Enterprise Risk function in Amsterdam tasked with delivering the full range of regulatory submissions.  In April 2018 he transitioned to MUFG Securities to become involved in the Brexit project. In this capacity he is the CRO for MUFG Securities (Europe) N.V. the Dutch subsidiary of MUFG Securities (EMEA).

Prior to joining the bank, he spent some 20 years specializing in best practice Risk Management including Market Risk, Credit Risk, Risk Model Validation and Regulatory Risk consulting. As well as having line management responsibilities in various institutions he has also gained extensive experience in implementing Risk Management frameworks from both a technical and operating model-based perspective.

Wouter is the Chief Risk Officer of Optiver Amsterdam and has been a member of the local management team since April 2022. He also serves as a member of the EMIR Eurex Risk Committee. Wouter joined Optiver in 2013 and prior to his current role led the Trading Risk Management team at Optiver Amsterdam. He is a graduate of the University of Antwerp and holds an M.Sc. in Business Engineering.

Marco Giovanni Crotti is a policy expert at the European Banking Authority. He is responsible for the implementation of the EBA FRTB roadmap and he represents the EBA at the BCBS Market Risk Group. 

He holds a MSc in Mathematical Engineering from Politecnico di Milano and an Executive Master in EU studies at the centre international de formation européenne.

Joris Krijger is a Tech Ethicist working as Ethics & AI Officer at the Dutch bank de Volksbank while also holding a PhD position on the topic of Ethics and Artificial Intelligence (AI) at the Erasmus University Rotterdam. He presently works on bridging the gap between ethical principles and AI by studying the operationalization of ethics in data science contexts. Additionally, he holds positions as a.o. Founding Editorial Board Member of Springer Nature’s AI and Ethics Journal. For his contributions to the field of responsible AI he received a.o. a Graduate School Award for PhD Excellence.

Jasper is Director of G7 Portfolio Management within the EBRD Treasury. He oversees the central risk warehouse for all hard currency risks across the Bank’s balance sheet, and is also heavily involved with IBOR transition across various RFR working groups. Jasper joined the EBRD in 2011. Previously he worked as a macro trader, and was a market maker at ABN AMRO.

Leif is Global Head of Liquidity Management & Money Markets (Group Treasury), Divisional Treasurer Wholesale Banking for ING.

 His remit includes:

• Management of short term funding access, cash and collateral positions
• Effectively securing and steering of all contingent liquidity risk metrics such as the liquidity coverage ratio (LCR)
• Ensuring sufficient funding at all times in all currencies and ING locations to safeguard and facilitate the various business activities of ING worldwide
• Act as a trusted advisor and point of contact to senior management of the Wholesale Banking division

Leif has over 20 yrs of Banking industry experience and before he joined ING worked for DekaBank (Germany, Frankfurt).

Eric Schaanning is heading the Group Banking Book team covering Interest Rate Risk in the Banking Book for the combined UBS & Credit Suisse Group. Prior to joining UBS / Credit Suisse, Eric held various positions at the European Central Bank and Norges Bank, covering Stress Testing, Macroprudential Policy, Cyber Risk and Central Clearing among others. Eric holds a PhD in Mathematics from Imperial College London and an MSc in Mathematics from ETH Zürich.

Roland is the sustainability risk manager for Mizuho in the EMEA region. He supports the Risk Management Department to improve and implement the ECB and EBA guidelines on sustainability risk and to conduct sustainability risk initiatives across the region. Roland recently joined Mizuho after working in Deloitte Netherlands' climate risk modeling team. With Deloitte, Roland supported banks in the Netherlands and across Europe with the implementation of regulations on sustainability risk including the integration in quantitative risk models. Roland has a background in sustainable innovation and quantitative finance.

 

In 2016 William became the Head of Risk for SEB Denmark with responsibility for protecting the banks financial results and reputation by preventing excessive risk taking and promoting a strong risk management culture. He has a key role in driving and contributing to risk related projects including the banks FRTB program. He has worked in the past for both buy and sell side firms, in roles ranging from trading at a large Hedge Fund to working as a quantitative analyst at a tier 1 investment bank. Always with a focus on improving financial modelling and analytics to maximize risk management and market awareness. William holds a BSc. In Mathematics and Economics from the LSE and a MSc. in Mathematics from the University of Copenhagen.

Neil McLeod has over 20 years’ experience within the financial markets industry, across multiple asset classes, including Credit Trading, Money Markets, Interest Rate Trading and XVA. He is currently head of Group Treasury Markets within Erste Group Bank AG, one of the major financial groups specialising in the CEE region. Neil is a former member of the ECB Money Market Contact Group and an active member of the EUR Risk Free Rate Working Group.

In his current role as the Head of Credit Risk at Goldman Sachs Asset Management B.V. Wim van Nes leads the management of Credit Risk for all Alternative Credit strategies and holds the position of Voting Member on the Investment Committee. Prior to joining Goldman Sachs, Wim served as the Team Lead Alternative Credit Risk at NN Investment Partners in the Netherlands, where he was also delegated as a Voting Member of the Investment Committee. He has also held significant roles such as Senior Credit Risk Manager at NN Investment Partners, Risk Advisor at Delta Lloyd Asset Management, and Manager of Distressed Assets at Delta Lloyd Asset Management. Wim's expertise extends to his earlier positions, including Derivatives, Valuation and Collateral Management Specialist at Delta Lloyd Asset Management from and his initial experience gained through a Finance Traineeship at Delta Lloyd. With a rich and diverse background, Wim van Nes brings a wealth of experience and strategic insight to the world of risk management.

David van Bragt, PhD, is a consultant investment solutions in the fixed income, LDI and investment solutions team of Aegon AM. David is mainly active in the fields of asset & liability modelling (ALM), liability-driven investment (LDI) and risk management for institutional investors. He also monitors regulatory developments for Aegon AM and is involved in product development. Prior to joining the firm, he was an ALM consultant for insurance companies at Ortec Finance. David has been in the industry since 2004 and joined the firm in 2011. He holds a PhD (cum laude) in applied physics from Delft University of Technology, an MSc in applied physics from Eindhoven University of Technology and an MA in philosophy from University of Amsterdam. He is a Certified Financial Analyst EFFAS, Dutch RBA (CFA Society VBA Netherlands).

Max Verheijen has held several positions at Cardano, most recently as Director advising clients on the implementation of risk management solutions. From 2010 to 2020 as Managing Director and member of the management team, Max was responsible for the Financial Markets division including trading. He has thorough knowledge of risk management, financial markets instruments and regulations, treasury, finance, hedging market- and counterparty risk. Max started his career at ING Bank most notably as Vice President at the Interest Rate Derivatives Department. In 2000 he joined IMC Financial Products as a Senior buy-side trader, and then finally to Cardano in the role of Head of Trading as part of a merger between Cardano and IMC Financial Products.

Max has a M.Sc. in Economics from Tilburg University, and is registered Treasurer following the completion of the postgraduate program on Treasury Management and Corporate Finance at Vrije Universiteit Amsterdam.

Corinna Schempp is developing and implementing the organization’s political and regulatory engagement strategy with elected officials, regulatory agencies and other key policymakers, in each case in the UK, the European Economic Area and Switzerland, in close coordination with the FIA policy staff and the Head of Europe.

Leading the Brussels office, she is also involved in evaluating pending legislation; surveys legislations’ impact on the organization; develops the organization’s response to legislation.

She joined the organisation in September 2014 from LCH.Clearnet Limited where she was a Senior Regulatory Advisor in the Compliance & Regulation team. Previously, her responsibilities covered regulatory compliance in relation to LCH.Clearnet’s SwapClear business, including liaison with the Bank of England, CFTC, Ontario Securities Commission, AMF Quebec, BaFin and other international regulators. During her time at the clearing house, she also worked closely with the legal team to provide support on European and US regulatory issues, including the implementation of Dodd-Frank and associated CFTC regulations across LCH.Clearnet impacted business units.

Prior to joining LCH.Clearnet in May 2011, Corinna, a dual qualified lawyer, was Legal and Regulation Manager at London Stock Exchange’s equity derivatives business, formerly known as EDX London.

Corinna also holds a post-graduate diploma in European Union law from Kings College, London, as well as law degrees from Germany.

Fabio is an experienced risk manager with a strong focus on ESG risks, market risk, credit risk and risk integration. Well versed in recovery plannning, RAF, ICAAP, European Stress tests. Extensive experience, both in banking and academic environment (Bocconi and adjunct professor in Luiss, Sole24). Participant in working groups (EBF, AFME, ABI) as expert of risk management processes.

Deputy head of Prometeia's Climate Change & ESG Risks competence line, Luca is experienced both in Retail Business Banking and in Corporate Investment Banking. He has been working since 2019 on Climate Change Risk frameworks dedicated to Risk Management, Planning and Credit functions of EU-wide Banks, also leading Prometeia’s task force dedicated to supporting SSM Banks in defining their ECB Climate Change Action Plans and facing ECB Climate Risk Stress Tests.

Mark Manning leads the FCA’s policy work on sustainable finance and investor stewardship. In this role, he is responsible for several initiatives, including the FCA’s implementation of the TCFD’s recommendations and the FCA’s work with IOSCO on corporate reporting standards on sustainability. Prior to joining the FCA in 2018, Mark spent fifteen years as a central banker with the Bank of England (BoE) and the Reserve Bank of Australia (RBA). He held a number of senior roles, with a particular focus on policy, research and supervision in the field of financial market infrastructures (FMIs). Before joining the official sector, Mark spent several years as a fixed income and currency fund manager with Kleinwort Benson Investment Management and Goldman Sachs Asset Management. Mark holds Master’s degrees in Economics and Finance, from University College London and London Business School, respectively.

Jamie joined the FSA/FCA in October 2007 following 10 years as an industry lobbyist. At the FCA, he has held a number of roles across consumer affairs, supervision, risk and markets, holding senior leadership roles in retail banking supervision, risk & compliance oversight and market oversight. He was deputy accountable executive for MiFID II implementation in the UK and accountable executive for the project onshoring the MiFID regime in the UK in preparation for Brexit. He is currently head of secondary market oversight, responsible for discharging the FCA’s duties under MiFID and MAR in secondary markets.

Sophie is the chief risk and compliance officer of Gulf International Bank (UK) Limited. She is responsible for driving an effective risk culture throughout the company, designing the risk and compliance frameworks and overseeing risk management and regulatory compliance practices. Sophie joined GIB (UK) with extensive experience in the field, having previously served as executive director for compliance and operational risk control at UBS Asset Management. Before this, she was the global head of operational organisational risk at Barings and non-executive director of the Baring-Coller Secondaries Fund. Sophie was also an operational risk manager and the group head of investment risk framework at Schroders.

Sophie graduated from Université Lumière Lyon 2 with a master’s degree in economics and finance. She is a member of the Chartered Institute for Securities & Investment, a fellow of the Climate Safe Lending Network and a trustee of First Light South West, a charity supporting people affected by sexual violence and domestic abuse.

Jeremy Arnold joined NatWest Markets as chief risk officer in September 2018 and is responsible for leading the organisation's risk function by defining and delivering risk, conduct, compliance and financial crime strategies to support its ambition, strategy and risk appetite. He has extensive experience, spanning a variety of roles in trading and risk management over the past 30 years at a number of leading global financial institutions.

Kanwardeep Ahluwalia is Co-head of Global Markets Risk for Bank of America.

Kanwardeep joined Bank of America from Swiss Re where he was the Group Head of Financial Risk Management, which included the role of CRO for Asset Management, as well as serving as the Reinsurance CRO for EMEA.  Prior to that, he worked at Bear Stearns where he had a number of positions leading to the roles of CRO for Europe & Asia and Global Head of Market Risk.  This was preceded by a period working in regulation for the UK’s former Securities & Futures Authority.

Wei Bennett is the Deputy General Manager and Chief Risk Officer at the China Construction Bank London Branch (CCBLB). She is responsible for the CCBLB's enterprise risk management covering a spectrum of credit risk, market risk and operational risk. Wei also led the CCBLB's Culture & Change Programme in delivering robust culture, conduct and governance at the bank.

Prior to CCBLB, Wei worked at Bank of England for 10 years across risk management & regulatory supervision areas. Wei is a keen promoter for the Sino-UK engagement and cooperation in financial markets and financial regulation, and contributed to the PBOC-BoE joint Symposium during the 10th UK-China Economic and Financial Dialogue ("EFD") in 2019, one to name.
 
Wei has a PhD in Economics and is a qualified Chartered Financial Analyst (CFA). Wei has a number of publications in leading journals on implications of uncertainty to economic and financial activities. Wei's current interests include Green Finance and Data Analytical in risk management.  

Himanshu Patel leads the risk management group in Europe, providing risk oversight of the investment management group through the design and governance of investment and operational risk management strategies. Prior to joining Vanguard, he spent five years at EY as a senior manager in regulation and risk, providing asset management firms with practical advice on improving conduct and control. Patel has extensive experience in investment risk and performance analysis spanning 15 years at Northern Trust, BlackRock, Credit Suisse and JP Morgan.

Chris Knight took the role of group chief risk officer (CRO) in May 2021. For the previous three years he had been the chief executive of Legal and General’s retail retirement business, where he led the expansion of annuity propositions, developed one of the leading providers of lifetime mortgages and launched our financial advice and care businesses. Knight also serves as Legal and General’s customer champion, representing retail customers’ interests across the whole product range, a perspective he brings to his CRO role. He has previously held positions at Legal and General of finance director of the international division, and chief financial officer of Legal & General Assurance Society. Knight has a first-class economics degree from King’s College, Cambridge and has worked on four continents in a career spanning more than three decades. He is a Fellow of the Institute and Faculty of Actuaries.

Sebastjan Smodis is managing director and global head, equity, exchange-traded funds and liquidity risk management at State Street Global Advisors (SSGA). He is responsible for ensuring a robust liquidity risk management framework and governance across the organisation. Smodis also chairs the SSGA Liquidity Committee and is a member of the State Street Country Risk Committee. Prior to this he was a senior investment risk manager responsible for risk oversight across Europe, the Middle East and Africa fixed income, liability driven investment and multi-asset class portfolios. Seb holds a post-experience masters degree in finance from London Business School and a Global Association of Risk Professionals Financial Risk Manager certificate, and is a Chartered Financial Analyst Institute charterholder.

Hanna Sarraf is a senior risk management executive, with over twenty five years’ experience in developing and implementing risk and regulatory management frameworks that deliver effective results in the financial services industry. He is currently the Chief Risk Strategy Officer at Starling Bank and was previously the Group Chief Risk Officer at Bankmed, a regional corporate, retail and private banking organisation with operations across the EMEA region. Prior to joining Bankmed, Hanna was the Group Executive, Head of Risk Strategy at Bank of Ireland and previously held senior risk and regulatory management consulting roles at Ernst & Young, KPMG and Accenture in the UK and globally.

Hanna’s international industry and client consulting experience spans a wide range of risk and regulatory management roles both at the strategic and execution levels gained with leading financial services organisations across all major industry segments in a wide number of geographic markets.

He holds a Specialised Master’s degree in Financial Engineering from the École Supérieure des Sciences Économiques et Commerciales (ESSEC) and an MSc in Finance from Dauphine University in France. He has authored many articles on financial risk management and is a frequent speaker at leading UK and international conferences.

Stefana Brown is chief risk officer, UK protection and fintech, and director, IT and data protection risk, at Legal & General Retail. She spent 10 years at Lloyds Banking Group and four at M&G Investments before joining Legal & General Retail.

Nico is a Research and Product Manager at J.P. Morgan’s AI Research team. He is responsible for bridging the gap between the research team and the business. He is responsible for developing and launching AI products across the organisation and his areas of focus include AI fairness, explainable AI, optimisation and AI planning. Previously, he worked in J.P. Morgan’s Wealth Management Investments Solutions division, where he was responsible for structuring discretionary investment strategies.

Dimitrios is a Head of Risk and Finance Solutions in Moody’s Analytics, leading the Asia Specialist team that focuses on Risk Analytics, Stress Testing and IFRS 9 solutions.

During his time in Moody’s and prior to his move to Asia, Dimitrios led the efforts on designing and successfully implementing IFRS 9 modelling and software solutions for more than 50 banks in Europe and Middle East.

Prior to joining Moody’s in January 2016, Dimitrios worked as Senior Technical Specialist at the Prudential Regulation Authority (PRA) in London. During that time, he led the internal stress testing model development across the majority of risk types, with a particular focus on wholesale credit risk globally, retail credit risk in the UK and econometric models for key ALM risk metrics. Before joining the PRA, he was part of UBS Group-wide Stress Testing Team where he developed stress testing models for the held to maturity assets of the investment banking arm. Prior to his time at UBS he held various modelling positions at the former Financial Services Authority (FSA), Lloyd’s Banking Group and HBOS.

Dimitrios holds a PhD from the University of Edinburgh Business School and an MSc in Applied Economics and Finance from the Athens University of Economics and Business. He is a certified Professional Risk Manager (PRM) since 2006 and tutored at University of Edinburgh where he has conducted extensive research on credit risk modelling and the interaction between credit risk and the real economy.

McBurney is Professor of Computer Science and former Head of the Department of Informatics in the Faculty of Natural and Mathematical Sciences of King's College London. He is a member of the Distributed Artificial Intelligence (DAI) Research Group of the Department.

McBurney's primary areas of research are in AI and Computational Finance:

• Distributed ledgers, blockchain, smart contracts, cryptocurrencies, and ICOs
• AI applied to knowledge-intensive, regulated domains (law, finance, insurance, etc), and
• Agent communications protocols and agent-based simulation.

His work finds application in computational finance and economics, cyber conflict, and machine-to-machine (M2M) communications. According to Google Scholar, McBurney has an h-index score of 49, and his most-cited publication has 673 citations.

Since 2007, McBurney has been Joint Editor-in-Chief of the refereed AI journal, The Knowledge Engineering Review, published by Cambridge University Press. He is a member of the Academic Advisory Council of the UK Financial Conduct Authority (FCA), a board established in 2018 to provide advice on AI, data analytics and regulatory technology (regtech). During 2018-2020, he was an Adjunct Research Fellow at the Law Futures Centre at Griffith University, Brisbane, Australia.

McBurney is a regular speaker and advisor on Artificial Intelligence, on blockchains & distributed ledgers, and on cryptocurrencies. He has experience working on several blockchain Proofs-of-Concept, including for major financial institutions and commodities trading companies.

His research projects include the EPSRC-funded VOLT Project, which aimed to develop trusted voting systems using distributed ledger technologies for management of shareholder rights and for elections in non-government organizations

Andreea Petreanu is currently Head of Credit Risk Management at Mizuho International in London. Over the past 20 years, she has had various risk management roles with global investment banks such as Morgan Stanley, HSBC, Merrill Lynch, Bank of America and VTB Capital. Andreea is also an Independent Non-Executive Director and Chair of the Risk Committee of Globalworth, a leading real estate investment company in Central and Eastern listed on AIMS with portfolio value over EUR3bn.  Andreea’s educational background includes an Executive MBA from the University of Cambridge, Judge Business School and an MSc in Insurance and Risk Management from City University, CASS Business School. She is also an Associate of the Chartered Insurance Institute in London.

Richard Bravery, Managing Director, is a member of the BlackRocks Risk and Quantitative Analysis team. Since 2017 he has been the head of the EMEA Equity Risk team based in London where he is responsible for the investment risk management of the active equity strategies within the region. Prior to this he held roles within BlackRocks Behavioural Finance team and he also spent more than 10 years within BlackRock Solutions as the EMEA Head of the Financial Modelling Group, building risk models and analytics solutions, having started his career as a software engineer at Mercury Asset Management.

  
Mr. Bravery holds an undergraduate degree in Medical Physics and a postgraduate degree in Information Technology from University College London.

Victoria’s career spans over 25 years working in financial institutions, in trading, finance and risk roles, predominately in Risk Management. She has been with Nomura for ten years, focused on enterprise-wide risk management. She was appointed Global Head of Climate Risk & ESG three years ago. She is responsible for establishing and managing the global risk management framework for Climate Risk and ESG, and for ensuring risk management is aligned to the firm’s Sustainability objectives, such as Net Zero.