Head of Traded Risk Analytics, Global Risk Analytics
Paul is the Global Head of Traded Risk Analytics at HSBC, overseeing the development of Market Risk and Counterparty Credit Risk models across the bank. Paul has been at HSBC working in modelling for over 15 years. Prior to this, he received a PhD studying quantum mechanical behaviour in plasmas.
Head of Risk
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.
Head Portfolio Quantitative Research CB Markets
LLOYDS BANK COMMERCIAL BANKING
Head of Model Risk, Internal Audit
Christopher Hall has been working in all areas of risk management since 1992. He is a Head of Model Risk, Internal Audit at HSBC.
He has run many projects covering all aspects of risk management in financial institutions, including stress testing, ICAAP development, economic capital and performance measures, liquidity development and the integration into strategic planning & scenario analysis.
Prior to HSBC, Christopher was Head of Market Risk Methodology, Stress Testing and IT Architecture, Risk Consulting and Training at Risk Advisors, CFO of a start-up hedge fund and Head of Economic Capital at Barclays Bank.
Christopher has a first class degree in Computing and Statistics, is a Chartered Accountant and has a Masters in Finance from London Business School.
Senior Technical Consultant
Paul is a senior technical consultant at MathWorks enabling customers to be successful in their adoption and use of MATLAB and Simulink to solve the modelling challenges of today and tomorrow with cutting-edge technology, tools and methods.
Paul focuses on the financial services industry in modelling credit and market risk, and the bigger picture of managing the risk associated with those models, especially when machine learning is applied. He also has expertise in signal processing, software design and application development in MATLAB, big data for enterprise-scale data analytics.
Global Head of Product Control Analytics
Global Head of Model Risk Management
Fabienne Libert leads ING’s Model Risk Management,
Previous to this Fabienne held different positions within ING as Financial Controller, Head of Credit Risk Intelligence in TMB Bank of Bangkok, where she led the development of a coordinated, value creating credit risk management approach across all business segments, from Retail to Mid Corp to Corporate, and Risk COO where she steered the transformation of Risk Management platforms, operations, reporting and program management.
Fabienne holds a Bachelor degree in Business Management, Master degree in International Business and Management and Certificate in Economy of the Developing Nation, all from I.C.H.E.C. Brussels Management School. She is fluent in French, Dutch and English.
Managing Director, Head of Model Risk Management
Nikolai Kukharkin is Managing Director, Head of Model Risk Management at TIAA. His team is responsible for TIAA’s Model Risk Management program, including model validation, control, and governance activities such as risk rating of models, model performance review, front-to-back model governance and controls, and reporting and oversight of model risk.
Mr. Kukharkin has over 20 years of experience in risk management, focusing on model risk assessment and management. He joined TIAA in 2017 after 14 years with UBS, where he held various roles within Risk Control function. Most recently, Mr. Kukharkin was the Global Head of Model Risk Management & Control, where he led the design and implementation of a complete Model Risk Management framework at UBS. Previously, Mr. Kukharkin served as Vice President, Model Risk Officer at JPMorganChase Model Review Group for 5 years.
Mr. Kukharkin holds PhD in Plasma Physics from Moscow Institute of Physics and Technology (Russia) and started his career in 1990s as a research physicist at the National Research Center “Kurchatov Institute” in Moscow, Russia, and later in the Department of Mechanical and Aerospace Engineering at Princeton University.
Co-Founder and CEO
Yields.io Co-Founder and CEO Jos Gheerardyn has built the first FinTech platform that uses AI for real-time model testing and validation on an enterprise-wide scale. A zealous proponent of model risk governance & strategy, Jos is on a mission to empower quants, risk managers and model validators with smarter tools to turn model risk into a business driver.
Prior to his current role he has been active in quantitative finance both as a manager and as an analyst. Over the past 15 years he has been working with leading international investment banks as well as with award-winning start-up companies. He is the author of multiple patents applying quantitative risk management techniques to imbalance markets. Jos holds a PhD in superstring theory from the University of Leuven (Belgium).
Head of Credit PD Models and Data Science
Unicredit Bank Austria
Günther Helbok joined Bank Austria in 1999. Within his 18 years of experience in Operational Risk and Credit Risk Validation, he managed the operational risk system selection, development and rollout in Bank Austria and lead the Austrian and CEE countries through the AMA validation by the respective regulators; being now on the Board of ORX.
He is currently responsible for Credit PD Models and Data Science, leading the Pre Approved Consumer Loan and Alexa Skill implementation effort in Bank Austria. Prior to his engagement he worked at the Manchester School of Accounting and Finance where he holds a PHD.
Tom Osborn is the desk editor of Risk.net’s risk management coverage. Prior to joining Risk, he reported on the futures and foreign exchange industries for Dow Jones' Financial News and the Euromoney group of publications. Tom holds a bachelor’s degree in English literature from the University of Warwick, UK.
Head of Risk Analytics Systems
STANDARD CHARTERED BANK
Claus is currently Head of Risk Analytics Systems at Standard Chartered Bank, leading strategy for systems that support the model development lifecycle including model inventory, model risk management and development platforms for models and advanced analytics of risk metrics and data.
Prior to that he was a senior lead in JP Morgan’s Data Science team, as product manager on projects spanning the Markets’ trading and sales functions. He has broad experience in investment banking and trading technology systems, and spent several years on trading floors designing and delivering IT trading systems for commodities front office desks again with a focus on data and analytics.